One shot schemes for decentralized quickest change detection

Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor

Research output: Contribution to journalArticle

54 Scopus citations

Abstract

This work considers the problem of quickest detection with N distributed sensors that receive sequential observations either in discrete or in continuous time 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, via which they 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. Both the cases of the same and different signal distributions across sensors are considered. It is shown that there is no loss of performance of one shot schemes as compared to the centralized case in an extended Lorden min-max sense, since the minimum of N CUSUMs is asymptotically optimal as the mean time between false alarms increases without bound. In the case of different signal distributions the optimal threshold parameters are explicitly computed.

Original languageEnglish (US)
Pages (from-to)3346-3359
Number of pages14
JournalIEEE Transactions on Information Theory
Volume55
Issue number7
DOIs
StatePublished - Jul 15 2009

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

Keywords

  • Cumulative sum (CUSUM)
  • One shot schemes
  • Optimal sensor threshold selection
  • Quickest detection

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