Related papers: Quickest detection in coupled systems
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…
A vector-valued model-based cumulative sum (CUSUM) procedure is proposed for identifying faulty/falsified sensor measurements. First, given the system dynamics, we derive tools for tuning the CUSUM procedure in the fault/attack free case to…
In this paper, quickest detection of false data injection attack on remote state estimation is considered. A set of $N$ sensors make noisy linear observations of a discrete-time linear process with Gaussian noise, and report the…
Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…
Sequential attack detection in a distributed estimation system is considered, where each sensor successively produces one-bit quantized samples of a desired deterministic scalar parameter corrupted by additive noise. The unknown parameters…
In this paper we consider the problem of quickly detecting changes in an intermittent signal that can (repeatedly) switch between a normal and an anomalous state. We pose this intermittent signal detection problem as an optimal stopping…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
The ability to localize transmission loss change to a subset of links in optical networks is crucial for maintaining network reliability, performance and security. \emph{Quantum probes}, implemented by sending blocks of $n$ coherent-state…
A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…
In optical wireless scattering communication, received signal in each symbol interval is captured by a photomultiplier tube (PMT) and then sampled through very short but finite interval sampling. The resulting samples form a signal vector…
In this paper, we investigate the role of a physical watermarking signal in quickest detection of a deception attack in a scalar linear control system where the sensor measurements can be replaced by an arbitrary stationary signal generated…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…
We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…
The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place and identify properties of the post-change behavior. The goal is to devise a…
We consider a wireless sensor network consisting of multiple nodes that are coordinated by a fusion center (FC) in order to estimate a common signal of interest. In addition to being coordinated, the sensors are also able to collaborate,…
Computationally inexpensive algorithm for detecting of dispersed transients has been developed using Cumulative Sums (CUSUM) scheme for detecting abrupt changes in statistical characteristics of the signal. The efficiency of the algorithm…
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…
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…
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…