Abstract

We consider a dynamic network system of multiple heterogeneous sensors collaborating among themselves to estimate an unknown signal of interest. That communication capability is essential because individual senors cannot fulfill the task due to the lack of necessary information. This paper considers the distributed estimation or tracking problem and focuses on combining two algorithms: Simultaneous Perturbation Stochastic Approximation (SPSA) and consensus Local Voting Protocol (LVP). The new distributed algorithm is proposed for network systems under wide range of uncertainties including unknown-but-bounded drift of parameters and noise in observations. The suggested approach is illustrated by an application of the proposed algorithm to the solving the multisensor-multitarget problem.

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