The effect of correlated observations on the performance of distributed estimation

Handle URI:
http://hdl.handle.net/10754/563129
Title:
The effect of correlated observations on the performance of distributed estimation
Authors:
Ahmed, Mohammed; Al-Naffouri, Tareq Y. ( 0000-0003-2843-5084 ) ; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 ) ; Turkiyyah, George M.
Abstract:
Estimating unknown signal in Wireless Sensor Networks (WSNs) requires sensor nodes to transmit their observations of the signal over a multiple access channel to a Fusion Center (FC). The FC uses the received observations, which is corrupted by observation noise and both channel fading and noise, to find the minimum Mean Square Error (MSE) estimate of the signal. In this paper, we investigate the effect of the source-node correlation (the correlation between sensor node observations and the source signal) and the inter-node correlation (the correlation between sensor node observations) on the performance of the Linear Minimum Mean Square Error (LMMSE) estimator for three correlation models in the presence of channel fading. First, we investigate the asymptotic behavior of the achieved distortion (i.e., MSE) resulting from both the observation and channel noise in a non-fading channel. Then, the effect of channel fading is considered and the corresponding distortion outage probability, the probability that the distortion exceeds a certain value, is found. By representing the distortion as a ratio of indefinite quadratic forms, a closed-form expression is derived for the outage probability that shows its dependency on the correlation. Finally, the new representation of the outage probability allows us to propose an iterative solution for the power allocation problem to minimize the outage probability under total and individual power constraints. Numerical simulations are provided to verify our analytic results. © 2013 IEEE.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division; Electrical Engineering Program; Communication Theory Lab
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Transactions on Signal Processing
Issue Date:
Dec-2013
DOI:
10.1109/TSP.2013.2283841
Type:
Article
ISSN:
1053587X
Appears in Collections:
Articles; Electrical Engineering Program; Communication Theory Lab; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorAhmed, Mohammeden
dc.contributor.authorAl-Naffouri, Tareq Y.en
dc.contributor.authorAlouini, Mohamed-Slimen
dc.contributor.authorTurkiyyah, George M.en
dc.date.accessioned2015-08-03T11:36:27Zen
dc.date.available2015-08-03T11:36:27Zen
dc.date.issued2013-12en
dc.identifier.issn1053587Xen
dc.identifier.doi10.1109/TSP.2013.2283841en
dc.identifier.urihttp://hdl.handle.net/10754/563129en
dc.description.abstractEstimating unknown signal in Wireless Sensor Networks (WSNs) requires sensor nodes to transmit their observations of the signal over a multiple access channel to a Fusion Center (FC). The FC uses the received observations, which is corrupted by observation noise and both channel fading and noise, to find the minimum Mean Square Error (MSE) estimate of the signal. In this paper, we investigate the effect of the source-node correlation (the correlation between sensor node observations and the source signal) and the inter-node correlation (the correlation between sensor node observations) on the performance of the Linear Minimum Mean Square Error (LMMSE) estimator for three correlation models in the presence of channel fading. First, we investigate the asymptotic behavior of the achieved distortion (i.e., MSE) resulting from both the observation and channel noise in a non-fading channel. Then, the effect of channel fading is considered and the corresponding distortion outage probability, the probability that the distortion exceeds a certain value, is found. By representing the distortion as a ratio of indefinite quadratic forms, a closed-form expression is derived for the outage probability that shows its dependency on the correlation. Finally, the new representation of the outage probability allows us to propose an iterative solution for the power allocation problem to minimize the outage probability under total and individual power constraints. Numerical simulations are provided to verify our analytic results. © 2013 IEEE.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.subjectDistributed estimationen
dc.subjectfading channelsen
dc.subjectoutage probabilityen
dc.subjectsignal correlationen
dc.titleThe effect of correlated observations on the performance of distributed estimationen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentElectrical Engineering Programen
dc.contributor.departmentCommunication Theory Laben
dc.identifier.journalIEEE Transactions on Signal Processingen
dc.contributor.institutionElectrical Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabiaen
dc.contributor.institutionComputer Science Department, American University of Beirut, Beirut, Lebanonen
kaust.authorAhmed, Mohammeden
kaust.authorAl-Naffouri, Tareq Y.en
kaust.authorAlouini, Mohamed-Slimen
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