Quickest changepoint detection in distributed multisensor systems under unknown parameters

Proceedings of the 11th International Conference on Information Fusion, FUSION 2008

Volumn , Issue , 2008, Pages

  Tartakovsky, Alexander G ^a   Polunchenko, Aleksey S ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Binary quantization; CUSUM test; Decentralized detection; Distributed multisensor decisions; Optimal fusion; Quickest changepoint detection

Indexed keywords

DATA FUSION; INFORMATION FUSION; SENSOR DATA FUSION; TELECOMMUNICATION NETWORKS; WIRELESS TELECOMMUNICATION SYSTEMS;

BINARY QUANTIZATION; CUSUM TEST; DECENTRALIZED DETECTION; DISTRIBUTED MULTISENSOR DECISIONS; OPTIMAL FUSION; QUICKEST CHANGEPOINT DETECTION;

FUSION REACTIONS;

EID: 56749134232     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICIF.2008.4632303     Document Type: Conference Paper

References (20)

1. V. Dragalin, "Optimality of a generalized CUSUM procedure in quickest detection problem," Statistics and Control of Random Processes: Proc. Steklov Institute of Mathematics, vol. 202, Providence, Rhode Island, pp. 107-120, 1994.
2. V. Dragalin, "Adaptive procedures for detecting a change in distribution," 4th Umea-Würzburg Conf. Statist., 1996, pp. 87-103.
3. T. Lai, "Information bounds and quick detection of parameter changes in stochastic systems," IEEE Trans. Inform. Theory, vol. 44, no. 7, pp. 2917-2929, 1998.
4. G. Lorden, "Procedures for reacting to a change in distribution," Ann. Math. Statist., vol. 42, no. 6, pp. 1897-1908, 1971.
5. G. Lorden and M. Pollak, "Nonanticipating estimation applied to sequential analysis and changepoint detection," Ann. Statist., vol. 33, no. 3, pp. 1422-1454, 2005.
6. Y. Mei, "Information bounds and quickest change detection in decentralized decision systems," IEEE Trans. Inform. Theory, vol. 51, no. 7, pp. 2669-2681, 2005.
7. G. Moustakides, "Optimal procedures for detecting changes in distributions," Ann. Statist., vol. 14, no. 4, pp. 1379-1387, 1986.
8. G. Moustakides, "Decentralized CUSUM change detection," Proc. 9th Intern. Conf. Inform. Fusion, Florence, Italy, 2006.
9. M. Pollak, "Average run lengths of an optimal method of detecting a change in distribution," Ann. Statist., vol. 15, no. 2, pp. 749-779, 1987.
10. M. Pollak and A. G. Tartakovsky, "Asymptotic exponentiality of the distribution of first exit times for a class of Markov processes with applications to quickest change detection," Theory Prob. Appl., 2008 (to be published).
11. D. Siegmund, Sequential Analysis: Tests and Confidence Intervals. Springer-Verlag, New York, 1985.
12. A. G. Tartakovsky, "Asymptotic performance of a multichart CUSUM test under false alarm probability constraint," Proc. 44th IEEE Conf. Decision and Control and Europ. Control Conf., Seville, Spain, 2005, pp. 320-325.
13. A. G. Tartakovsky, "Extended asymptotic optimality of certain change-point detection procedures," Preprint, University of Southern California, 1998.
14. A. G. Tartakovsky and I. A. Ivanova, "Comparison of some sequential rules for detecting changes in distributions," Probl. Inform. Transmis., vol. 28, pp. 117-124, 1992.
15. A. G. Tartakovsky and H. Kim, "Performance of certain decentralized distributed change detection procedures," Proc. 9th Intern. Conf. Inform. Fusion, Florence, Italy, 2006.
16. A. G. Tartakovsky and V. Veeravalli, "An efficient sequential procedure for detecting changes in multichannel and distributed systems," Proc. 5th Intern. Conf. Inform. Fusion, vol. 1, Annapolis, MD, 2002, pp. 41-48.
17. A. G. Tartakovsky and V. Veeravalli, "Quickest change detection in distributed sensor systems," Proc. 6th Intern. Conf. Inform. Fusion, Cairns, Australia, 2003, pp. 756-763.
18. A. G. Tartakovsky and V. Veeravalli, "Change-point detection in multichannel and distributed systems with applications," Applications of Sequential Methodologies, pp. 331-363, (N. Mukhopadhyay, S. Datta and S. Chattopadhyay, Eds), Marcel Dekker, New York, 2004.
19. A. G. Tartakovsky and V. Veeravalli, "General asymptotic Bayesian theory of quickest change detection," Theory Prob. Appl., vol. 49, no. 3, pp. 458-497, 2005.
20. V. V. Veeravalli, "Decentralized quickest change detection," IEEE Trans. Inform. Theory, vol. 47, pp. 1657-1665, 2001.