Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
نویسندگان
چکیده
منابع مشابه
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
In the standard formulation of the quickest change-point detection problem, a sequence of observations, whose distribution changes at some unknown point in time, is available to a decision maker, and the goal is to detect this change as quickly as possible, subject to false alarm constraints. In this paper, we study the quickest change detection problem in the setting where the information avai...
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The decentralized quickest change detection problem is studied in sensor networks, where a set of sensors receive observations from a hidden Markov model (HMM) X and send sensor messages to a central processor, called the fusion center, which makes a final decision when observations are stopped. It is assumed that the parameter θ in the hidden Markov model for X changes from θ0 to θ1 at some un...
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A decentralized formulation of the quickest change detection problem is studied, where the distributions of the observations at all of the sensors in the system change at the time of disruption, and the sensors communicate with a common fusion center. A Bayesian setting is considered in which a priori knowledge of the change time distribution is available. The observations are assumed to be ind...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2008
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474940802446236