Distributed estimation via dual decomposition

The focus of this paper is to develop a framework for distributed estimation via convex optimization. We deal with a network of complex sensor subsystems with local estimation and signal processing. More specifically, the sensor subsystems locally solve a maximum likelihood (or maximum a posteriori probability) estimation problem by maximizing a (strictly) concave log-likelihood function subject to convex constraints. These local implementations are not revealed outside the subsystem. The subsystems interact with one another via convex coupling constraints. We discuss a distributed estimation scheme to fuse the local subsystem estimates into a globally optimal estimate that satisfies the coupling constraints. The approach uses dual decomposition techniques in combination with the subgradient method to develop a simple distributed estimation algorithm. Many existing methods of data fusion are suboptimal, i.e., they do not maximize the log-likelihood exactly but rather `fuse´ partial results from many processors. For linear gaussian formulation, least mean square (LMS) consensus provides optimal (maximum likelihood) solution. The main contribution of this work is to provide a new approach for data fusion which is based on distributed convex optimization. It applies to a class of problems, described by concave log-likelihood functions, which is much broader than the LMS consensus setup.