TY - GEN
T1 - The decentralized estimation of the sample covariance
AU - Scaglione, Anna
AU - Pagliari, Roberto
AU - Krim, Hamid
PY - 2008
Y1 - 2008
N2 - In this paper we consider the problem of estimating the eigenvectors of the sample covariance matrix of decentralized measurements in a distributed fashion. The need for a distributed scheme is motivated by the many moment based methods that resort to the covariance of the data to extract information from the measurements. For large sensor network, gathering the data at a central processor generates a communication bottleneck. Our algorithm is based on a combination of the so called power method, that is used to compute the eigenvectors, and the average consensus protocol, that is utilized to structure the information exchange into a gossiping protocol. Our work shows how a completely distributed scheme based on near neighbors communications is feasible, and applies the proposed method to the estimation of the direction of arrival of a signal source.
AB - In this paper we consider the problem of estimating the eigenvectors of the sample covariance matrix of decentralized measurements in a distributed fashion. The need for a distributed scheme is motivated by the many moment based methods that resort to the covariance of the data to extract information from the measurements. For large sensor network, gathering the data at a central processor generates a communication bottleneck. Our algorithm is based on a combination of the so called power method, that is used to compute the eigenvectors, and the average consensus protocol, that is utilized to structure the information exchange into a gossiping protocol. Our work shows how a completely distributed scheme based on near neighbors communications is feasible, and applies the proposed method to the estimation of the direction of arrival of a signal source.
UR - http://www.scopus.com/inward/record.url?scp=70349655534&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70349655534&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2008.5074720
DO - 10.1109/ACSSC.2008.5074720
M3 - Conference contribution
AN - SCOPUS:70349655534
SN - 9781424429417
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 1722
EP - 1726
BT - 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
T2 - 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
Y2 - 26 October 2008 through 29 October 2008
ER -