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Bandwidth and Energy Efficient Decentralized Sequential Change Detection

Published 7 Oct 2012 in math.ST, math.PR, stat.ME, and stat.TH | (1210.2029v2)

Abstract: The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy constraints, and the fusion center is responsible for detecting the change as soon as possible. A novel sequential detection rule is proposed that requires communication from the sensors at random times and transmission of only low-bit messages, on which the fusion center runs in parallel a CUSUM test. The second-order asymptotic optimality of the proposed scheme is established both in discrete and in continuous time. Specifically, it is shown that the inflicted performance loss (with respect to the optimal detection rule that uses the complete sensor observations) is asymptotically bounded as the rate of false alarms goes to 0, for any fixed rate of communication. When the rate of communication from the sensors is asymptotically low, the proposed scheme remains first-order asymptotically optimal. Finally, simulation experiments illustrate its efficiency and its superiority over a decentralized detection rule that relies on communication at deterministic times.

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