Title

Change Detection with Compressive Measurements

Authors

Authors

G. K. Atia

Comments

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Abbreviated Journal Title

IEEE Signal Process. Lett.

Keywords

Compressive measurements; concentration inequalities; quickest change; detection; INFORMATION BOUNDS; SYSTEMS; Engineering, Electrical & Electronic

Abstract

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 letter, 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 delay ratio, a sufficient condition on the number of measurements required to meet this objective with prespecified probability is derived.

Journal Title

Ieee Signal Processing Letters

Volume

22

Issue/Number

2

Publication Date

1-1-2015

Document Type

Article

Language

English

First Page

182

Last Page

186

WOS Identifier

WOS:000342159700006

ISSN

1070-9908

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