Distributed Parameter Estimation With Quantized Communication via Running Average

Shanying Zhu, Yeng Chai Soh, Lihua Xie

Abstract: In this paper, we consider the problem of parameter estimation over sensor networks in the presence of quantized data and directed communication links. We propose a two-stage distributed algorithm aiming at achieving the centralized sample mean estimate in a distributed manner. Different from the existing algorithms, a running average technique is utilized in the proposed algorithm to smear out the randomness caused by the probabilistic quantization scheme. With the running average technique, it is shown that the centralized sample mean estimate can be achieved both in the mean square and almost sure senses, which is not observed in the standard consensus algorithms. In addition, the rates of convergence are given to quantify the mean square and almost sure performances. Finally, simulation results are presented to illustrate the effectiveness of the proposed algorithm and highlight the improvements by using running average technique.