Estimation From Relative Measurements: Electrical Analogy and Large Graphs

Abstract

We examine the problem of estimating vector-valued variables from noisy measurements of the difference between certain pairs of them. This problem, which is naturally posed in terms of a measurement graph, arises in applications such as sensor network localization, time synchronization, and motion consensus. We obtain a characterization on the minimum possible covariance of the estimation error when an arbitrarily large number of measurements are available. This covariance is shown to be equal to a matrix-valued effective resistance in an infinite electrical network. Covariance in large finite graphs converges to this effective resistance as the size of the graphs increases. This convergence result provides the formal justification for regarding large finite graphs as infinite graphs, which can be exploited to determine scaling laws for the estimation error in large finite graphs. Furthermore, these results indicate that in large networks, estimation algorithms that use small subsets of all the available measurements can still obtain accurate estimates.