An Empirical Bayes Approach for Distributed Estimation of Spatial Fields

In this paper we consider a network of spatially distributed sensors which collect measurement samples of a spatial field, and aim at estimating in a distributed way (without any central coordinator) the entire field by suitably fusing all network data. We propose a general probabilistic model that can handle both partial knowledge of the physics generating the spatial field as well as a purely data-driven inference. Specifically, we adopt an Empirical Bayes approach in which the spatial field is modeled as a Gaussian Process, whose mean function is described by means of parametrized equations. We characterize the Empirical Bayes estimator when nodes are heterogeneous, i.e., perform a different number of measurements. Moreover, by exploiting the sparsity of both the covariance and the (parametrized) mean function of the Gaussian Process, we are able to design a distributed spatial field estimator. We corroborate the theoretical results with two numerical simulations: a stationary temperature field estimation in which the field is described by a partial differential (heat) equation, and a data driven inference in which the mean is parametrized by a cubic spline

Spatial snow water equivalent estimation for mountainous areas using wireless-sensor networks and remote-sensing products

We developed an approach to estimate snow water equivalent (SWE) through interpolation of spatially representative point measurements using a k-nearest neighbors (k-NN) algorithm and historical spatial SWE data. It accurately reproduced measured SWE, using different data sources for training and evaluation. In the central-Sierra American River basin, we used a k-NN algorithm to interpolate data from continuous snow-depth measurements in 10 sensor clusters by fusing them with 14 years of daily 500-m resolution SWE-reconstruction maps. Accurate SWE estimation over the melt season shows the potential for providing daily, near real-time distributed snowmelt estimates. Further south, in the Merced-Tuolumne basins, we evaluated the potential of k-NN approach to improve real-time SWE estimates. Lacking dense ground-measurement networks, we simulated k-NN interpolation of sensor data using selected pixels of a bi-weekly Lidar-derived snow water equivalent product. k-NN extrapolations underestimate the Lidar-derived SWE, with a maximum bias of −10 cm at elevations below 3000 m and +15 cm above 3000 m. This bias was reduced by using a Gaussian-process regression model to spatially distribute residuals. Using as few as 10 scenes of Lidar-derived SWE from 2014 as training data in the k-NN to estimate the 2016 spatial SWE, both RMSEs and MAEs were reduced from around 20–25 cm to 10–15 cm comparing to using SWE reconstructions as training data. We found that the spatial accuracy of the historical data is more important for learning the spatial distribution of SWE than the number of historical scenes available. Blending continuous spatially representative ground-based sensors with a historical library of SWE reconstructions over the same basin can provide real-time spatial SWE maps that accurately represents Lidar-measured snow depth; and the estimates can be improved by using historical Lidar scans instead of SWE reconstructions

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

High-resolution distributed sampling of bandlimited fields with low-precision sensors

The problem of sampling a discrete-time sequence of spatially bandlimited fields with a bounded dynamic range, in a distributed, communication-constrained, processing environment is addressed. A central unit, having access to the data gathered by a dense network of fixed-precision sensors, operating under stringent inter-node communication constraints, is required to reconstruct the field snapshots to maximum accuracy. Both deterministic and stochastic field models are considered. For stochastic fields, results are established in the almost-sure sense. The feasibility of having a flexible tradeoff between the oversampling rate (sensor density) and the analog-to-digital converter (ADC) precision, while achieving an exponential accuracy in the number of bits per Nyquist-interval per snapshot is demonstrated. This exposes an underlying ``conservation of bits'' principle: the bit-budget per Nyquist-interval per snapshot (the rate) can be distributed along the amplitude axis (sensor-precision) and space (sensor density) in an almost arbitrary discrete-valued manner, while retaining the same (exponential) distortion-rate characteristics. Achievable information scaling laws for field reconstruction over a bounded region are also derived: With N one-bit sensors per Nyquist-interval, $\Theta(\log N)$ Nyquist-intervals, and total network bitrate $R_{net} = \Theta((\log N)^2)$ (per-sensor bitrate $\Theta((\log N)/N)$), the maximum pointwise distortion goes to zero as $D = O((\log N)^2/N)$ or $D = O(R_{net} 2^{-\beta \sqrt{R_{net}}})$. This is shown to be possible with only nearest-neighbor communication, distributed coding, and appropriate interpolation algorithms. For a fixed, nonzero target distortion, the number of fixed-precision sensors and the network rate needed is always finite.Comment: 17 pages, 6 figures; paper withdrawn from IEEE Transactions on Signal Processing and re-submitted to the IEEE Transactions on Information Theor

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

Estimation over Communication Networks: Performance Bounds and Achievability Results

This paper considers the problem of estimation over communication networks. Suppose a sensor is taking measurements of a dynamic process. However the process needs to be estimated at a remote location connected to the sensor through a network of communication links that drop packets stochastically. We provide a framework for computing the optimal performance in the sense of expected error covariance. Using this framework we characterize the dependency of the performance on the topology of the network and the packet dropping process. For independent and memoryless packet dropping processes we find the steady-state error for some classes of networks and obtain lower and upper bounds for the performance of a general network. Finally we find a necessary and sufficient condition for the stability of the estimate error covariance for general networks with spatially correlated and Markov type dropping process. This interesting condition has a max-cut interpretation

Distributed Detection over Random Networks: Large Deviations Performance Analysis

We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks. At each time step $k$ each sensor: 1) averages its decision variable with the neighbors' decision variables; and 2) accounts on-the-fly for its new observation. We show that distributed detection exhibits a "phase change" behavior. When the rate of network information flow (the speed of averaging) is above a threshold, then distributed detection is asymptotically equivalent to the optimal centralized detection, i.e., the exponential decay rate of the error probability for distributed detection equals the Chernoff information. When the rate of information flow is below a threshold, distributed detection achieves only a fraction of the Chernoff information rate; we quantify this achievable rate as a function of the network rate of information flow. Simulation examples demonstrate our theoretical findings on the behavior of distributed detection over random networks.Comment: 30 pages, journal, submitted on December 3rd, 201