ENBIS-18 in Nancy

2 – 25 September 2018; Ecoles des Mines, Nancy (France) Abstract submission: 20 December 2017 – 4 June 2018

Sequential Detection of Transient Changes and Its Application to Spectral Analysis

4 September 2018, 10:10 – 10:30


Submitted by
Blaise Guepie (UTT), Edith Grall (UTT), Pierre Beauseroy (UTT), Igor Nikiforov (UTT), Frédéric Michel (CEA)
This presentation addresses the sequential detection of an abrupt change of a finite duration, often called a transient change. In contrast to the traditional sequential change-point detection, where the post-change period is assumed to be infinitely long, the detection of a transient change should be done with a short detection delay. The detection of transient changes with a delay greater than a prescribed value is considered as missed. Hence, the traditional quickest detection criterion, minimizing the average detection delay provided that the average run length to false alarm is lower bounded by a given constant is compromised.

The considered optimality criterion minimizes the worst-case probability of missed detection provided that the worst-case probability of false alarm during a certain period is upper bounded. This kind of criterion is typical for safety-critical applications such as cyber-physical systems security (see for example [1]) or nuclear reactors security.

The problem of sodium fast reactors (SFR) heat exchanger monitoring is studied in the actual presentation. The SFR use sodium-heated steam generators or a sodium-gas heat exchanger to transfer energy from the secondary to the tertiary circuit. In both cases, the heat exchanger should be permanently monitored in order to detect a leak of water or nitrogen into sodium circuit, which can affect the SFR performance or safety.

The system of monitoring uses accelerometers installed on the heat exchanger. The goal is to detect small leaks of the heat exchanger in the presence of a high normal operating noise coming from different equipment (pumps, turbine, steam generator ...).

The proposed solution is based on the spectral analysis of accelerometer’s signals. The previously developed suboptimal CUSUM-type transient change detection algorithm [2], applied to the fast Fourier transform, is studied. The worst-case probability of missed detection and the worst-case probability of false alarm are calculated and analyzed as functions of the spectral densities of normal and abnormal operating modes of the heat exchanger.

1. V. L. Do, L. Fillatre, I. Nikiforov and P. Willett Security of SCADA Systems Against Cyber–Physical Attacks. IEEE Aerospace & Electronics Systems Magazine, v. 32, n.5, pp. 28 - 45.
2. B. K. Guépié, L. Fillatre and Igor Nikiforov Detecting a Suddenly Arriving Dynamic Profile of Finite Duration. IEEE Transactions on Information Theory, v. 63, n. 5, pp. 3039 - 3052

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