Anomaly detection using projective Markov models in a distributed sensor network
Sean Meyn, Amit Surana, Yiqing Lin, Satish Narayanan · 2009
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.