Abstract

This paper considers the problem of monitoring vehicle data streams in a resource-constrained environment. It particularly focuses on a monitoring task that requires frequent computation of correlation matrices using lightweight on-board computing devices. It motivates this problem in the context of the MineFleet Real-Time system and offers a randomized algorithm for fast monitoring of correlation (FMC), inner product, and Euclidean distance matrices among others. Unlike the existing approaches that compute all the entries of these matrices from a data set, the proposed technique works using a divide-and-conquer approach. This paper presents a probabilistic test for quickly detecting whether or not a subset of coefficients contains a significant one with a magnitude greater than a user given threshold. This test is used for quickly identifying the portions of the space that contain significant coefficients. The proposed algorithm is particularly suitable for monitoring correlation and related matrices computed from continuous data streams.

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