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Distributed Change Detection Based on a Consensus Algorithm
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
2011 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 59, no 12, 5686-5697 p.Article in journal (Refereed) Published
Abstract [en]

In this paper a novel distributed recursive algorithm is proposed for real time change detection using sensor networks. The algorithm is based on a combination of geometric moving average control charts generating local statistics and a global consensus strategy; it does not require any fusion center, so that the final decision is made by testing the state of any node in the network with respect to a given common threshold. The mean-square error with respect to the centralized solution defined by a weighted sum of the local statistics is analyzed in the case of constant asymmetric consensus matrices with constant and time varying forgetting factors in the underlying recursions, assuming spatially and temporally correlated data. These results are consistently extended to the case of time varying random consensus matrices, encompassing asymmetric gossip schemes, lossy networks and intermittent measurements, proving that the algorithm can be an efficient tool for practice. The given simulation results illustrate the main characteristics of the proposed algorithm, including the consensus matrix design, the mean square error with respect to the centralized solution as a function of the forgetting factor, the obtained detection quality expressed using deflection and estimation of the instant of parameter change.

Place, publisher, year, edition, pages
2011. Vol. 59, no 12, 5686-5697 p.
Keyword [en]
Consensus, distributed detection, geometric moving average control charts, real time change detection, sensor networks
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-52541DOI: 10.1109/TSP.2011.2168219ISI: 000297115500003Scopus ID: 2-s2.0-81455136629OAI: oai:DiVA.org:kth-52541DiVA: diva2:468838
Note

QC 20111221

Available from: 2011-12-21 Created: 2011-12-19 Last updated: 2017-12-08Bibliographically approved

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Johansson, Karl Henrik

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