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Related papers: Quickest detection in coupled systems

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An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

In this paper, we study the quickest change detection with mismatched post-change models. A change point is the time instant at which the distribution of a random process changes. The objective of quickest change detection is to minimize…

Methodology · Statistics 2016-01-27 Jingxian Wu , Jing Yang

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

We design persistent surveillance strategies for the quickest detection of anomalies taking place in an environment of interest. From a set of predefined regions in the environment, a team of autonomous vehicles collects noisy observations,…

Robotics · Computer Science 2012-10-15 Vaibhav Srivastava , Fabio Pasqualetti , Francesco Bullo

The problem of quickest change detection (QCD) in autoregressive (AR) models is investigated. A system is being monitored with sequentially observed samples. At some unknown time, a disturbance signal occurs and changes the distribution of…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Zhongchang Sun , Shaofeng Zou

We investigate the potential of quickest detection based on the eigenvalues of the sample covariance matrix for spectrum sensing applications. A simple phase shift keying (PSK) model with additive white Gaussian noise (AWGN), with $1$…

Information Theory · Computer Science 2015-10-14 Martijn Arts , Andreas Bollig , Rudolf Mathar

Motivated by Industry 4.0 applications, we consider quickest change detection (QCD) of an abrupt change in a process when its measurements are transmitted by a sensor over a lossy wireless link to a decision maker (DM). The sensor node…

Signal Processing · Electrical Eng. & Systems 2025-10-30 Krishna Chaythanya KV , Saqib Abbas Baba , Anurag Kumar , Arpan Chattopadhyay , Rajesh Sundaresan

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…

Statistics Theory · Mathematics 2008-04-01 Savas Dayanik , H. Vincent Poor , Semih O. Sezer

We study joint compression and detection in distributed sensing systems motivated by emerging applications such as IoT-based localization. Two spatially separated sensors observe noisy signals and can exchange only a $k$-bit message over a…

Signal Processing · Electrical Eng. & Systems 2026-03-31 Amir Weiss , Alejandro Lancho

Simultaneous detection and estimation is important in many engineering applications. In particular, there are many applications where it is important to perform signal detection and Signal-to-Noise-Ratio (SNR) estimation jointly.…

Information Theory · Computer Science 2016-11-15 Long Le , Douglas L. Jones

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 study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…

Information Theory · Computer Science 2026-03-31 Yu-Han Huang , Argyrios Gerogiannis , Subhonmesh Bose , Venugopal V. Veeravalli

This paper considers signal detection in coexisting wireless sensor networks (WSNs). We characterize the aggregate signal and interference from a Poisson random field of nodes and define a binary hypothesis testing problem to detect a…

Information Theory · Computer Science 2013-06-12 Junghoon Lee , Cihan Tepedelenlioglu

In this work, we take the initiative in studying the information-theoretic tradeoff between communication and quickest change detection (QCD) under an integrated sensing and communication setting. We formally establish a joint communication…

Information Theory · Computer Science 2024-10-11 Daewon Seo , Sung Hoon Lim

New problems arise when the standard theory of joint detection and estimation is applied to a set of signals drawn from a continuous family; decision thresholds must be determined as a function of the continuous parameter x characterizing…

Statistics Theory · Mathematics 2014-07-17 D. Michael Milder , Robert G. Lindgren , Morris M. Berman

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

Statistics Theory · Mathematics 2016-01-14 Georgios Fellouris , Alexander G. Tartakovsky

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi