Distributed and Recursive Parameter Estimation in Parametrized Linear StateSpace Models
Abstract
We consider a network of sensors deployed to sense a spatiotemporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a statespace process that is perturbed by random noise and parametrized by an unknown parameter. To estimate the unknown parameter from the measurements that the sensors sequentially collect, we propose a distributed and recursive estimation algorithm, which we refer to as the incremental recursive prediction error algorithm. This algorithm has the distributed property of incremental gradient algorithms and the online property of recursive prediction error algorithms. We study the convergence behavior of the algorithm and provide sufficient conditions for its convergence. Our convergence result is rather general and contains as special cases the known convergence results for the incremental versions of the leastmean square algorithm. Finally, we use the algorithm developed in this paper to identify the source of a gasleak (diffusing source) in a closed warehouse and also report numerical simulations to verify convergence.
 Publication:

arXiv eprints
 Pub Date:
 April 2008
 arXiv:
 arXiv:0804.1607
 Bibcode:
 2008arXiv0804.1607S
 Keywords:

 Computer Science  Distributed;
 Parallel;
 and Cluster Computing