TY - GEN
T1 - Distributed parameter estimation in networks
AU - Rad, Kamiar Rahnama
AU - Tahbaz-Salehi, Alireza
PY - 2010
Y1 - 2010
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
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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
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -