One shot schemes for decentralized quickest change detection

Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor

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

2 Scopus citations

Abstract

This work considers the problem of quickest detection with N distributed sensors that receive continuous sequential observations from the environment. These sensors employ cumulative sum (CUSUM) strategies and communicate to a central fusion center by one shot schemes. One shot schemes are schemes in which the sensors communicate with the fusion center only once, after which they must signal a detection. The communication is clearly asynchronous and the case is considered in which the fusion center employs a minimal strategy, which means that it declares an alarm when the first communication takes place. It is assumed that the observations received at the sensors are independent and that the time points at which the appearance of a signal can take place are different. It is shown that there is no loss of performance of one shot schemes as compared to the centralized case in an extended Lorden minmax sense, since the minimum of N CUSUMs is asymptotically optimal as the mean time between false alarms increases without bound.

Original languageEnglish (US)
Title of host publicationProceedings of the 11th International Conference on Information Fusion, FUSION 2008
DOIs
StatePublished - Dec 1 2008
Event11th International Conference on Information Fusion, FUSION 2008 - Cologne, Germany
Duration: Jun 30 2008Jul 3 2008

Publication series

NameProceedings of the 11th International Conference on Information Fusion, FUSION 2008

Other

Other11th International Conference on Information Fusion, FUSION 2008
CountryGermany
CityCologne
Period6/30/087/3/08

All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Computer Science Applications
  • Information Systems

Keywords

  • CUSUM
  • One shot schemes
  • Quickest detection

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  • Cite this

    Hadjiliadis, O., Zhang, H., & Poor, H. V. (2008). One shot schemes for decentralized quickest change detection. In Proceedings of the 11th International Conference on Information Fusion, FUSION 2008 [4632302] (Proceedings of the 11th International Conference on Information Fusion, FUSION 2008). https://doi.org/10.1109/ICIF.2008.4632302