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تسجيل مستخدم جديدDistributed Parameter Estimation in Sensor Networks: Nonlinear Observation Models and Imperfect Communication
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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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