Real-time causal processing of anomaly detection

Yulei Wang; Shih-Yu Chen; Chao-Cheng Wu; Chunhong Liu; Chein-I Chang

doi:10.1117/12.979179

24 October 2012 Real-time causal processing of anomaly detection

Yulei Wang, Shih-Yu Chen, Chao-Cheng Wu, Chunhong Liu, Chein-I Chang

Proceedings Volume 8539, High-Performance Computing in Remote Sensing II; 85390C (2012) https://doi.org/10.1117/12.979179
Event: SPIE Remote Sensing, 2012, Edinburgh, United Kingdom

Abstract

Anomaly detection generally requires real time processing to find targets on a timely basis. However, for an algorithm to be a real time processing it can only use data samples up to the sample currently being visited and no future data samples can be used for data processing. Such a property is generally called “causality”, which has unfortunately received little interest in the past. Recently, a causal anomaly detector derived from a well-known anomaly detector, called RX detector, referred to as causal RXD (C-RXD) was developed for this purpose where the sample covariance matrix, K used in RXD was replaced by the sample correlation matrix, R(n) which can be updated up to the currently being visited data sample, r_n. However, such proposed C-RXD is not a real processing algorithm since the inverse of the matrix R(n), R^-1(n) is recalculated by entire data samples up to rn. In order to implement C-RXD the matrix R(n) must be carried out in such a fashion that the matrix R^-1(n) can be updated only through previously calculated R^-1(n-1) as well as the currently being processed data sample r_n. This paper develops a real time processing of CRXD, called real time causal anomaly detector (RT-C-RXD) which is derived from the concept of Kalman filtering via a causal update equation using only innovations information provided by the pixel currently being processed without re-processing previous pixels.

Citation Download Citation

Yulei Wang, Shih-Yu Chen, Chao-Cheng Wu, Chunhong Liu, and Chein-I Chang "Real-time causal processing of anomaly detection", Proc. SPIE 8539, High-Performance Computing in Remote Sensing II, 85390C (24 October 2012); https://doi.org/10.1117/12.979179

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