Xiao, Lin and Boyd, Stephen and Lall, Sanjay (2006) A Space-Time Diffusion Scheme for Peer-to-Peer Least-Squares Estimation. In: IPSN 2006: the Fifth International Conference on Information Processing in Sensor Networks. Association for Computing Machinery , New York, pp. 168-176. ISBN 1-59593-334-4 http://resolver.caltech.edu/CaltechAUTHORS:20110809-115212015
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We consider a sensor network in which each sensor takes measurements, at various times, of some unknown parameters, corrupted by independent Gaussian noises. Each node can take a finite or infinite number of measurements, at arbitrary times (ie, asynchronously). We propose a space-time diffusion scheme, that relies only on peer-to-peer communication, and allows every node to asymptotically compute the global maximum-likelihood estimate of the unknown parameters. At each iteration, information is diffused across the network by a temporal update step and a spatial update step. Both steps update each node's state by a weighted average of its current value and locally available data: new measurements for the time update, and neighbors' data for the spatial update. At any time, any node can compute a local weighted least-squares estimate of the unknown parameters, which converges to the global maximum-likelihood solution. With an infinite number of measurements, these estimates converge to the true parameter values in the sense of mean-square convergence. We show that this scheme is robust to unreliable communication links, and works in a network with dynamically changing topology.
|Item Type:||Book Section|
|Additional Information:||© 2006 ACM.|
|Subject Keywords:||distributed algorithms; sensor networks, least-squares; estimation|
|Classification Code:||Categories and Subject Descriptors: G.1.6 [Numerical Analysis]: Optimization - least squares methods; G.1.3 [Numerical Analysis]: Numerical Linear Algebra - Linear systems (direct and iterative methods)|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Jason Perez|
|Deposited On:||09 Aug 2011 20:36|
|Last Modified:||09 Aug 2011 20:38|
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