Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

Adaptive Quantizers for Estimation

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to be estimated are considered: constant, Wiener process and Wiener process with deterministic drift. After showing that the algorithm is asymptotically unbiased for estimating a constant, it is shown, in the three cases, that the asymptotic mean squared error depends on the Fisher information for the quantized measurements. It is also shown that the loss of performance due to quantization depends approximately on the ratio of the Fisher information for quantized and continuous measurements. At the end of the paper the theoretical results are validated through simulation under two different classes of noise, generalized Gaussian noise and Student's-t noise

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

Recovery from Linear Measurements with Complexity-Matching Universal Signal Estimation

We study the compressed sensing (CS) signal estimation problem where an input signal is measured via a linear matrix multiplication under additive noise. While this setup usually assumes sparsity or compressibility in the input signal during recovery, the signal structure that can be leveraged is often not known a priori. In this paper, we consider universal CS recovery, where the statistics of a stationary ergodic signal source are estimated simultaneously with the signal itself. Inspired by Kolmogorov complexity and minimum description length, we focus on a maximum a posteriori (MAP) estimation framework that leverages universal priors to match the complexity of the source. Our framework can also be applied to general linear inverse problems where more measurements than in CS might be needed. We provide theoretical results that support the algorithmic feasibility of universal MAP estimation using a Markov chain Monte Carlo implementation, which is computationally challenging. We incorporate some techniques to accelerate the algorithm while providing comparable and in many cases better reconstruction quality than existing algorithms. Experimental results show the promise of universality in CS, particularly for low-complexity sources that do not exhibit standard sparsity or compressibility.Comment: 29 pages, 8 figure