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arXiv 1208.4161cs.ITmath.IT
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相依量化数据下的抗差分布极大似然估计

Robust Distributed Maximum Likelihood Estimation with Dependent Quantized Data

Xiaojing Shen, Pramod K. Varshney, Yunmin Zhu

摘要:

在本文中,我们考虑分布式最大似然估计(MLE)与相关的量化数据的假设下,联合概率密度函数(PDF)的结构是已知的,但它包含未知的确定性参数。参数可以包括对应于边际pdf的不同向量参数和描述跨传感器的观测的依赖性的参数。由于具有单个量化器的MLE由于pdf的不确定性而对阈值的选择敏感,因此我们专注于具有多组量化器的MLE(可以通过使用先验信息或一些启发式方法来确定)以抵御差/离群值量化器的风险。在一定的正则性条件下证明了多量化器MLE方案的渐近有效性,并推导出渐近方差是基于多个不同量化器的Fisher信息矩阵的加权线性组合的逆,从而证明了该方法的鲁棒性.作为一个说明性的例子,我们考虑一个估计问题的二元非高斯pdf的分布式恒虚警率(CFAR)检测系统中的应用程序。仿真结果表明,特别是当量化测量的数量是小的建议MLE计划的鲁棒性。

英文摘要:

In this paper, we consider distributed maximum likelihood estimation (MLE) with dependent quantized data under the assumption that the structure of the joint probability density function (pdf) is known, but it contains unknown deterministic parameters. The parameters may include different vector parameters corresponding to marginal pdfs and parameters that describe dependence of observations across sensors. Since MLE with a single quantizer is sensitive to the choice of thresholds due to the uncertainty of pdf, we concentrate on MLE with multiple groups of quantizers (which can be determined by the use of prior information or some heuristic approaches) to fend off against the risk of a poor/outlier quantizer. The asymptotic efficiency of the MLE scheme with multiple quantizers is proved under some regularity conditions and the asymptotic variance is derived to be the inverse of a weighted linear combination of Fisher information matrices based on multiple different quantizers which can be used to show the robustness of our approach. As an illustrative example, we consider an estimation problem with a bivariate non-Gaussian pdf that has applications in distributed constant false alarm rate (CFAR) detection systems. Simulations show the robustness of the proposed MLE scheme especially when the number of quantized measurements is small.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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