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The embedded triangles algorithm for distributed estimation in sensor networks

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4 Author(s)
Delouille, V. ; Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA ; Neelamani, R. ; Chandrasekaran, V. ; Baraniuk, R.G.

We propose a new iterative distributed estimation algorithm for Gaussian hidden Markov graphical models with loops. We decompose a loopy graph into a number of linked embedded triangles and then apply a parallel block-Jacobi iteration comprising local linear minimum mean-square-error estimation on each triangle (involving a simple 3x3 matrix inverse computation) followed by an information exchange between neighboring nodes and triangles. A simulation study demonstrates that the algorithm converges extremely rapidly, outperforming a number of existing algorithms. Embedded triangles are simple, local, scalable, fault-tolerant, and energy-efficient, and thus ideally suited for wireless sensor networks.

Published in:

Statistical Signal Processing, 2003 IEEE Workshop on

Date of Conference:

28 Sept.-1 Oct. 2003