Title :
Distributed parameter estimation in sensor networks based on stochastic approximation
Author :
Lei, Jinlong ; Chen, Han-Fu
Author_Institution :
The Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, P.R. China
Abstract :
A distributed stochastic approximation algorithm with expanding truncations (DSAAWET) is proposed to estimate the unknown parameter linearly appearing in the sensor networks. Each agent updates its local estimate by averaging its neighbors´ estimates with weights and by processing its local current observation. The estimates are shown to converge to the true parameter with probability one. A numerical example is given to demonstrate the obtained theoretic result.
Keywords :
Convergence; Estimation; Least squares approximations; Noise; Parameter estimation; Stochastic processes; Distributed parameter estimation; linear observation model; sensor networks; stochastic approximation;
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
DOI :
10.1109/ChiCC.2015.7260826
