TY - GEN

T1 - Distributed parameter estimation in networks

AU - Rad, Kamiar Rahnama

AU - Tahbaz-Salehi, Alireza

PY - 2010/12/1

Y1 - 2010/12/1

N2 - In this paper, we present a model of distributed parameter estimation in networks, where agents have access to partially informative measurements over time. Each agent faces a local identification problem, in the sense that it cannot consistently estimate the parameter in isolation. We prove that, despite local identification problems, if agents update their estimates recursively as a function of their neighbors' beliefs, they can consistently estimate the true parameter provided that the communication network is strongly connected; that is, there exists an information path between any two agents in the network. We also show that the estimates of all agents are asymptotically normally distributed. Finally, we compute5 the asymptotic variance of the agents' estimates in terms of their observation models and the network topology, and provide conditions under which the distributed estimators are as efficient as any centralized estimator.

AB - In this paper, we present a model of distributed parameter estimation in networks, where agents have access to partially informative measurements over time. Each agent faces a local identification problem, in the sense that it cannot consistently estimate the parameter in isolation. We prove that, despite local identification problems, if agents update their estimates recursively as a function of their neighbors' beliefs, they can consistently estimate the true parameter provided that the communication network is strongly connected; that is, there exists an information path between any two agents in the network. We also show that the estimates of all agents are asymptotically normally distributed. Finally, we compute5 the asymptotic variance of the agents' estimates in terms of their observation models and the network topology, and provide conditions under which the distributed estimators are as efficient as any centralized estimator.

UR - http://www.scopus.com/inward/record.url?scp=79953141008&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=79953141008&partnerID=8YFLogxK

U2 - 10.1109/CDC.2010.5717946

DO - 10.1109/CDC.2010.5717946

M3 - Conference contribution

AN - SCOPUS:79953141008

SN - 9781424477456

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 5050

EP - 5055

BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010

T2 - 2010 49th IEEE Conference on Decision and Control, CDC 2010

Y2 - 15 December 2010 through 17 December 2010

ER -