Sequential detection of transient changes in stochastic-dynamical systems
Sequential detection of transient changes in stochastic-dynamical systems
复制标题
随机动力系统瞬态变化的顺序检测
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
I. Nikiforov
中科院分区：
文献类型：
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作者：
Van Long Do;L. Fillatre;I. Nikiforov
本文研究了随机动力系统暂态变化的检测问题。建立了一种依赖于未知系统状态（常被视为干扰参数）的统计观测模型。然后利用不变统计量从观测模型中消除干扰参数的负面影响。可变阈值窗口有限累积SUM （VTWL CUSUM）检验，以前开发的独立观测，是适应新的观测模型。考虑到瞬态变化检测准则，在给定时间段内使误报警的最坏概率达到可接受水平的前提下，使漏检的最坏概率最小化，对VTWL CUSUM测试的阈值进行了优化。结果表明，优化后的VTWL CUSUM算法等效于有限移动平均（FMA）检测规则。提出了一种估计虚警和漏检概率的数值方法。理论结果应用于一个简单的监控和数据采集（SCADA）配水系统的网络/物理攻击（从水库偷水）检测问题。
This paper deals with the problem of detecting transient changes in stochastic-dynamical systems. A statistical observation model which depends on unknown system states (often regarded as the nuisance parameter) is developed. The negative impact of nuisance parameter is then eliminated from the observation model by utilizing the invariant statistics. The Variable Threshold Window Limited CUmulative SUM (VTWL CUSUM) test, previously developed for independent observations, is adapted to the novel observation model. Taking into account the transient change detection criterion, minimizing the worst-case probability of missed detection subject to an acceptable level of the worst-case probability of false alarm within a given time period, the thresholds of the VTWL CUSUM test are optimized. It is shown that the optimized VTWL CUSUM algorithm is equivalent to the Finite Moving Average (FMA) detection rule. A numerical method for estimating the probability of false alarm and missed detection is proposed. The theoretical results are applied to the problem of cyber/physical attack (stealing water from a reservoir) detection on a simple Supervisory Control and Data Acquisition (SCADA) water distribution system.