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Quickest Change Detection in Anonymous Heterogeneous Sensor Networks

  • Zhongchang Sun
  • , Shaofeng Zou
  • , Qunwei Li
  • SUNY Buffalo
  • Ant Financial

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

The problem of quickest change detection (QCD) in anonymous heterogeneous sensor networks is studied. There are n heterogeneous sensors and a fusion center. The sensors are clustered into K groups, and different groups follow different data generating distributions. At some unknown time, an event occurs in the network and changes the data generating distribution of the sensors. The goal is to detect the change as quickly as possible, subject to false alarm constraints. The anonymous setting is studied in this paper, where at each time step, the fusion center receives n unordered samples. The fusion center does not know which sensor each sample comes from, and thus does not know its exact distribution. In this paper, a simple optimality proof is derived for the Mixture Likelihood Ratio Test (MLRT), which was constructed and proved to be optimal for the non-sequential anonymous setting in [1]. For the QCD problem, a mixture CuSum algorithm is constructed in this paper, and is further shown to be optimal under Lorden's criterion [2].

Original languageEnglish
Title of host publication2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5925-5929
Number of pages5
ISBN (Electronic)9781509066315
DOIs
StatePublished - May 2020
Event2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Barcelona, Spain
Duration: May 4 2020May 8 2020

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2020-May
ISSN (Print)1520-6149

Conference

Conference2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020
Country/TerritorySpain
CityBarcelona
Period05/4/2005/8/20

Keywords

  • Anonymous
  • heterogeneous
  • hypothesis testing
  • mixture CuSum
  • sequential change detection

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