The decentralized estimation of the sample covariance

Anna Scaglione, Roberto Pagliari, Hamid Krim

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

35 Scopus citations

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 publication2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008
Pages1722-1726
Number of pages5
DOIs
StatePublished - Dec 1 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

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

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

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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  • Cite this

    Scaglione, A., Pagliari, R., & Krim, H. (2008). The decentralized estimation of the sample covariance. In 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008 (pp. 1722-1726). [5074720] (Conference Record - Asilomar Conference on Signals, Systems and Computers). https://doi.org/10.1109/ACSSC.2008.5074720