GEVD-Based Low-Rank Approximation for Distributed Adaptive Node-Specific Signal Estimation in Wireless Sensor Networks

Abstract

In this paper, we address the problem of distributed adaptive estimation of node-specific signals for signal enhancement or noise reduction in wireless sensor networks with multi-sensor nodes. The estimation is performed by a multi-channel Wiener filter (MWF) in which a low-rank approximation based on a generalized eigenvalue decomposition (GEVD) is incorporated. In non-stationary or low-SNR conditions, this GEVD-based MWF has been demonstrated to be more robust than the original MWF. In a centralized realization where a fusion center has access to all the nodes’ sensor signal observations, the network-wide sensor signal correlation matrices and the low-rank approximation can be directly estimated and used to compute the network-wide GEVD-based MWF. However, in this paper, we aim to avoid centralizing the sensor signal observations, in which case the network-wide sensor signal correlation matrices cannot be estimated. To this end, we start from the so-called distributed adaptive node-specific signal estimation (DANSE) algorithm, and include GEVD-based low-rank approximations in the per-node local computations. Remarkably, the new algorithm is able to significantly compress the signal observations transmitted between the nodes, while still converging to the network-wide GEVD-based MWF as if each node would have access to all sensor signal observations, even though the low-rank approximations are applied locally at each node. We provide a theoretical convergence analysis, which shows that the algorithm converges to the network-wide GEVD-based MWF under conditions that are less strict than in the original DANSE algorithm. The convergence and performance of the algorithm are further investigated via numerical simulations.