  We consider the sequential change-point detection for asynchronous
multi-sensors, where each sensor observe a signal (due to change-point) at
different times. We propose an asynchronous Subspace-CUSUM procedure based on
jointly estimating the unknown signal waveform and the unknown relative delays
between the sensors. Using the estimated delays, we can align signals and use
the subspace to combine the multiple sensor observations. We derive the optimal
drift parameter for the proposed procedure, and characterize the relationship
between the expected detection delay, average run length (of false alarms), and
the energy of the time-varying signal. We demonstrate the good performance of
the proposed procedure using simulation and real data. We also demonstrate that
the proposed procedure outperforms the well-known `one-shot procedure' in
detecting weak and asynchronous signals.
