In this paper, we investigate a binary decentralized detection problem in which a network of wireless sensors provides relevant information about the state of nature to a fusion center. Each sensor transmits its data over a multiple access channel. Upon reception of the information, the fusion center attempts to accurately reconstruct the state of nature. We consider the scenario where the sensor network is constrained by the capacity of the wireless channel over which the sensors are transmitting, and we study the structure of an optimal sensor configuration. For the problem of detecting deterministic signals in additive Gaussian noise, we show that having a set of identical binary sensors is asymptotically optimal, as the number of observations per sensor goes to infinity. Thus, the gain offered by having more sensors exceeds the benefits of getting detailed information from each sensor. A thorough analysis of the Gaussian case is presented along with some extensions to other observation distributions.
The optimal detection procedure for detecting changes in independent and identically distributed (i.i.d.) sequences in a Bayesian setting was derived by Shiryaev in the 1960s. However, the analysis of the performance of this procedure in terms of the average detection delay and false alarm probability has been an open problem. In this paper, we develop a general asymptotic change-point detection theory that is not limited to a restrictive i.i.d. assumption. In particular, we investigate the performance of the Shiryaev procedure for general discrete-time stochastic models in the asymptotic setting, where the false alarm probability approaches zero. We show that the Shiryaev procedure is asymptotically optimal in the general non-i.i.d. case under mild conditions. We also show that the two popular non-Bayesian detection procedures, namely the Page and the Shiryaev-Roberts-Pollak procedures, are generally not optimal (even asymptotically) under the Bayesian criterion. The results of this study are shown to be especially important in studying the asymptotics of decentralized change detection procedures.
The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRT's. The first test is motivated by Bayesian optimality arguments, while the second corresponds to a generalized likelihood ratio test. It is shown that both MSPRT's are asymptotically optimal relative not only to the expected sample size but also to any positive moment of the stopping time distribution, when the error probabilities or, more generally, risks associated with incorrect decisions are small. The results are first derived for the discrete-time case of independent and identically distributed (i.i.d.) observations and simple hypotheses. They are then extended to general, possibly continuous-time, statistical models that may include correlated and nonhomogeneous observation processes. It also demonstrated that the results can be extended to hypothesis testing problems with nuisance parameters, where the composite hypotheses, due to nuisance parameters, can be reduced to simple ones by using the principle of invariance. These results provide a complete generalization of the results given in [36], where it was shown that the quasi-Bayesian MSPRT is asymptotically efficient with respect to the expected sample size for i.i.d. observations. In a companion paper [12], based on the nonlinear renewal theory we find higher order approximations, up to a vanishing term, for the expected sample size that take into account the overshoot over the boundaries of decision statistics.
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