Expectation–maximisation based distributed estimation in sensor networks

Abstract

Estimating the unknown parameters of a statistical model based on the observations collected by a sensor network is an important problem with application in multiple fields. In this setting, distributed processing, by which computations are carried out within the network in order to avoid raw data transmission to a fusion centre, is a desirable feature resulting in improved robustness and energy savings. In the presence of incomplete data, the expectation-maximisation (EM) algorithm is a popular means to iteratively compute the maximum likelihood (ML) estimate. It has found application in diverse fields such as computational biology, anomaly detection, speech segmentation, reinforcement learning, and motion estimation, among others. In this chapter we will review the formulation of the centralised EM estimation algorithm as a starting point and then discuss distributed versions well suited for implementation in sensor networks. The first class of these distributed versions requires specialised routing through the network in terms of a linear or circular path visiting all nodes, whereas the second class does away with this requirement by using the concept of network consensus to diffuse information through the network. Our focus will be on a relevant sensor network application, in which the parameter of a linear model is to be estimated in the presence of an unknown number of randomly malfunctioning sensors.