Generalized analysis of a distributed energy efficient algorithm for change detection

Abstract

We propose an energy efficient distributed cooperative Change Detection scheme called DualCUSUM based on Page's CUSUM algorithm. In the algorithm, each sensor runs a CUSUM and transmits only when the CUSUM is above some threshold. The transmissions from the sensors are fused at the physical layer. The channel is modeled as a Multiple Access Channel (MAC) corrupted with noise. The fusion center performs another CUSUM to detect the change. The algorithm performs better than several existing schemes when energy is at a premium. We generalize the algorithm to also include nonparametric CUSUM and provide a unified analysis. Our results show that while the false alarm probability is smaller for observation distribution with a lighter tail, the detection delay is asymptotically the same for any distribution. Consequently, we provide a new viewpoint on why parametric CUSUM performs better than nonparametric CUSUM. In the process, we also develop new results on a reflected random walk which can be of independent interest. © 2011 IEEE.