Incremental recursive prediction error algorithm for parameter estimation in sensor networks

S. Sundhar Ram, V. V. Veeravalli, A. Nedić

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is perturbed by random noise and parametrized by an unknown parameter. To estimate the unknown parameter from the measurements that the sensors sequentially collect, we propose a distributed and recursive estimation algorithm, which we refer to as the incremental recursive prediction error algorithm. This algorithm has the distributed property of incremental gradient algorithms and the on-line property of recursive prediction error algorithms. We study the convergence behavior of the algorithm and provide sufficient conditions for its convergence. Our convergence result is rather general and contains as special cases the known convergence results for the incremental versions of the least-mean square algorithm. Finally, we use the algorithm developed in this paper to identify the source of a gas-leak (diffusing source) in a closed warehouse and also report some numerical results.

Original languageEnglish (US)
Title of host publicationProceedings of the 11th International Conference on Information Fusion, FUSION 2008
DOIs
StatePublished - Dec 1 2008
Externally publishedYes
Event11th International Conference on Information Fusion, FUSION 2008 - Cologne, Germany
Duration: Jun 30 2008Jul 3 2008

Publication series

NameProceedings of the 11th International Conference on Information Fusion, FUSION 2008

Other

Other11th International Conference on Information Fusion, FUSION 2008
CountryGermany
CityCologne
Period6/30/087/3/08

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ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Computer Science Applications
  • Information Systems

Cite this

Sundhar Ram, S., Veeravalli, V. V., & Nedić, A. (2008). Incremental recursive prediction error algorithm for parameter estimation in sensor networks. In Proceedings of the 11th International Conference on Information Fusion, FUSION 2008 [4632232] (Proceedings of the 11th International Conference on Information Fusion, FUSION 2008). https://doi.org/10.1109/ICIF.2008.4632232