Further results on decentralized change detection

We consider the problem of detecting an abrupt change in a system based on stochastic observations of the system. The centralized version of this problem well-understood and has been solved under a variety of criteria since the seminal work by Page (1954). A decentralized formulation of the change detection problem was considered by Teneketzis and Varaiya (1984) and by Crow and Schwartz (see IEEE Trans. Aerosp. Electron Syst., vol.32, no.1, p.267-83, 1996) with each of the sensors performing a CUSUM type test. A formulation of the decentralized change detection problem with a fusion center making the final decision about the change was given by Veeravalli (see Proc. 1995 Internat. Symp. Inform. Th., Whistler, BC, Canada, p.294, 1995). Here we present further results on this problem with an emphasis on solutions for practical information structures