Distributed Detection and Estimation in Wireless Sensor Networks

In this article we consider the problems of distributed detection and estimation in wireless sensor networks. In the first part, we provide a general framework aimed to show how an efficient design of a sensor network requires a joint organization of in-network processing and communication. Then, we recall the basic features of consensus algorithm, which is a basic tool to reach globally optimal decisions through a distributed approach. The main part of the paper starts addressing the distributed estimation problem. We show first an entirely decentralized approach, where observations and estimations are performed without the intervention of a fusion center. Then, we consider the case where the estimation is performed at a fusion center, showing how to allocate quantization bits and transmit powers in the links between the nodes and the fusion center, in order to accommodate the requirement on the maximum estimation variance, under a constraint on the global transmit power. We extend the approach to the detection problem. Also in this case, we consider the distributed approach, where every node can achieve a globally optimal decision, and the case where the decision is taken at a central node. In the latter case, we show how to allocate coding bits and transmit power in order to maximize the detection probability, under constraints on the false alarm rate and the global transmit power. Then, we generalize consensus algorithms illustrating a distributed procedure that converges to the projection of the observation vector onto a signal subspace. We then address the issue of energy consumption in sensor networks, thus showing how to optimize the network topology in order to minimize the energy necessary to achieve a global consensus. Finally, we address the problem of matching the topology of the network to the graph describing the statistical dependencies among the observed variables.Comment: 92 pages, 24 figures. To appear in E-Reference Signal Processing, R. Chellapa and S. Theodoridis, Eds., Elsevier, 201

A Low-Cost Robust Distributed Linearly Constrained Beamformer for Wireless Acoustic Sensor Networks with Arbitrary Topology

We propose a new robust distributed linearly constrained beamformer which utilizes a set of linear equality constraints to reduce the cross power spectral density matrix to a block-diagonal form. The proposed beamformer has a convenient objective function for use in arbitrary distributed network topologies while having identical performance to a centralized implementation. Moreover, the new optimization problem is robust to relative acoustic transfer function (RATF) estimation errors and to target activity detection (TAD) errors. Two variants of the proposed beamformer are presented and evaluated in the context of multi-microphone speech enhancement in a wireless acoustic sensor network, and are compared with other state-of-the-art distributed beamformers in terms of communication costs and robustness to RATF estimation errors and TAD errors

Distributed Recursive Least-Squares: Stability and Performance Analysis

The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary processes. In this paper, a distributed recursive least-squares (D-RLS) algorithm is developed for cooperative estimation using ad hoc wireless sensor networks. Distributed iterations are obtained by minimizing a separable reformulation of the exponentially-weighted least-squares cost, using the alternating-minimization algorithm. Sensors carry out reduced-complexity tasks locally, and exchange messages with one-hop neighbors to consent on the network-wide estimates adaptively. A steady-state mean-square error (MSE) performance analysis of D-RLS is conducted, by studying a stochastically-driven `averaged' system that approximates the D-RLS dynamics asymptotically in time. For sensor observations that are linearly related to the time-invariant parameter vector sought, the simplifying independence setting assumptions facilitate deriving accurate closed-form expressions for the MSE steady-state values. The problems of mean- and MSE-sense stability of D-RLS are also investigated, and easily-checkable sufficient conditions are derived under which a steady-state is attained. Without resorting to diminishing step-sizes which compromise the tracking ability of D-RLS, stability ensures that per sensor estimates hover inside a ball of finite radius centered at the true parameter vector, with high-probability, even when inter-sensor communication links are noisy. Interestingly, computer simulations demonstrate that the theoretical findings are accurate also in the pragmatic settings whereby sensors acquire temporally-correlated data.Comment: 30 pages, 4 figures, submitted to IEEE Transactions on Signal Processin

Distributed Constrained Recursive Nonlinear Least-Squares Estimation: Algorithms and Asymptotics

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.) time-series consisting of a nonlinear function of the true but unknown parameter corrupted by noise. A distributed recursive estimator of the \emph{consensus} + \emph{innovations} type, namely $\mathcal{CIWNLS}$, is proposed, in which the agents update their parameter estimates at each observation sampling epoch in a collaborative way by simultaneously processing the latest locally sensed information~(\emph{innovations}) and the parameter estimates from other agents~(\emph{consensus}) in the local neighborhood conforming to a pre-specified inter-agent communication topology. Under rather weak conditions on the connectivity of the inter-agent communication and a \emph{global observability} criterion, it is shown that at every network agent, the proposed algorithm leads to consistent parameter estimates. Furthermore, under standard smoothness assumptions on the local observation functions, the distributed estimator is shown to yield order-optimal convergence rates, i.e., as far as the order of pathwise convergence is concerned, the local parameter estimates at each agent are as good as the optimal centralized nonlinear least squares estimator which would require access to all the observations across all the agents at all times. In order to benchmark the performance of the proposed distributed $\mathcal{CIWNLS}$ estimator with that of the centralized nonlinear least squares estimator, the asymptotic normality of the estimate sequence is established and the asymptotic covariance of the distributed estimator is evaluated. Finally, simulation results are presented which illustrate and verify the analytical findings.Comment: 28 pages. Initial Submission: Feb. 2016, Revised: July 2016, Accepted: September 2016, To appear in IEEE Transactions on Signal and Information Processing over Networks: Special Issue on Inference and Learning over Network

State Omniscience for Cooperative Local Catalog Maintenance of Close Proximity Satellite Systems

Resiliency in multi-agent system navigation is reliant on the inherent ability of the system to withstand, overcome, or recover from adverse conditions and disturbances. In large part, resiliency is achieved through reducing the impact of critical failure points to the success and/or performance of the system. In this view, decentralized multi-agent architectures have become an attractive solution for multi-agent navigation, but decentralized architectures place the burden of information acquisition directly on the agents themselves. In fact, the design of distributed estimators has been a growing interest to enable complex multi-sensor/multi-agent tasks. In such scenarios, it is important that each local estimator converges to the true global system state - a quality known as state omniscience. Most previous related work has focused on the design of such systems under varying assumptions on the graph topology with simplified information fusion schemes. Contrarily, this work introduces characterizations of state omniscience under generalized graph topologies and generalized information fusion schemes. State omniscience is discussed analogously to observability from classical control theory; and a collection of necessary and sufficient conditions for a distributed estimator to be state omniscient are presented. This dissertation discusses this phenomena in terms of an on-orbit scenarios dubbed the local catalog maintenance problem and the cooperative local catalog maintenance problem. The goal of each agent is to maintain their catalog of all bodies (objects and agents) within this neighborhood through onboard angles-only measurements and cooperative communication with the other agents. A central supervisor selects the target body for each agent, a local controller tracks the selected target body for each agent, and a local estimator coalesces both an agent\u27s measurements and state estimates provided by neighboring agents within the communication graph. Numerical results are provided to demonstrate the supervisor\u27s ability to select an appropriate target subject to an uncertainty threshold, the controller\u27s ability to track the selected target, and the estimator\u27s ability to maintain an accurate and precise estimate of each of the bodies in the local environment

Distributed consensus algorithms for wireless sensor networks: convergence analysis and optimization

Wireless sensor networks are developed to monitor areas of interest with the purpose of estimating physical parameters or/and detecting emergency events in a variety of military and civil applications. A wireless sensor network can be seen as a distributed computer, where spatially deployed sensor nodes are in charge of gathering measurements from the environment to compute a given function. The research areas for wireless sensor networks extend from the design of small, reliable hardware to low-complexity algorithms and energy saving communication protocols. Distributed consensus algorithms are low-complexity iterative schemes that have received increased attention in different fields due to a wide range of applications, where neighboring nodes communicate locally to compute the average of an initial set of measurements. Energy is a scarce resource in wireless sensor networks and therefore, the convergence of consensus algorithms, characterized by the total number of iterations until reaching a steady-state value, is an important topic of study. This PhD thesis addresses the problem of convergence and optimization of distributed consensus algorithms for the estimation of parameters in wireless sensor networks. The impact of quantization noise in the convergence is studied in networks with fixed topologies and symmetric communication links. In particular, a new scheme including quantization is proposed, whose mean square error with respect to the average consensus converges. The limit of the mean square error admits a closed-form expression and an upper bound for this limit depending on general network parameters is also derived. The convergence of consensus algorithms in networks with random topology is studied focusing particularly on convergence in expectation, mean square convergence and almost sure convergence. Closed-form expressions useful to minimize the convergence time of the algorithm are derived from the analysis. Regarding random networks with asymmetric links, closed-form expressions are provided for the mean square error of the state assuming equally probable uniform link weights, and mean square convergence to the statistical mean of the initial measurements is shown. Moreover, an upper bound for the mean square error is derived for the case of different probabilities of connection for the links, and a practical scheme with randomized transmission power exhibiting an improved performance in terms of energy consumption with respect to a fixed network with the same consumption on average is proposed. The mean square error expressions derived provide a means to characterize the deviation of the state vector with respect to the initial average when the instantaneous links are asymmetric. A useful criterion to minimize the convergence time in random networks with spatially correlated links is considered, establishing a sufficient condition for almost sure convergence to the consensus space. This criterion, valid also for topologies with spatially independent links, is based on the spectral radius of a positive semidefinite matrix for which we derive closed-form expressions assuming uniform link weights. The minimization of this spectral radius is a convex optimization problem and therefore, the optimum link weights minimizing the convergence time can be computed efficiently. The expressions derived are general and apply not only to random networks with instantaneous directed topologies but also to random networks with instantaneous undirected topologies. Furthermore, the general expressions can be particularized to obtain known protocols found in literature, showing that they can be seen as particular cases of the expressions derived in this thesis.Las redes de sensores inalámbricos se utilizan para monitorizar zonas de interés con el propósito final de estimar parámetros físicos y/o detectar situaciones de emergencia en gran variedad de aplicaciones militares y civiles. Una red de sensores inalámbricos puede ser considerada como un método de computación distribuido, donde nodos provistos de sensores toman medidas del entorno para calcular una función que depende de éstas. Las áreas de investigación comprenden desde el diseño de dispositivos hardware pequeños y fiables hasta algoritmos de baja complejidad o protocolos de comunicación de bajo consumo energético. Los algoritmos de consenso distribuidos son esquemas iterativos de baja complejidad que han suscitado mucha atención en diferentes campos debido a su gran espectro de aplicaciones, en los que nodos vecinos se comunican para calcular el promedio de un conjunto de medidas iniciales de la red. Dado que la energía es un recurso escaso en redes de sensores inalámbricos, la convergencia de dichos algoritmos de consenso, caracterizada por el número total de iteraciones hasta alcanzar un valor estacionario, es un importante tema de estudio. Esta tesis doctoral aborda problemas de convergencia y optimización de algoritmos de consenso distribuidos para la estimación de parámetros en redes de sensores inalámbricos. El impacto del ruido de cuantización en la convergencia se estudia en redes con topología fija y enlaces de comunicación simétricos. En particular, se propone un nuevo esquema que incluye el proceso de cuantización y se demuestra que el error cuadrático medio respecto del promedio inicial converge. Igualmente, se obtiene una expresión cerrada del límite del error cuadrático medio, y una cota superior para este límite que depende únicamente de parámetros generales de la red. La convergencia de los algoritmos de consenso en redes con topología aleatoria se estudia prestando especial atención a la convergencia en valor esperado, la convergencia en media cuadrática y la convergencia casi segura, y a partir del análisis se derivan expresiones cerradas útiles para minimizar el tiempo de convergencia. Para redes aleatorias con enlaces asimétricos, se obtienen expresiones cerradas del error cuadrático medio del estado suponiendo enlaces con probabilidad idéntica y con pesos uniformes, y se demuestra la convergencia en media cuadrática al promedio estadístico de las medidas iniciales. Se deduce una cota superior para el error cuadrático medio para el caso de enlaces con probabilidades de conexión diferentes y se propone, además, un esquema práctico con potencias de transmisión aleatorias, que mejora el rendimiento en términos de consumo de energía con respecto a una red fija. Las expresiones para el error cuadrático medio proporcionan una forma de caracterizar la desviación del vector de estado con respecto del promedio inicial cuando los enlaces instantáneos son asimétricos. Con el fin de minimizar el tiempo de convergencia en redes aleatorias con enlaces correlados espacialmente, se considera un criterio que establece una condición suficiente que garantiza la convergencia casi segura al espacio de consenso. Este criterio, que también es válido para topologías con enlaces espacialmente independientes, utiliza el radio espectral de una matriz semidefinida positiva para la cual se obtienen expresiones cerradas suponiendo enlaces con pesos uniformes. La minimización de dicho radio espectral es un problema de optimización convexa y, por lo tanto, el valor de los pesos óptimos puede calcularse de forma eficiente. Las expresiones obtenidas son generales y aplican no sólo para redes aleatorias con topologías dirigidas, sino también para redes aleatorias con topologías no dirigidas. Además, las expresiones generales pueden ser particularizadas para obtener protocolos conocidos en la literatura, demostrando que éstos últimos pueden ser considerados como casos particulares de las expresiones proporcionadas en esta tesis

Graph Signal Processing: Overview, Challenges and Applications

Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing. We then summarize recent developments in developing basic GSP tools, including methods for sampling, filtering or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning. We finish by providing a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas.Comment: To appear, Proceedings of the IEE