Distributed maximum likelihood estimation for sensor networks.

Doron Blatt, Alfred O. Hero III

Abstract: The problem of finding the maximum likelihood estimator of a commonly observed model, based on data collected by a sensor network under power and bandwidth constraints, is considered. In particular, a case where the sensors cannot fully share their data is treated. An iterative algorithm that relaxes the requirement of sharing all the data is given. The algorithm is based on a local Fisher scoring method and an iterative information sharing procedure. The case where the sensors share sub-optimal estimates is also analyzed. The asymptotic distribution of the estimates is derived and used to provide a means of discrimination between estimates that are associated with different local maxima of the log-likelihood function. The results are validated by a simulation.