Multi-variate quickest detection of significant change process

The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the transition probability change at one node should be confirmed by a detection of similar change at some other sensors. Based on a simple game the model of a fusion center is then constructed. The aggregate function defined on the net is the background of the definition of a non-cooperative stopping game which is a model of the multivariate disorder detectionvoting stopping rule, majority voting rule, monotone voting strategy, change-point problems, quickest detection, sequential detection, simple game

Bayesian Quickest Detection of Propagating Spatial Events

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, environmental monitoring, and biosurveillance, we may observe propagating fields or particles. In this paper, we propose Bayesian single and multiple change-point detection procedures for the rapid detection of propagating spatial events. It is assumed that the spatial event propagates across a network of sensors according to the physical properties of the source causing the event. The multi-sensor system configuration is arbitrary and sensors may be mobile. We begin by considering a single spatial event and are interested in detecting this event as quickly as possible, while controlling the probability of false alarm. Using a dynamic programming framework we derive the structure of the optimal procedure, which minimizes the average detection delay (ADD) subject to a false alarm probability upper bound. In the rare event regime, the optimal procedure converges to a more practical threshold test on the posterior probability of the change point. A convenient recursive computation of this posterior probability is derived by using the propagation pattern of the spatial event. The ADD of the posterior probability threshold test is analyzed in the asymptotic regime, and specific analysis is conducted in the setting of detecting attenuating random signals. Then, we show how the proposed procedure is easy to extend for detecting multiple propagating spatial events in parallel. A method that provides false discovery rate (FDR) control is proposed. In the simulation section, it is clearly demonstrated that exploiting the spatial properties of the event decreases the ADD compared to procedures that do not utilize this information, even under model mismatch.Comment: 14 pages, 5 figure

Delay Optimal Event Detection on Ad Hoc Wireless Sensor Networks

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two procedures at the fusion center to process the measurements. The Bayesian setting is assumed; i.e., the fusion center has a prior distribution on the change time. In the first procedure, the decision algorithm at the fusion center is \emph{network-oblivious} and makes a decision only when a complete vector of measurements taken at a sampling instant is available. In the second procedure, the decision algorithm at the fusion center is \emph{network-aware} and processes measurements as they arrive, but in a time causal order. In this case, the decision statistic depends on the network delays as well, whereas in the network-oblivious case, the decision statistic does not depend on the network delays. This yields a Bayesian change detection problem with a tradeoff between the random network delay and the decision delay; a higher sampling rate reduces the decision delay but increases the random access delay. Under periodic sampling, in the network--oblivious case, the structure of the optimal stopping rule is the same as that without the network, and the optimal change detection delay decouples into the network delay and the optimal decision delay without the network. In the network--aware case, the optimal stopping problem is analysed as a partially observable Markov decision process, in which the states of the queues and delays in the network need to be maintained. A sufficient statistic for decision is found to be the network-state and the posterior probability of change having occurred given the measurements received and the state of the network. The optimal regimes are studied using simulation.Comment: To appear in ACM Transactions on Sensor Networks. A part of this work was presented in IEEE SECON 2006, and Allerton 201