Quickest detection in multiple on-off processes

IEEE Transactions on Signal Processing

Volumn 58, Issue 12, 2010, Pages 5994-6006

  Zhao, Qing ^a   Ye, Jia ^a  

^a University of California Davis   (United States)

Author keywords

Bayesian formulation; cognitive radio; onoff process; partially observable Markov decision process (POMDP); quickest change detection; spectrum sensing

Indexed keywords

BAYESIAN FORMULATION; CHANGE DETECTION; COGNITIVE RADIO; ONOFF PROCESS; PARTIALLY OBSERVABLE MARKOV DECISION PROCESS; SPECTRUM SENSING;

BAYESIAN NETWORKS; DECISION THEORY; MARKOV PROCESSES; OPTIMIZATION; SIGNAL DETECTION;

RADIO;

EID: 78649243403     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2010.2071869     Document Type: Article

References (31)

1. W. Shewhart, Economic Control of Quality of Manufactured Product. New York: Van Nostrand, 1931.
2. A. N. Shiryaev, "The problem of quickest detection of a violation of stationary behavior", Dokl. Akad. Nauk SSSR, vol. 138, pp. 1039-1042, 1961.
3. A. N. Shiryaev, "The problem of the most rapid detection of a disturbance in a stationary process", Sov. Math., Dokl., vol. 2, pp. 795-799, 1961.
4. A. N. Shiryaev, "On optimum methodsin quickest detection problems", Theory Prob. Appl., vol. 8, pp. 22-46, Jun. 1963.
5. S. W. Roberts, "A comparison of some control chart procedures", Te ch - nometrics, vol. 8, pp. 411-430, 1966.
6. A. G. Tartakovsky and V. V. Veeravalli, "General asymptotic Bayesian theory of quickest change detection", Theory Prob. Appl., vol. 49, no. 3, pp. 458-497, 2005.
7. A. A. Borovkov, "Asymptotically optimal solutions in the change-point problem", Theory Prob. Appl., vol. 43, no. 4, pp. 539-561, Oct. 1999.
8. G. Lorden, "Procedures for reacting to a change in distribution", Ann. Math. Statist., vol. 42, pp. 1897-1908, 1971.
9. E. Page, "Continuous inspection schemes", Biometrika, vol. 41, pp. 100-115, 1954.
10. G. V. Moustakides, "Optimal stopping times for detecting changes in distributions", Ann. Statist., vol. 14, no. 4, pp. 1379-1387, 1986.
11. M. Pollak, "Optimal detection ofachangein distribution", Ann. Statist., vol. 13, no. 1, pp. 206-227, 1985.
12. A. S. Polunchenko and A. G. Tartakovsky, "On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution", Ann. Statist., unpublished.
13. Q. Zhao and B. Sadler, "A survey of dynamic spectrum access", IEEE Signal Process. Mag., vol. 24, pp. 79-89, May 2007.
14. C. H. Papadimitrou and J. N. Tsitsiklis, "The complexity of Markov decision processes", Math. Oper. Res., vol. 12, no. 3, pp. 441-450, 1987.
15. M. Basseville and I. V. Nikiforov, Detection of Abrupt Changes: Theory and Applications. Englewood Cliffs, NJ: Prentice-Hall, 1993.
16. V. V. Veeravalli, "Decentralized quickest change detection", IEEE Trans. Inf. Theory, vol. 47, no. 4, pp. 1657-1665, 2001.
17. A. G. Tartakovsky and V. V. Veeravalli, "Asymptotically optimal quickest change detection in distributed sensor systems", Sequent. Anal., vol. 27, no. 4, pp. 441-475, 2008.
18. T. He, S. Ben-David, and L. Tong, "Nonparametric change detection and estimation in large-scale sensor networks", IEEE Trans. Signal Process., vol. 54, no. 4, pp. 1204-1217, Apr. 2006.
19. A. Isaac, P. Willett, and Y. Bar-Shalom, "Quickest detection and tracking of spawning targets using monopulse radar channel signals", IEEE Trans. Signal Process., vol. 56, no. 3, pp. 1302-1308, Mar. 2008.
20. A. Betran-Martinez, O. Simeone, and Y. Bar-Ness, "Detecting primary transmitters via cooperation and memory in cognitive radio", in Proc. CISS, Mar. 2007, pp. 369-369.
21. H. Li, C. Li, and H. Dai, "Quickest spectrum sensing in cognitive radio", in Proc. CISS, Mar. 2008, pp. 203-208.
22. A. N. Shiryaev, "On detecting of disorders in industrial processes: I", Theory Probab. Appl., vol. 8, no. 3, pp. 264-281, 1963.
23. A. N. Shiryaev, "On detecting of disorders in industrial processes: II", Theory Probab. Appl., vol. 8, no. 4, 1963.
24. J. R. Norris, Markov Chains. Cambridge, U. K.: Cambridge Univ. Press, 1997.
25. R. D. Smallwood and E. J. Sondik, "The optimal control of partially observable Markov processes over a finite horizon", Oper. Res., vol. 21, pp. 1071-1088, 1973.
26. J. D. Isom, S. P. Meyn, and R. D. Braatz, "Piecewise linear dynamic programming for constrained POMDPs", in Proc. AAAI Conf. Artificial Intelligence, 2008.
27. W. Leland, M. Taqqu, W. Willinger, and D. Wilson, "On the self-similar nature of Ethernet traffic", in Proc. AXM SIGCOMM'93, 1993, pp. 183-193.
28. K. Park and W. Willinger, Self-Similar Network Traffic and Performance Evaluation. New York: Wiley, 2000.
29. I. Mitrani, Probabilistic Modelling. Cambridge, U. K.: Cambridge Univ. Press, 1998.
30. G. Folland, Real Analysis: Modern Techniques and Their Applications. New York: Wiley-Interscience, 1999.
31. K. Liu and Q. Zhao, "Indexability of restless bandit problems and optimality of Whittle index for dynamic multichannel access", IEEE Trans. Inf. Theory, vol. 56, no. 11, Nov. 2010.