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arXiv 2007.14475math.STeess.SPstat.TH
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传感器网络中运动异常的快速检测

Quickest Detection of Moving Anomalies in Sensor Networks

Georgios Rovatsos, George V. Moustakides, Venugopal V. Veeravalli

摘要:

研究了传感器网络中移动异常随时间变化的检测问题。每个网络传感器的特征在于非异常和异常分布,控制传感器数据的生成。最初,每个传感器的观测值根据相应的非异常分布生成。在某个未知但确定的时刻之后,出现移动异常,随着时间的推移影响不同的传感器组。结果,根据相应的异常分布生成受影响的传感器的观测值。我们的目标是设计一个停止程序,以检测出现的异常,尽快受到限制的频率假警报。在最快的变化检测框架中研究了该问题,假设异常的演变是未知的,但确定性的。为此,我们提出了一个修改Lorden的最坏的平均检测延迟度量占异常的轨迹,最大限度地提高了候选检测过程的检测延迟。我们建立了一个累积和型测试解决了所产生的顺序检测问题时,传感器是均匀的。对于异构传感器的情况下,所提出的检测方案可以修改,以提供一阶渐近最优算法。最后,我们提出了数值模拟,以验证我们的理论分析。

英文摘要:

The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of sensor data. Initially, the observations of each sensor are generated according to the corresponding non-anomalous distribution. After some unknown but deterministic time instant, a moving anomaly emerges, affecting different sets of sensors as time progresses. As a result, the observations of the affected sensors are generated according to the corresponding anomalous distribution. Our goal is to design a stopping procedure to detect the emergence of the anomaly as quickly as possible, subject to constraints on the frequency of false alarms. The problem is studied in a quickest change detection framework where it is assumed that the evolution of the anomaly is unknown but deterministic. To this end, we propose a modification of Lorden's worst average detection delay metric to account for the trajectory of the anomaly that maximizes the detection delay of a candidate detection procedure. We establish that a Cumulative Sum-type test solves the resulting sequential detection problem exactly when the sensors are homogeneous. For the case of heterogeneous sensors, the proposed detection scheme can be modified to provide a first-order asymptotically optimal algorithm. We conclude by presenting numerical simulations to validate our theoretical analysis.

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。

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