Change-point Detection in Multichannel and Distributed Systems
Change-point Detection in Multichannel and Distributed Systems
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多通道和分布式系统中的变化点检测
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通讯作者：
V. Veeravalli
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作者：
A. Tartakovsky;V. Veeravalli
本文的目的是证明变点检测理论的最新进展，如(2003)中所描述的，可以成功地应用于(I)与多通道和多传感器分布式系统中的目标的快速检测有关的某些实际问题，以及(Ii)建立高速异常检测系统以早期检测大规模分布式计算机网络中的入侵的问题。我们表明，为检测变点而发展的渐近理论在实际工程问题中也是有用的，它允许开发易于实现的高效算法。除此之外，这些算法还具有一定的最优性。
The goal of this paper is to show that recent advances in change-point detection theory, as described in (2003), and others, can be successfully applied to (i) certain practical problems related to rapid detection of targets in multichannel and multisensor distributed systems, and (ii) the problem of building high-speed anomaly detection systems for early detection of intrusions in large-scale distributed computer networks. We show that the asymp-totic theory that has been developed for change-point detection is useful in practical engineering problems too, and it allows for the development of efficient algorithms that are easily implemented. In addition to that, these algorithms have certain optimality properties.