arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1404.3152cs.ITmath.ITmath.STstat.TH
收藏

使用压缩测量进行变化检测

Change Detection with Compressive Measurements

George Atia

摘要:

最快变化点检测涉及检测序列中的统计变化,同时最小化受虚警约束的检测延迟。在本文中,变点检测的问题进行了研究时,决策者只能获得压缩测量。首先,Shiryaev的过程与压缩测量的平均检测延迟的表达式推导出在渐近制度的虚警概率为零。其次,延迟对压缩比和信噪比的依赖性被明确量化。在各种感知矩阵构造下,包括高斯系综和随机投影,研究了有压缩和无压缩的延迟比。对于一个目标比例的延迟后,压缩前,测量的数量,以满足这一目标与预先指定的概率推导出一个充分条件。

英文摘要:

Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied when the decision maker only has access to compressive measurements. First, an expression for the average detection delay of Shiryaev's procedure with compressive measurements is derived in the asymptotic regime where the probability of false alarm goes to zero. Second, the dependence of the delay on the compression ratio and the signal to noise ratio is explicitly quantified. The ratio of delays with and without compression is studied under various sensing matrix constructions, including Gaussian ensembles and random projections. For a target ratio of the delays after and before compression, a sufficient condition on the number of measurements required to meet this objective with prespecified probability is derived.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑