HMM triangle relative entropy concepts in sequential change detection applied to vision-based dim target manoeuvre detection

The quick detection of abrupt (unknown) parameter changes in an observed hidden Markov model (HMM) is important in several applications. Motivated by the recent application of relative entropy concepts in the robust sequential change detection problem (and the related model selection problem), this paper proposes a sequential unknown change detection algorithm based on a relative entropy based HMM parameter estimator. Our proposed approach is able to overcome the lack of knowledge of post-change parameters, and is illustrated to have similar performance to the popular cumulative sum (CUSUM) algorithm (which requires knowledge of the post-change parameter values) when examined, on both simulated and real data, in a vision-based aircraft manoeuvre detection problem.

Decentralized sequential change detection using physical layer fusion

We study the problem of decentralized sequential change detection with conditionally independent observations. The sensors form a star topology with a central node called fusion center as the hub. The sensors transmit a simple function of their observations in an analog fashion over a wireless Gaussian multiple access channel and operate under either a power constraint or an energy constraint. Simulations demonstrate that the proposed techniques have lower detection delays when compared with existing schemes. Moreover we demonstrate that the energy-constrained formulation enables better use of the total available energy than a power-constrained formulation.

Optimizing Delay in Sequential Change Detection on Ad Hoc Wireless Sensor Networks

We consider the classical problem of sequential detection of change in a distribution (from hypothesis 0 to hypothesis 1), where the fusion centre receives vectors of periodic measurements, with the measurements being i.i.d. over time and across the vector components, under each of the two hypotheses. In our problem, the sensor devices ("motes") that generate the measurements constitute an ad hoc wireless network. The motes contend using a random access protocol (such as CSMA/CA) to transmit their measurement packets to the fusion centre. The fusion centre waits for vectors of measurements to accumulate before taking decisions. We formulate the optimal detection problem, taking into account the network delay experienced by the vectors of measurements, and find that, under periodic sampling, the detection delay decouples into network delay and decision delay. We obtain a lower bound on the network delay, and propose a censoring scheme, where lagging sensors drop their delayed observations in order to mitigate network delay. We show that this scheme can achieve the lower bound. This approach is explored via simulation. We also use numerical evaluation and simulation to study issues such as: the optimal sampling rate for a given number of sensors, and the optimal number of sensors for a given measurement rate

Exact Solution of Bayes and Minimax Change-Detection Problems

The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.

Spatial variability of soil carbon in forested and cultivated sites: Implications for change detection

The potential to sequester atmospheric carbon in agricultural and forest soils to offset greenhouse gas emissions has generated interest in measuring changes in soil carbon resulting from changes in land management. However, inherent spatial variability of soil carbon limits the precision of measurement of changes in soil carbon and hence, the ability to detect changes. We analyzed variability of soil carbon by intensively sampling sites under different land management as a step toward developing efficient soil sampling designs. Sites were tilled crop-land and a mixed deciduous forest in Tennessee, and old-growth and second-growth coniferous forest in western Washington, USA. Six soil cores within each of three microplots were taken as an initial sample and an additional six cores were taken to simulate resampling. Soil C variability was greater in Washington than in Tennessee, and greater in less disturbed than in more disturbed sites. Using this protocol, our data suggest that differences on the order of 2.0 Mg C ha(-1) could be detected by collection and analysis of cores from at least five (tilled) or two (forest) microplots in Tennessee. More spatial variability in the forested sites in Washington increased the minimum detectable difference, but these systems, consisting of low C content sandy soil with irregularly distributed pockets of organic C in buried logs, are likely to rank among the most spatially heterogeneous of systems. Our results clearly indicate that consistent intramicroplot differences at all sites will enable detection of much more modest changes if the same microplots are resampled.

HMM relative entropy rate concepts for vision-based aircraft manoeuvre detection

Machine vision is emerging as a viable sensing approach for mid-air collision avoidance (particularly for small to medium aircraft such as unmanned aerial vehicles). In this paper, using relative entropy rate concepts, we propose and investigate a new change detection approach that uses hidden Markov model filters to sequentially detect aircraft manoeuvres from morphologically processed image sequences. Experiments using simulated and airborne image sequences illustrate the performance of our proposed algorithm in comparison to other sequential change detection approaches applied to this application.

Asymptotic minimax robust and misspecified Lorden quickest change detection for dependent stochastic processes

The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.

On the use of optical flow for scene change detection and description

We propose the use of optical flow information as a method for detecting and describing changes in the environment, from the perspective of a mobile camera. We analyze the characteristics of the optical flow signal and demonstrate how robust flow vectors can be generated and used for the detection of depth discontinuities and appearance changes at key locations. To successfully achieve this task, a full discussion on camera positioning, distortion compensation, noise filtering, and parameter estimation is presented. We then extract statistical attributes from the flow signal to describe the location of the scene changes. We also employ clustering and dominant shape of vectors to increase the descriptiveness. Once a database of nodes (where a node is a detected scene change) and their corresponding flow features is created, matching can be performed whenever nodes are encountered, such that topological localization can be achieved. We retrieve the most likely node according to the Mahalanobis and Chi-square distances between the current frame and the database. The results illustrate the applicability of the technique for detecting and describing scene changes in diverse lighting conditions, considering indoor and outdoor environments and different robot platforms.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

Energy efficient change detection over a MAC using physical layer fusion

We propose a simple and energy efficient distributed change detection scheme for sensor networks based on Page's parametric CUSUM algorithm. The sensor observations are IID over time and across the sensors conditioned on the change variable. Each sensor runs CUSUM and transmits only when the CUSUM is above some threshold. The transmissions from the sensors are fused at the physical layer. The channel is modeled as a multiple access channel (MAC) corrupted with IID noise. The fusion center which is the global decision maker, performs another CUSUM to detect the change. We provide the analysis and simulation results for our scheme and compare the performance with an existing scheme which ensures energy efficiency via optimal power selection.

Change detection and controlling forest information using multi-temporal Landsat TM imagery.

A method was developed for relative radiometric calibration of single multitemporal Landsat TM image, several multitemporal images covering each others, and several multitemporal images covering different geographic locations. The radiometricly calibrated difference images were used for detecting rapid changes on forest stands. The nonparametric Kernel method was applied for change detection. The accuracy of the change detection was estimated by inspecting the image analysis results in field. The change classification was applied for controlling the quality of the continuously updated forest stand information. The aim was to ensure that all the manmade changes and any forest damages were correctly updated including the attribute and stand delineation information. The image analysis results were compared with the registered treatments and the stand information base. The stands with discrepancies between these two information sources were recommended to be field inspected.

No evidence for an item limit in change detection.

Change detection is a classic paradigm that has been used for decades to argue that working memory can hold no more than a fixed number of items ("item-limit models"). Recent findings force us to consider the alternative view that working memory is limited by the precision in stimulus encoding, with mean precision decreasing with increasing set size ("continuous-resource models"). Most previous studies that used the change detection paradigm have ignored effects of limited encoding precision by using highly discriminable stimuli and only large changes. We conducted two change detection experiments (orientation and color) in which change magnitudes were drawn from a wide range, including small changes. In a rigorous comparison of five models, we found no evidence of an item limit. Instead, human change detection performance was best explained by a continuous-resource model in which encoding precision is variable across items and trials even at a given set size. This model accounts for comparison errors in a principled, probabilistic manner. Our findings sharply challenge the theoretical basis for most neural studies of working memory capacity.

Landscape change detection of the newly created wetland in Yellow River Delta

Four models are employed in the landscape change detection of the newly created wetland. The models include ones for patch connectivity. ecological diversity, human impact intensity and mean center of land cover. The landscape data of the newly created wetland in Yellow River Delta in 1984, 1991, and 1996 are produced from the unsupervised classification and the supervised classification on the basis of integrating Landsat TM images of the newly created wetland in the four seasons of the each year. The result from operating the models into the data shows that the newly created wetland landscape in Yellow River Delta had a great chance. The driving focus of the change are mainly from natural evolution of the newly created wetland and rapid population growth, especially non-peasant population growth in Yellow River Delta because a considerable amount of oil and gas fields have been found in the Yellow River Delta. For preventing the newly created wetland from more destruction and conserving benign Succession of the ecosystems in the newly created wetland, six measures are suggested on the basis of research results. (C) 2003 Elsevier Science B.V. All rights reserved.