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This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…

Information Theory · Computer Science 2016-11-15 Olympia Hadjiliadis , Tobias Schaefer , H. Vincent Poor

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

Statistics Theory · Mathematics 2018-12-13 Shaofeng Zou , Georgios Fellouris , Venugopal V. Veeravalli

Reliable spectrum sensing is a key functionality of a cognitive radio network. Cooperative spectrum sensing improves the detection reliability of a cognitive radio system but also increases the system energy consumption which is a critical…

Systems and Control · Computer Science 2015-03-19 Sina Maleki , Geert Leus

This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Joshua Kartzman , Calvin Hawkins , Matthew Hale

This paper is concerned with decentralized estimation of a Gaussian source using multiple sensors. We consider a diversity scheme where only the sensor with the best channel sends their measurements over a fading channel to a fusion center,…

Information Theory · Computer Science 2010-02-25 Alex S. Leong , Subhrakanti Dey

This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed.…

Information Theory · Computer Science 2007-07-13 Olympia Hadjiliadis , H. Vincent Poor

Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to…

Statistics Theory · Mathematics 2024-05-03 Yu-Zhen Janice Chen , Jinhang Zuo , Venugopal V. Veeravalli , Don Towsley

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We present a novel scheme to boost detection power for kernel maximum mean discrepancy based sequential change-point detection procedures. Our proposed scheme features an optimal sub-sampling of the history data before the detection…

Methodology · Statistics 2023-01-19 Song Wei , Chaofan Huang

The spectrum is a scarce resource and must utilize efficiently, the cognitive radio is a prospective solution for underutilized spectrum. The spectrum sensing is a key functionality to alleviate interference of secondary user to primary.…

Networking and Internet Architecture · Computer Science 2013-03-12 Dilip S. Aldar

This article is concerned with decentralized sequential testing of a normal mean $\mu$ with two-sided alternatives. It is assumed that in a single-sensor network system with limited local memory, i.i.d. normal raw observations are observed…

Statistics Theory · Mathematics 2009-01-12 Yan Wang , Yajun Mei

A distributed detection problem over fading Gaussian multiple-access channels is considered. Sensors observe a phenomenon and transmit their observations to a fusion center using the amplify and forward scheme. The fusion center has…

Information Theory · Computer Science 2016-11-17 Mahesh K. Banavar , Anthony D. Smith , Cihan Tepedelenlioglu , Andreas Spanias

The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…

Statistics Theory · Mathematics 2026-04-21 Topi Halme , Venugopal V. Veeravalli , Visa Koivunen

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

We consider a wireless sensor network, consisting of N heterogeneous sensors and a fusion center (FC), tasked with solving a binary distributed detection problem. Sensors communicate directly with the FC over orthogonal fading channels.…

Signal Processing · Electrical Eng. & Systems 2021-08-25 Ghazaleh Ardeshiri , Azadeh Vosoughi

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

Networking and Internet Architecture · Computer Science 2013-04-10 Lei Chen , Jeff Frolik
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