1 research outputs found
Quickest Change Point Detection and Identification Across a Generic Sensor Array
In this paper, we consider the problem of quickest change point detection and
identification over a linear array of sensors, where the change pattern
could first reach any of these sensors, and then propagate to the other
sensors. Our goal is not only to detect the presence of such a change as
quickly as possible, but also to identify which sensor that the change pattern
first reaches. We jointly design two decision rules: a stopping rule, which
determines when we should stop sampling and claim a change occurred, and a
terminal decision rule, which decides which sensor that the change pattern
reaches first, with the objective to strike a balance among the detection
delay, the false alarm probability, and the false identification probability.
We show that this problem can be converted to a Markov optimal stopping time
problem, from which some technical tools could be borrowed. Furthermore, to
avoid the high implementation complexity issue of the optimal rules, we develop
a scheme with a much simpler structure and certain performance guarantee.Comment: Quickest change detection, identification, sensor network,
decentralized detectio