Distributed change detection via average consensus over networks

DOI10.1007/978-3-030-28665-1_13MaRDI QIDQ2179558zbMATH OpenOpenAlexFDO

Authors Rui Zhang, Yao Xie, Qing-hua Liu

Publication date 13 May 2020

Full work available at URL https://arxiv.org/abs/1710.10378

zbMATH Keywords

CUSUMchange detectionconsensusdistributed algorithm

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30)

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.

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Cited in

(7)

• Cooperative detection of areas of rapid change in spatial fields
• A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
• Data-efficient minimax quickest change detection in a decentralized system
• Network theoretic analysis of maximum a posteriori detectors for optimal input detection
• Efficient distributed sensing using adaptive censoring-based inference
• Distributed detection/localization of change-points in high-dimensional network traffic data
• Decentralized detection of global threshold crossings using aggregation trees

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