Decentralized Estimation under Communication Constraints
Sabanci University Research Database
In this thesis, we consider the problem of decentralized estimation under communication constraints in the context of Collaborative Signal and Information Processing. Motivated by sensor network applications, a high volume of data collected at distinct locations and possibly in diverse modalities together with the spatially distributed nature and the resource limitations of the underlying system are of concern. Designing processing schemes which match the constraints imposed by the system while providing a reasonable accuracy has been a major challenge in which we are particularly interested in the tradeoff between the estimation performance and the utilization of communications subject to energy and bandwidth constraints.
One remarkable approach for decentralized inference in sensor networks is to exploit graphical models together with message passing algorithms. In this framework, after the so-called information graph of the problem is constructed, it is mapped onto the underlying network structure which is responsible for delivering the messages in accordance with the schedule of the inference algorithm. However it is challenging to provide a design perspective that addresses the tradeoff between the estimation accuracy and the cost of communications. Another approach has been performing the estimation at a fusion center based on the quantized information provided by the peripherals in which the fusion and quantization rules are sought while taking a restricted set of the communication constraints into account. We consider two classes of in-network processing strategies which cover a broad range of constraints and yield tractable Bayesian risks that capture the cost of communications as well as the penalty for estimation errors. A rigorous design setting is obtained in the form of a constrained optimization problem utilizing the Bayesian risks. These processing schemes have been previously studied together with the structures that the solutions exhibit in the context of decentralized detection in which a decision out of ﬁnitely many choices is made.
We adopt this framework for the estimation problem. However, for the case, computationally infeasible solutions arise that involve integral operators that are impossible to evaluate exactly in general. In order not to compromise the ﬁdelity of the model we develop an approximation framework using Monte Carlo methods and obtain particle representations and approximate computational schemes for both the in-network processing strategies and the solution schemes to the design problem. Doing that, we can produce approximating strategies for decentralized estimation networks under communication constraints captured by the framework including the cost. The proposed Monte Carlo optimization procedures operate in a scalable and effcient manner and can produce results for any family of distributions of concern provided that samples can be produced from the marginals. In addition, this approach enables a quantiﬁcation of the tradeoff between the estimation accuracy and the cost of communications through a parameterized Bayesian risk.