Distributed Change Detection via Average Consensus over Networks
Signal Processing
2019-01-09 v3 Information Theory
Systems and Control
math.IT
Abstract
Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their neighbors based on the average consensus scheme, and an alarm is raised when local consensus statistic exceeds a pre-specified global threshold. We provide theoretical performance bounds showing that the performance of the fully distributed scheme can match the centralized algorithms under some mild conditions. Numerical experiments demonstrate the good performance of the algorithm especially in detecting asynchronous changes.
Cite
@article{arxiv.1710.10378,
title = {Distributed Change Detection via Average Consensus over Networks},
author = {Qinghua Liu and Rui Zhang and Yao Xie},
journal= {arXiv preprint arXiv:1710.10378},
year = {2019}
}
Comments
15 pages, 8 figures