Data-Efficient Quickest Change Detection with On-Off Observation Control

Sequential Analysis

Volumn 31, Issue 1, 2012, Pages 40-77

  Banerjee, Taposh ^a   Veeravalli, Venugopal V ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Asymptotic optimality; Nonlinear renewal theory; Observation control; Quickest change detection

Indexed keywords

EID: 84858166057     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474946.2012.651981     Document Type: Article

References (24)

1. Assaf, D. (1988). A Dynamic Sampling Approach for Detecting a Change in Distribution, Annals of Statistics 16: 236-253.
2. Assaf, D., Pollak, M., Ritov, Y., and Yakir, B. (1993). Detecting a Change of a Normal Mean by Dynamic Sampling with a Probability Bound on a False Alarm, Annals of Statistics 21: 1155-1165.
3. Banerjee, T., Sharma, V., Kavitha, V., and Jayaprakasam, A. (2011). Generalized Analysis of a Distributed Energy Efficient Algorithm for Change Detection, IEEE Transactions on Wireless Communication10: 91-101.
4. Bertsekas, D. P. (2007). Dynamic Programming and Optimal Control, Vols. 1 and 2, third edition, Nashua: Athena Scientific.
5. Girshick, M. A. and Rubin, H. (1952). A Bayes Approach to a Quality Control Model, Annals of Mathematical Statistics 23: 114-125.
6. Lai, T. L. (1998). Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems, IEEE Transactions on Information Theory 44: 2917-2929.
7. Mainwaring, A., Culler, D., Polastre, J., Szewczyk, R., and Anderson, J. (2002). Wireless Sensor Networks for Habitat Monitoring, in Proceedings of the 1st ACM International Workshop on Wireless Sensor Networks and Applications (WSNA '02), September 28, pp. 88-97, Atlanta, GA.
8. Makis, V. (2008). Multivariate Bayesian Control Chart, Operations Research 56: 487-496.
9. Mei, Y. (2005). Information Bounds and Quickest Change Detection in Decentralized Decision Systems, IEEE Transactions on Information Theory 51: 2669-2681.
10. Premkumar, K. and Kumar, A. (2008). Optimal Sleep/Wake Scheduling for Quickest Intrusion Detection Using Sensor Networks, in Proceedings of 27th IEEE Conference on Computer Communications (INFOCOM 2008), April 15-17, Phoenix, AZ.
11. Rice, J. A., Mechitov, K., Sim, S., Nagayama, T., Jang, S., Kim, R., Spencer, B. F., Agha G., and Fujino, Y. (2010). Flexible Smart Sensor Framework for Autonomous Structural Health Monitoring, Smart Structures and Systems 6: 423-438.
12. Shiryaev, A. N. (1963). On Optimal Methods in Quickest Detection Problems, Theory of Probability and Its Applications 8: 22-46.
13. Siegmund, D. (1985). Sequential Analysis: Tests and Confidence Intervals, New York: Springer.
14. Stoumbos, Z. G. and Reynolds, M. R., Jr. (2005). Economic Statistical Design of Adaptive Control Schemes for Monitoring the Mean and Variance: An Application to Analyzers, Nonlinear Analysis: Real World Applications 6: 817-844.
15. Stoumbos, Z. G., Reynolds, M. R., Jr., Ryan T. P., and Woodall, W. H. (2000). The State of Statistical Process Control as We Proceed into the 21st Century, Journal of American Statistical Association 95: 992-998.
16. Tagaras, G. (1998). A Survey of Recent Developments in the Design of Adaptive Control Charts, Journal of Quality Technology 30: 212-231.
17. Tartakovsky, A. G. and Moustakides, G. V. (2010). State-of-the-Art in Bayesian Changepoint Detection, Sequential Analysis 29: 125-145.
18. Tartakovsky, A. G. and Veeravalli, V. V. (2005). General Asymptotic Bayesian Theory of Quickest Change Detection, Theory of Probability and Its Applications 49: 458-497.
19. Tartakovsky, A. G. and Veeravalli, V. V. (2008). Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems, Sequential Analysis, 27: 441-475.
20. Veeravalli, V. V. (2001). Decentralized Quickest Change Detection, IEEE Transactions on Information Theory 47: 1657-1665.
21. Woodroofe, M. (1982). Nonlinear Renewal Theory in Sequential Analysis, Philadelphia: SIAM.
22. Yakir, B. (1996). Dynamic Sampling Policy for Detecting a Change in Distribution, with a Probability Bound on False Alarm, Annals of Statistics 24: 2199-2214.
23. Zacharias, L. and Sundaresan, R. (2007). Decentralized Sequential Change Detection using Physical Layer Fusion, in Proceedings of 2007 IEEE International Symposium on Information Theory (ISIT), June 24-29, pp. 4999-5008, Nice, France.
24. Recommended by A. G. Tartakovsky