10,593 research outputs found
Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs
The paper considers gossip distributed estimation of a (static) distributed
random field (a.k.a., large scale unknown parameter vector) observed by
sparsely interconnected sensors, each of which only observes a small fraction
of the field. We consider linear distributed estimators whose structure
combines the information \emph{flow} among sensors (the \emph{consensus} term
resulting from the local gossiping exchange among sensors when they are able to
communicate) and the information \emph{gathering} measured by the sensors (the
\emph{sensing} or \emph{innovations} term.) This leads to mixed time scale
algorithms--one time scale associated with the consensus and the other with the
innovations. The paper establishes a distributed observability condition
(global observability plus mean connectedness) under which the distributed
estimates are consistent and asymptotically normal. We introduce the
distributed notion equivalent to the (centralized) Fisher information rate,
which is a bound on the mean square error reduction rate of any distributed
estimator; we show that under the appropriate modeling and structural network
communication conditions (gossip protocol) the distributed gossip estimator
attains this distributed Fisher information rate, asymptotically achieving the
performance of the optimal centralized estimator. Finally, we study the
behavior of the distributed gossip estimator when the measurements fade (noise
variance grows) with time; in particular, we consider the maximum rate at which
the noise variance can grow and still the distributed estimator being
consistent, by showing that, as long as the centralized estimator is
consistent, the distributed estimator remains consistent.Comment: Submitted for publication, 30 page
Gossip and Distributed Kalman Filtering: Weak Consensus under Weak Detectability
The paper presents the gossip interactive Kalman filter (GIKF) for
distributed Kalman filtering for networked systems and sensor networks, where
inter-sensor communication and observations occur at the same time-scale. The
communication among sensors is random; each sensor occasionally exchanges its
filtering state information with a neighbor depending on the availability of
the appropriate network link. We show that under a weak distributed
detectability condition:
1. the GIKF error process remains stochastically bounded, irrespective of the
instability properties of the random process dynamics; and
2. the network achieves \emph{weak consensus}, i.e., the conditional
estimation error covariance at a (uniformly) randomly selected sensor converges
in distribution to a unique invariant measure on the space of positive
semi-definite matrices (independent of the initial state.)
To prove these results, we interpret the filtered states (estimates and error
covariances) at each node in the GIKF as stochastic particles with local
interactions. We analyze the asymptotic properties of the error process by
studying as a random dynamical system the associated switched (random) Riccati
equation, the switching being dictated by a non-stationary Markov chain on the
network graph.Comment: Submitted to the IEEE Transactions, 30 pages
Electric field dynamics and ion acceleration in the self-channeling of a superintense laser pulse
The dynamics of electric field generation and radial acceleration of ions by
a laser pulse of relativistic intensity propagating in an underdense plasma has
been investigated using an one-dimensional electrostatic, ponderomotive model
developed to interpret experimental measurements of electric fields [S. Kar et
al, New J. Phys. *9*, 402 (2007)]. Ions are spatially focused at the edge of
the charge-displacement channel, leading to hydrodynamical breaking, which in
turns causes the heating of electrons and an "echo" effect in the electric
field. The onset of complete electron depletion in the central region of the
channel leads to a smooth transition to a "Coulomb explosion" regime and a
saturation of ion acceleration.Comment: 9 pages, 7 figures, final revised version, to appear on Plasma Phys.
Contr. Fus., special issue on "Laser and Plasma Accelerators", scheduled for
February, 200
Sensor Networks with Random Links: Topology Design for Distributed Consensus
In a sensor network, in practice, the communication among sensors is subject
to:(1) errors or failures at random times; (3) costs; and(2) constraints since
sensors and networks operate under scarce resources, such as power, data rate,
or communication. The signal-to-noise ratio (SNR) is usually a main factor in
determining the probability of error (or of communication failure) in a link.
These probabilities are then a proxy for the SNR under which the links operate.
The paper studies the problem of designing the topology, i.e., assigning the
probabilities of reliable communication among sensors (or of link failures) to
maximize the rate of convergence of average consensus, when the link
communication costs are taken into account, and there is an overall
communication budget constraint. To consider this problem, we address a number
of preliminary issues: (1) model the network as a random topology; (2)
establish necessary and sufficient conditions for mean square sense (mss) and
almost sure (a.s.) convergence of average consensus when network links fail;
and, in particular, (3) show that a necessary and sufficient condition for both
mss and a.s. convergence is for the algebraic connectivity of the mean graph
describing the network topology to be strictly positive. With these results, we
formulate topology design, subject to random link failures and to a
communication cost constraint, as a constrained convex optimization problem to
which we apply semidefinite programming techniques. We show by an extensive
numerical study that the optimal design improves significantly the convergence
speed of the consensus algorithm and can achieve the asymptotic performance of
a non-random network at a fraction of the communication cost.Comment: Submitted to IEEE Transaction
Distributed Convergence Verification for Gaussian Belief Propagation
Gaussian belief propagation (BP) is a computationally efficient method to
approximate the marginal distribution and has been widely used for inference
with high dimensional data as well as distributed estimation in large-scale
networks. However, the convergence of Gaussian BP is still an open issue.
Though sufficient convergence conditions have been studied in the literature,
verifying these conditions requires gathering all the information over the
whole network, which defeats the main advantage of distributed computing by
using Gaussian BP. In this paper, we propose a novel sufficient convergence
condition for Gaussian BP that applies to both the pairwise linear Gaussian
model and to Gaussian Markov random fields. We show analytically that this
sufficient convergence condition can be easily verified in a distributed way
that satisfies the network topology constraint.Comment: accepted by Asilomar Conference on Signals, Systems, and Computers,
2017, Asilomar, Pacific Grove, CA. arXiv admin note: text overlap with
arXiv:1706.0407
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