I suggested that there was no reason not to call the fire department because we could not determine the source of the smell, and I was afraid of fire behind the walls that we could not see.
They came out and were very nice and professional. It was suggested that maybe the furnace, which was just turned on a couple of days ago, had kicked up some dust into the detectors. They went around the house with an infrared camera and didn't find anything to be concerned about.
We were instructed to call again if the alarms went off. It was when we sat down to watch some tv that we noticed the light in the stairwell was out. When we inspected the bulb we discovered that the light almost literally burned out. The lighting element on one side got extremely hot.
It has helped us to breathe a little easier since we were able to determine the cause of the smell and the alarms. I wish we could have realized it when the firemen were at the house, so at the very least they could see we had a legitimate cause for concern.