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Consensus based distributed change detection using Generalized Likelihood Ratio methodology
KTH, School of Electrical Engineering (EES), Automatic Control.
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0001-9940-5929
2012 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 92, no 7, 1715-1728 p.Article in journal (Refereed) Published
Abstract [en]

In this paper a novel distributed algorithm derived from the Generalized Likelihood Ratio is proposed for real time change detection using sensor networks. The algorithm is based on a combination of recursively generated local statistics and a global consensus strategy, and does not require any fusion center. The problem of detection of an unknown change in the mean of an observed random process is discussed and the performance of the algorithm is analyzed in the sense of a measure of the error with respect to the corresponding centralized algorithm. The analysis encompasses asymmetric constant and randomly time varying matrices describing communications in the network, as well as constant and time varying forgetting factors in the underlying recursions. An analogous algorithm for detection of an unknown change in the variance is also proposed. Simulation results illustrate characteristic properties of the algorithms including detection performance in terms of detection delay and false alarm rate. They also show that the theoretical analysis connected to the problem of detecting change in the mean can be extended to the problem of detecting change in the variance.

Place, publisher, year, edition, pages
2012. Vol. 92, no 7, 1715-1728 p.
Keyword [en]
Sensor networks, Distributed change detection, Generalized Likelihood Ratio, Consensus, Convergence
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-93631DOI: 10.1016/j.sigpro.2012.01.007ISI: 000301694100017Scopus ID: 2-s2.0-84857452366OAI: oai:DiVA.org:kth-93631DiVA: diva2:517217
Funder
ICT - The Next Generation
Note

QC 20120423

Available from: 2012-04-23 Created: 2012-04-23 Last updated: 2017-12-07Bibliographically approved

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Johansson, Karl Henrik

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Output format
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