Technical Program

Paper Detail

Paper Title Asynchronous Multi-Sensor Change-Point Detection for Seismic Tremors
Paper IdentifierTH3.R6.3
Authors Liyan Xie, Yao Xie, Georgia Institute of Technology, United States; George Moustakides, Rutgers University, United States
Session Quickest Change Detection I
Location Sorbonne, Level 5
Session Time Thursday, 11 July, 14:30 - 16:10
Presentation Time Thursday, 11 July, 15:10 - 15:30
Manuscript  Click here to download the manuscript
Abstract We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating the unknown signal waveform and the unknown relative delays between sensors. Using the estimated delays, we can align signals and use the subspace to combine multiple sensor observations. We derive the optimal drift parameter for the proposed procedure, and characterize the relationship between the expected detection delay, average run length (of false alarms), and the energy of the time-varying signal. We demonstrate the good performance of the proposed procedure using simulation and real data. We also demonstrate that the proposed procedure outperforms the well-known ``one-shot procedure'' in detecting weak and asynchronous signals.