TY - GEN
T1 - Consensus-based distributed estimation of random signals with wireless sensor networks
AU - Schizas, Ioannis D.
AU - Giannakis, Georgios B.
PY - 2006
Y1 - 2006
N2 - We deal with distributed linear minimum mean-square error (LMMSE) estimation of a random signal vector based on observations collected across a wireless sensor network (WSN). We cast this decentralized estimation problem as the solution of multiple constrained convex optimization subproblems. Using the method of multipliers in conjunction with a block coordinated descent approach we demonstrate how the resultant algorithm can be decomposed into a set of simpler tasks suitable for distributed implementation. Relative to existing alternatives, we establish that the novel decentralized algorithm guarantees convergence to the centralized LMMSE estimator for quite general (possibly nonlinear and/or non-Gaussian) data models. Through numerical experiments, we finally illustrate the convergence properties of the algorithm.
AB - We deal with distributed linear minimum mean-square error (LMMSE) estimation of a random signal vector based on observations collected across a wireless sensor network (WSN). We cast this decentralized estimation problem as the solution of multiple constrained convex optimization subproblems. Using the method of multipliers in conjunction with a block coordinated descent approach we demonstrate how the resultant algorithm can be decomposed into a set of simpler tasks suitable for distributed implementation. Relative to existing alternatives, we establish that the novel decentralized algorithm guarantees convergence to the centralized LMMSE estimator for quite general (possibly nonlinear and/or non-Gaussian) data models. Through numerical experiments, we finally illustrate the convergence properties of the algorithm.
UR - http://www.scopus.com/inward/record.url?scp=47049117467&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=47049117467&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2006.354804
DO - 10.1109/ACSSC.2006.354804
M3 - Conference contribution
AN - SCOPUS:47049117467
SN - 1424407850
SN - 9781424407859
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 530
EP - 534
BT - Conference Record of the 40th Asilomar Conference on Signals, Systems and Computers, ACSSC '06
T2 - 40th Asilomar Conference on Signals, Systems, and Computers, ACSSC '06
Y2 - 29 October 2006 through 1 November 2006
ER -