Distributed change detection via average consensus over networks

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Publication:2179558

DOI10.1007/978-3-030-28665-1_13zbMATH Open1434.62062arXiv1710.10378OpenAlexW2980716151MaRDI QIDQ2179558FDOQ2179558


Authors: Rui Zhang, Yao Xie, Qing-hua Liu Edit this on Wikidata


Publication date: 13 May 2020

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.


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




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