Paper Info
Title
Quickest Change Detection with a Censoring Sensor in the Minimax Setting.
Abstract
The problem of quickest change detection with a wireless sensor node is studied in this paper. The sensor that is deployed to monitor the environment has limited energy constraint to the classical quickest change detection problem. We consider the "censoring" strategy at the sensor side, i.e., the sensor selectively sends its observations to the decision maker. The quickest change detection problem is formulated in a minimax way. In particular, our goal is to find the optimal censoring strategy and stopping time such that the detection delay is minimized subject to constraints on both average run length (ARL) and average energy cost before the change. We show that the censoring strategy that has the maximal post-censoring Kullback-Leibler (K-L) divergence coupled with Cumulative Sum (CuSum) and Shiryaev-Roberts-Pollak (SRP) detection procedure is asymptotically optimal for the Lorden's and Pollak's problem as the ARL goes to infinity, respectively. We also show that the asymptotically optimal censoring strategy should use up the available energy and has a very special structure, i.e., the likelihood ratio of the no send region is a single interval, which can be utilized to significantly reduce the computational complexity. Numerical examples are shown to illustrate our results.
Year
Venue
Field
2014
CoRR
CUSUM,Mathematical optimization,Minimax,Change detection,Available energy,Stopping time,Asymptotically optimal algorithm,Censoring (statistics),Mathematics,Computational complexity theory
DocType
Volume
Citations 
Journal
abs/1411.3107
0
PageRank 
References 
Authors
0.34
7
4
Name
Order
Citations
PageRank
Xiaoqiang Ren111.71
Jiming Chen221.40
Karl Henrik Johansson3112.89
Ling Shi41717107.86