Distributed Parameter Estimation under Gaussian Observation Noises

원문 초록

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. They aim to infer true value of the unknown parameter by cooperating with each other. To this end, we first generalize the so-called dynamic regressor extension and mixing (DREM) algorithm to stochastic systems, with which the problem of estimating a $d$-dimensional vector parameter is transformed to that of $d$ scalar ones: one for each of the unknown parameters. For each of the scalar problem, an estimation scheme is given, where each sensor fuses the regressors and measurements in its in-neighborhood and updates its local estimate by using least-mean squares. Particularly, a counter is also introduced for each sensor, which prevents any (noisy) measurement from being repeatedly used such that the estimation performance will not be greatly affected by certain extreme values. A novel excitation condition termed as \textit{local persistent excitation} (Local-PE) condition is also proposed, which relaxes the traditional persistent excitation (PE) condition and only requires that the collective signals in each sensor's in-neighborhood are sufficiently excited. With the Local-PE condition and proper step sizes, we show that the proposed estimator guarantee that each sensor infers the true parameter in mean square, even if any individual of them cannot. Numerical examples are finally provided to illustrate the established results.