Change-Point Detection in Multichannel and Distributed Systems

The goal of this paper is to show that recent advances in change-point detection theory, as described in Basseville and Nikiforov (1993), Dragalin (1995,1996), Lai (1995,1998), Pollak (1985,1987), Tartakovsky (2003), and others, can be successfully applied to (i) certain practical problems related to rapid detection of targets in multichannel and multisensor distributed systems, and (ii) the problem of building highspeed anomaly detection systems for early detection of intrusions in large-scale distributed computer networks. We show that the asymptotic theory that has been developed for change-point detection is useful in practical engineering problems too, and it allows for the development of efficient algorithms that are easily implemented. In addition to that, these algorithms have certain optimality properties.