An FDR-oriented approach to multiple sequential fault detection and isolation

Jie Chen, Wenyi Zhang, H. Vincent Poor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

Abstract

The problem of sequential fault detection and isolation in multiple data streams is considered. In this work, it is assumed that many independent parallel data streams, each of which has a (possibly infinite) change point, are sequentially observed with a maximum sampling constraint. The pre-change data follow a known distribution, and the post-change data follow one of J possible distributions. A sequential procedure is proposed to detect the changes for all data streams, and to isolate the types of changes upon their detection. The sequential procedure is shown to control the false discovery rate. An asymptotic upper bound on the average detection delay over the parallel data streams is also derived. A simulation study is presented to illustrate the proposed procedure and to corroborate the analysis.

Original languageEnglish (US)
Title of host publication55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages629-633
Number of pages5
ISBN (Electronic)9781538632666
DOIs
StatePublished - Jan 17 2018
Event55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017 - Monticello, United States
Duration: Oct 3 2017Oct 6 2017

Publication series

Name55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
Volume2018-January

Other

Other55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
CountryUnited States
CityMonticello
Period10/3/1710/6/17

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Hardware and Architecture
  • Signal Processing
  • Energy Engineering and Power Technology
  • Control and Optimization

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  • Cite this

    Chen, J., Zhang, W., & Poor, H. V. (2018). An FDR-oriented approach to multiple sequential fault detection and isolation. In 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017 (pp. 629-633). (55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017; Vol. 2018-January). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ALLERTON.2017.8262795