The decentralized estimation of the sample covariance

Anna Scaglione, Roberto Pagliari, Hamid Krim

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

33 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
Title of host publicationConference Record - Asilomar Conference on Signals, Systems and Computers
Pages1722-1726
Number of pages5
DOIs
StatePublished - 2008
Externally publishedYes
Event2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008 - Pacific Grove, CA, United States
Duration: Oct 26 2008Oct 29 2008

Other

Other2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
CountryUnited States
CityPacific Grove, CA
Period10/26/0810/29/08

Fingerprint

Eigenvalues and eigenfunctions
Network protocols
Direction of arrival
Communication
Covariance matrix
Sensor networks

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Signal Processing

Cite this

Scaglione, A., Pagliari, R., & Krim, H. (2008). The decentralized estimation of the sample covariance. In Conference Record - Asilomar Conference on Signals, Systems and Computers (pp. 1722-1726). [5074720] https://doi.org/10.1109/ACSSC.2008.5074720

The decentralized estimation of the sample covariance. / Scaglione, Anna; Pagliari, Roberto; Krim, Hamid.

Conference Record - Asilomar Conference on Signals, Systems and Computers. 2008. p. 1722-1726 5074720.

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

Scaglione, A, Pagliari, R & Krim, H 2008, The decentralized estimation of the sample covariance. in Conference Record - Asilomar Conference on Signals, Systems and Computers., 5074720, pp. 1722-1726, 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008, Pacific Grove, CA, United States, 10/26/08. https://doi.org/10.1109/ACSSC.2008.5074720
Scaglione A, Pagliari R, Krim H. The decentralized estimation of the sample covariance. In Conference Record - Asilomar Conference on Signals, Systems and Computers. 2008. p. 1722-1726. 5074720 https://doi.org/10.1109/ACSSC.2008.5074720
Scaglione, Anna ; Pagliari, Roberto ; Krim, Hamid. / The decentralized estimation of the sample covariance. Conference Record - Asilomar Conference on Signals, Systems and Computers. 2008. pp. 1722-1726
@inproceedings{30672aa8c1444a3cb9c5f6578f0e4ec7,
title = "The decentralized estimation of the sample covariance",
abstract = "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.",
author = "Anna Scaglione and Roberto Pagliari and Hamid Krim",
year = "2008",
doi = "10.1109/ACSSC.2008.5074720",
language = "English (US)",
isbn = "9781424429417",
pages = "1722--1726",
booktitle = "Conference Record - Asilomar Conference on Signals, Systems and Computers",

}

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

SP - 1722

EP - 1726

BT - Conference Record - Asilomar Conference on Signals, Systems and Computers

ER -