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Register a new userDistributed Parameter Estimation in Sensor Networks: Nonlinear Observation Models and Imperfect Communication
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Soummya Kar
Publication date
2012
fields
Informatics Engineering
and research's language is
English
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The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces emph{separably estimable} observation models that generalize the observability condition in linear centralized estimation to nonlinear distributed estimation. It studies two distributed estimation algorithms in separably estimable models, the $mathcal{NU}$ (with its linear counterpart $mathcal{LU}$) and the $mathcal{NLU}$. Their update rule combines a emph{consensus} step (where each sensor updates the state by weight averaging it with its neighbors states) and an emph{innovation} step (where each sensor processes its local current observation.) This makes the three algorithms of the textit{consensus + innovations} type, very different from traditional consensus. The paper proves consistency (all sensors reach consensus almost surely and converge to the true parameter value,) efficiency, and asymptotic unbiasedness. For $mathcal{LU}$ and $mathcal{NU}$, it proves asymptotic normality and provides convergence rate guarantees. The three algorithms are characterized by appropriately chosen decaying weight sequences. Algorithms $mathcal{LU}$ and $mathcal{NU}$ are analyzed in the framework of stochastic approximation theory; algorithm $mathcal{NLU}$ exhibits mixed time-scale behavior and biased perturbations, and its analysis requires a different approach that is developed in the paper.
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The paper studies the problem of distributed average consensus in sensor networks with quantized data and random link failures. To achieve consensus, dither (small noise) is added to the sensor states before quantization. When the quantizer range is unbounded (countable number of quantizer levels), stochastic approximation shows that consensus is asymptotically achieved with probability one and in mean square to a finite random variable. We show that the meansquared error (m.s.e.) can be made arbitrarily small by tuning the link weight sequence, at a cost of the convergence rate of the algorithm. To study dithered consensus with random links when the range of the quantizer is bounded, we establish uniform boundedness of the sample paths of the unbounded quantizer. This requires characterization of the statistical properties of the supremum taken over the sample paths of the state of the quantizer. This is accomplished by splitting the state vector of the quantizer in two components: one along the consensus subspace and the other along the subspace orthogonal to the consensus subspace. The proofs use maximal inequalities for submartingale and supermartingale sequences. From these, we derive probability bounds on the excursions of the two subsequences, from which probability bounds on the excursions of the quantizer state vector follow. The paper shows how to use these probability bounds to design the quantizer parameters and to explore tradeoffs among the number of quantizer levels, the size of the quantization steps, the desired probability of saturation, and the desired level of accuracy $epsilon$ away from consensus. Finally, the paper illustrates the quantizer design with a numerical study.
We consider the problem of estimating local sensor parameters, where the local parameters and sensor observations are related through linear stochastic models. Sensors exchange messages and cooperate with each other to estimate their own local parameters iteratively. We study the Gaussian Sum-Product Algorithm over a Wireless Network (gSPAWN) procedure, which is based on belief propagation, but uses fixed size broadcast messages at each sensor instead. Compared with the popular diffusion strategies for performing network parameter estimation, whose communication cost at each sensor increases with increasing network density, the gSPAWN algorithm allows sensors to broadcast a message whose size does not depend on the network size or density, making it more suitable for applications in wireless sensor networks. We show that the gSPAWN algorithm converges in mean and has mean-square stability under some technical sufficient conditions, and we describe an application of the gSPAWN algorithm to a network localization problem in non-line-of-sight environments. Numerical results suggest that gSPAWN converges much faster in general than the diffusion method, and has lower communication costs, with comparable root mean square errors.
This invited paper presents some novel ideas on how to enhance the performance of consensus algorithms in distributed wireless sensor networks, when communication costs are considered. Of particular interest are consensus algorithms that exploit the broadcast property of the wireless channel to boost the performance in terms of convergence speeds. To this end, we propose a novel clustering based consensus algorithm that exploits interference for computation, while reducing the energy consumption in the network. The resulting optimization problem is a semidefinite program, which can be solved offline prior to system startup.
A large variety of dynamical systems, such as chemical and biomolecular systems, can be seen as networks of nonlinear entities. Prediction, control, and identification of such nonlinear networks require knowledge of the state of the system. However, network states are usually unknown, and only a fraction of the state variables are directly measurable. The observability problem concerns reconstructing the network state from this limited information. Here, we propose a general optimization-based approach for observing the states of nonlinear networks and for optimally selecting the observed variables. Our results reveal several fundamental limitations in network observability, such as the trade-off between the fraction of observed variables and the observation length on one side, and the estimation error on the other side. We also show that owing to the crucial role played by the dynamics, purely graph- theoretic observability approaches cannot provide conclusions about ones practical ability to estimate the states. We demonstrate the effectiveness of our methods by finding the key components in biological and combustion reaction networks from which we determine the full system state. Our results can lead to the design of novel sensing principles that can greatly advance prediction and control of the dynamics of such networks.
In this paper we investigate fusion rules for distributed detection in large random clustered-wireless sensor networks (WSNs) with a three-tier hierarchy; the sensor nodes (SNs), the cluster heads (CHs) and the fusion center (FC). The CHs collect the SNs local decisions and relay them to the FC that then fuses them to reach the ultimate decision. The SN-CH and the CH-FC channels suffer from additive white Gaussian noise (AWGN). In this context, we derive the optimal log-likelihood ratio (LLR) fusion rule, which turns out to be intractable. So, we develop a sub-optimal linear fusion rule (LFR) that weighs the clusters data according to both its local detection performance and the quality of the communication channels. In order to implement it, we propose an approximate maximum likelihood based LFR (LFR-aML), which estimates the required parameters for the LFR. We also derive Gaussian-tail upper bounds for the detection and false alarms probabilities for the LFR. Furthermore, an optimal CH transmission power allocation strategy is developed by solving the Karush-Kuhn-Tucker (KKT) conditions for the related optimization problem. Extensive simulations show that the LFR attains a detection performance near to that of the optimal LLR and confirms the validity of the proposed upper bounds. Moreover, when compared to equal power allocation, simulations show that our proposed power allocation strategy achieves a significant power saving at the expense of a small reduction in the detection performance.
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