Anomaly detection using projective Markov models in a distributed sensor network

Sean Meyn, Amit Surana, Yiqing Lin, Satish Narayanan
2009 Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference  
The paper develops application of techniques from robust and universal hypothesis testing for anomaly detection and change-point detection in dynamic, interconnected systems. This theory is extended using the concept of projected Markov models originally proposed by Claude Shannon. Also presented is a detailed application to anomaly detection from people movements patterns in buildings.
doi:10.1109/cdc.2009.5400612 dblp:conf/cdc/MeynSLN09 fatcat:kkemnuftang47jnisyuirirwkq