Change Detection with Compressive Measurements

    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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