Distributed Change Detection Based on a Consensus Algorithm

In this paper a novel consensus based distributed recursive algorithm is proposed for real time change detection using sensor networks. Convergence of the algorithm to the optimal centralized solution defined by a weighted sum of the results of local signal processing is proved in the cases of constant and time varying forgetting factors of the underlying recursions, assuming correlated data and different local values of the parameter changes. Simulation results illustrate characteristic properties of the algorithms.