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

Jie Chen; Wenyi Zhang; H. Vincent Poor

doi:10.1109/ALLERTON.2017.8262795

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 proceeding › Conference contribution

5 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 language	English (US)
Title of host publication	55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	629-633
Number of pages	5
ISBN (Electronic)	9781538632666
DOIs	https://doi.org/10.1109/ALLERTON.2017.8262795
State	Published - Jul 1 2017
Event	55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017 - Monticello, United States Duration: Oct 3 2017 → Oct 6 2017

Publication series

Name	55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
Volume	2018-January

Other

Other	55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017
Country/Territory	United States
City	Monticello
Period	10/3/17 → 10/6/17

All Science Journal Classification (ASJC) codes

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

Access to Document

10.1109/ALLERTON.2017.8262795

Cite this

Chen, J., Zhang, W., & Poor, H. V. (2017). 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

Chen, Jie ; Zhang, Wenyi ; Poor, H. Vincent. / An FDR-oriented approach to multiple sequential fault detection and isolation. 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017. Institute of Electrical and Electronics Engineers Inc., 2017. pp. 629-633 (55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017).

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title = "An FDR-oriented approach to multiple sequential fault detection and isolation",

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.",

author = "Jie Chen and Wenyi Zhang and Poor, {H. Vincent}",

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Chen, J, Zhang, W & Poor, HV 2017, An FDR-oriented approach to multiple sequential fault detection and isolation. in 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017. 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017, vol. 2018-January, Institute of Electrical and Electronics Engineers Inc., pp. 629-633, 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017, Monticello, United States, 10/3/17. https://doi.org/10.1109/ALLERTON.2017.8262795

An FDR-oriented approach to multiple sequential fault detection and isolation. / Chen, Jie; Zhang, Wenyi; Poor, H. Vincent.
55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017. Institute of Electrical and Electronics Engineers Inc., 2017. p. 629-633 (55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017; Vol. 2018-January).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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N2 - 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.

AB - 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.

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Chen J, Zhang W, Poor HV. An FDR-oriented approach to multiple sequential fault detection and isolation. In 55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017. Institute of Electrical and Electronics Engineers Inc. 2017. p. 629-633. (55th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2017). doi: 10.1109/ALLERTON.2017.8262795

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

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