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Online change detection (OCD), which aims to quickly identify change points in streaming data, is vital in domains such as power system monitoring, wireless network sensing, and financial anomaly detection. Existing OCD methods often assume exact system knowledge, which is impractical due to estimation errors and environmental changes. Also, the limitations of existing optimization algorithms hinder efficient detection in large-scale systems. To address these issues, we propose RoS-Guard, a robust and optimal OCD algorithm with parallel GPU acceleration for uncertain systems. Unlike traditional approaches, RoS-Guard offers theoretical guarantees on optimality, robustness, and detection delay. Specifically, we derive analytical bounds on the expected false alarm rate and the worst-case average detection delay. Leveraging the decomposition of the mixed integer quadratic programming (MIQP) optimization problem, we developed a GPU-accelerated algorithm. Experiments demonstrate RoS-Guard’s effectiveness and significant speedup in large-scale scenarios.
