DocumentCode :
1310997
Title :
Quickest Detection in Multiple On–Off Processes
Author :
Zhao, Qing ; Ye, Jia
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of California, Davis, CA, USA
Volume :
58
Issue :
12
fYear :
2010
Firstpage :
5994
Lastpage :
6006
Abstract :
We consider the quickest detection of idle periods in multiple ON-OFF processes. At each time, only one process can be observed, and the observations are random realizations drawn from two different distributions depending on the current state (ON or OFF) of the chosen process. The objective is to catch an idle period in any of the ON-OFF processes as quickly as possible subject to a reliability constraint. We show that this problem presents a fresh twist to the classic problem of quickest change detection that considers only one stochastic process. A Bayesian formulation of the problem is developed for both infinite and finite number of processes based on the theory of partially observable Markov decision process (POMDP). While a general POMDP is PSPACE-hard, we show that the optimal decision rule has a simple threshold structure for the infinite case. For the finite case, basic properties of the optimal decision rule are established, and a low-complexity threshold policy is proposed which converges to the optimal decision rule for the infinite case as the number of processes increases. This problem finds applications in spectrum sensing in cognitive radio networks where a secondary user searches for idle channels in the spectrum.
Keywords :
Bayes methods; Markov processes; cognitive radio; radio spectrum management; signal detection; telecommunication network reliability; Bayesian formulation; cognitive radio networks; multiple ON-OFF processes; optimal decision rule; partially observable Markov decision process; quickest detection; reliability; spectrum sensing; stochastic process; Bayesian methods; Current measurement; Delay; Markov processes; Reliability; Switches; Bayesian formulation; cognitive radio; on–off process; partially observable Markov decision process (POMDP); quickest change detection; spectrum sensing;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2010.2071869
Filename :
5560846
Link To Document :
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