Robust distributed maximum likelihood estimation with dependent quantized data

Xiaojing Shen, Pramod K. Varshney, Yunmin Zhu

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


In this paper, we consider the 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 the 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.

Original languageEnglish (US)
Pages (from-to)169-174
Number of pages6
Issue number1
StatePublished - Jan 2014


  • Distributed estimation
  • Fisher information matrix
  • Maximum likelihood estimation
  • Wireless sensor networks

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering


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