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The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Statistics Theory · Mathematics 2021-06-09 Alexander G. Tartakovsky , Nikita R. Berenkov , Alexei E. Kolessa , Igor V. Nikiforov

We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…

Statistics Theory · Mathematics 2012-03-06 Aleksey S. Polunchenko , Alexander G. Tartakovsky , Nitis Mukhopadhyay

Single time-scale distributed estimation of dynamic systems via a network of sensors/estimators is addressed in this letter. In single time-scale distributed estimation, the two fusion steps, consensus and measurement exchange, are…

Systems and Control · Computer Science 2017-10-11 Mohammadreza Doostmohammadian , Hamid R. Rabiee , Houman Zarrabi , Usman A. Khan

Detecting attacks in control systems is an important aspect of designing secure and resilient control systems. Recently, a dynamic watermarking approach was proposed for detecting malicious sensor attacks for SISO LTI systems with partial…

Optimization and Control · Mathematics 2017-09-27 Pedro Hespanhol , Matthew Porter , Ram Vasudevan , Anil Aswani

The prompt and accurate detection of faults and abnormalities in electric transmission lines is a critical challenge in smart grid systems. Existing methods mostly rely on model-based approaches, which may not capture all the aspects of…

Machine Learning · Computer Science 2020-09-16 Peyman Tehrani , Marco Levorato

This letter presents an optimal-transport (OT)-driven, distributionally robust attack detection algorithm, OT-DETECT, for cyber-physical systems (CPS) modeled as partially observed linear stochastic systems. The underlying detection problem…

Optimization and Control · Mathematics 2026-05-27 Souvik Das , Siddhartha Ganguly

In remote estimation of cyber-physical systems (CPSs), sensor measurements transmitted through network may be attacked by adversaries, leading to leakage risk of privacy (e.g., the system state), and/or failure of the remote estimator. To…

Systems and Control · Electrical Eng. & Systems 2024-03-15 Tao Chen , Andreu Cecilia , Daniele Astolfi , Lei Wang , Zhitao Liu , Hongye Su

This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…

Methodology · Statistics 2023-11-07 Zhaoyuan Li , Jie Gao

Performance monitoring of machine learning (ML)-based risk prediction models in healthcare is complicated by the issue of confounding medical interventions (CMI): when an algorithm predicts a patient to be at high risk for an adverse event,…

Machine Learning · Statistics 2023-04-17 Jean Feng , Alexej Gossmann , Gene Pennello , Nicholas Petrick , Berkman Sahiner , Romain Pirracchio

Classical moment based change point tests like the cusum test are very powerful in case of Gaussian time series with one change point but behave poorly under heavy tailed distributions and corrupted data. A new class of robust change point…

Statistics Theory · Mathematics 2019-05-16 Alexander Dürre , Roland Fried

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

In long-term deployments of sensor networks, monitoring the quality of gathered data is a critical issue. Over the time of deployment, sensors are exposed to harsh conditions, causing some of them to fail or to deliver less accurate data.…

Neural and Evolutionary Computing · Computer Science 2009-12-05 Oliver Obst

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

Cryptography and Security · Computer Science 2020-06-17 Charles F. Gonçalves , Daniel S. Menasché , Alberto Avritzer , Nuno Antunes , Marco Vieira

We present a framework for bridging the gap between sensor attack detection and recovery in cyber-physical systems. The proposed framework models modern-day, complex perception pipelines as bipartite graphs, which combined with anomaly…

Machine Learning · Computer Science 2026-04-14 Axel Andersson , György Dán

This work considers the problem of quickest detection with N distributed sensors that receive continuous sequential observations from the environment. These sensors employ cumulative sum (CUSUM) strategies and communicate to a central…

Information Theory · Computer Science 2008-08-05 Olympia Hadjiliadis , Hongzhong Zhang , H. V. Poor

A new data-driven method is proposed to detect events in the data streams from distribution-level phasor measurement units, a.k.a., micro-PMUs. The proposed method is developed by constructing unsupervised deep learning anomaly detection…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Armin Aligholian , Alireza Shahsavari , Ed Cortez , Emma Stewart , Hamed Mohsenian-Rad

CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and fully self-starting: given a specified in-control median and…

Methodology · Statistics 2017-06-14 F. Lombard , C. Van Zyl

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state…

Information Theory · Computer Science 2019-07-19 Yang Song , Chong Xiao Wang , Wee Peng Tay

Real-time transient event identification is essential for power system situational awareness and protection. The increased penetration of Phasor Measurement Units (PMUs) enhance power system visualization and real time monitoring and…

Signal Processing · Electrical Eng. & Systems 2018-12-04 Rui Ma , Sagnik Basumallik , Sara Eftekharnejad

This paper considers a method of coding the sensor outputs in order to detect stealthy false data injection attacks. An intelligent attacker can design a sequence of data injection to sensors and actuators that pass the state estimator and…

Cryptography and Security · Computer Science 2016-11-17 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas
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