José M. F. Moura

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This paper presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.

Distributed Consensus Algorithms in Sensor Networks With Imperfect Communication: Link Failures and Channel Noise

The paper studies average consensus with random topologies (intermittent links) and noisy channels. Consensus with noise in the network links leads to the bias-variance dilemma-running consensus for long reduces the bias of the final average estimate but increases its variance. We present two different compromises to this tradeoff: the A-ND algorithm modifies conventional consensus by forcing the weights to satisfy a persistence condition (slowly decaying to zero;) and the A-NC algorithm where the weights are constant but consensus is run for a fixed number of iterations [^(iota)], then it is restarted and rerun for a total of [^(p)] runs, and at the end averages the final states of the [^(p)] runs (Monte Carlo averaging). We use controlled Markov processes and stochastic approximation arguments to prove almost sure convergence of A-ND to a finite consensus limit and compute explicitly the mean square error (mse) (variance) of the consensus limit. We show that A-ND represents the best of both worlds-zero bias and low variance-at the cost of a slow convergence rate; rescaling the weights balances the variance versus the rate of bias reduction (convergence rate). In contrast, A-NC, because of its constant weights, converges fast but presents a different bias-variance tradeoff. For the same number of iterations [^(iota)][^(p)] , shorter runs (smaller [^(iota)] ) lead to high bias but smaller variance (larger number [^(p)] of runs to average over.) For a static nonrandom network with Gaussian noise, we compute the optimal gain for A-NC to reach in the shortest number of iterations [^(iota)][^(p)] , with high probability (1-delta), (epsiv, delta)-consensus (epsiv residual bias). Our results hold under fairly general assumptions on the random link failures and communication noise.

Discrete Signal Processing on Graphs

In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we index the data by the nodes of the graph. The resulting signals (data indexed by the nodes) are far removed from time or image signals indexed by well ordered time samples or pixels. DSP, discrete signal processing, provides a comprehensive, elegant, and efficient methodology to describe, represent, transform, analyze, process, or synthesize these well ordered time or image signals. This paper extends to signals on graphs DSP and its basic tenets, including filters, convolution, z-transform, impulse response, spectral representation, Fourier transform, frequency response, and illustrates DSP on graphs by classifying blogs, linear predicting and compressing data from irregularly located weather stations, or predicting behavior of customers of a mobile service provider.

Distributing the Kalman Filter for Large-Scale Systems

This paper presents a distributed Kalman filter to estimate the state of a sparsely connected, large-scale, n -dimensional, dynamical system monitored by a network of N sensors. Local Kalman filters are implemented on nl-dimensional subsystems, nl Lt n, obtained by spatially decomposing the large-scale system. The distributed Kalman filter is optimal under an Lth order Gauss-Markov approximation to the centralized filter. We quantify the information loss due to this Lth-order approximation by the divergence, which decreases as L increases. The order of the approximation L leads to a bound on the dimension of the subsystems, hence, providing a criterion for subsystem selection. The (approximated) centralized Riccati and Lyapunov equations are computed iteratively with only local communication and low-order computation by a distributed iterate collapse inversion (DICI) algorithm. We fuse the observations that are common among the local Kalman filters using bipartite fusion graphs and consensus averaging algorithms. The proposed algorithm achieves full distribution of the Kalman filter. Nowhere in the network, storage, communication, or computation of n-dimensional vectors and matrices is required; only nl Lt n dimensional vectors and matrices are communicated or used in the local computations at the sensors. In other words, knowledge of the state is itself distributed.

Distributed Consensus Algorithms in Sensor Networks: Quantized Data and Random Link Failures

The paper studies the problem of distributed average consensus in sensor networks with quantized data and random link failures. To achieve consensus, dither (small noise) is added to the sensor states before quantization. When the quantizer range is unbounded (countable number of quantizer levels), stochastic approximation shows that consensus is asymptotically achieved with probability one and in mean square to a finite random variable. We show that the mean-squared error (mse) can be made arbitrarily small by tuning the link weight sequence, at a cost of the convergence rate of the algorithm. To study dithered consensus with random links when the range of the quantizer is bounded, we establish uniform boundedness of the sample paths of the unbounded quantizer. This requires characterization of the statistical properties of the supremum taken over the sample paths of the state of the quantizer. This is accomplished by splitting the state vector of the quantizer in two components: one along the consensus subspace and the other along the subspace orthogonal to the consensus subspace. The proofs use maximal inequalities for submartingale and supermartingale sequences. From these, we derive probability bounds on the excursions of the two subsequences, from which probability bounds on the excursions of the quantizer state vector follow. The paper shows how to use these probability bounds to design the quantizer parameters and to explore tradeoffs among the number of quantizer levels, the size of the quantization steps, the desired probability of saturation, and the desired level of accuracy ¿ away from consensus. Finally, the paper illustrates the quantizer design with a numerical study.

Big Data Analysis with Signal Processing on Graphs: Representation and processing of massive data sets with irregular structure

Analysis and processing of very large data sets, or big data, poses a significant challenge. Massive data sets are collected and studied in numerous domains, from engineering sciences to social networks, biomolecular research, commerce, and security. Extracting valuable information from big data requires innovative approaches that efficiently process large amounts of data as well as handle and, moreover, utilize their structure. This article discusses a paradigm for large-scale data analysis based on the discrete signal processing (DSP) on graphs (DSPG). DSPG extends signal processing concepts and methodologies from the classical signal processing theory to data indexed by general graphs. Big data analysis presents several challenges to DSPG, in particular, in filtering and frequency analysis of very large data sets. We review fundamental concepts of DSPG, including graph signals and graph filters, graph Fourier transform, graph frequency, and spectrum ordering, and compare them with their counterparts from the classical signal processing theory. We then consider product graphs as a graph model that helps extend the application of DSPG methods to large data sets through efficient implementation based on parallelization and vectorization. We relate the presented framework to existing methods for large-scale data processing and illustrate it with an application to data compression.

Discrete Signal Processing on Graphs: Frequency Analysis

Signals and datasets that arise in physical and engineering applications, as well as social, genetics, biomolecular, and many other domains, are becoming increasingly larger and more complex. In contrast to traditional time and image signals, data in these domains are supported by arbitrary graphs. Signal processing on graphs extends concepts and techniques from traditional signal processing to data indexed by generic graphs. This paper studies the concepts of low and high frequencies on graphs, and low-, high- and band-pass graph signals and graph filters. In traditional signal processing, these concepts are easily defined because of a natural frequency ordering that has a physical interpretation. For signals residing on graphs, in general, there is no obvious frequency ordering. We propose a definition of total variation for graph signals that naturally leads to a frequency ordering on graphs and defines low-, high-, and band-pass graph signals and filters. We study the design of graph filters with specified frequency response, and illustrate our approach with applications to sensor malfunction detection and data classification.

Sensor Networks With Random Links: Topology Design for Distributed Consensus

In a sensor network, in practice, the communication among sensors is subject to: 1) errors that can cause failures of links among sensors at random times; 2) costs; and 3) constraints, such as power, data rate, or communication, since sensors and networks operate under scarce resources. The paper studies the problem of designing the topology, i.e., assigning the probabilities of reliable communication among sensors (or of link failures) to maximize the rate of convergence of average consensus, when the link communication costs are taken into account, and there is an overall communication budget constraint. We model the network as a Bernoulli random topology and establish necessary and sufficient conditions for mean square sense (mss) and almost sure (a.s.) convergence of average consensus when network links fail. In particular, a necessary and sufficient condition is for the algebraic connectivity of the mean graph topology to be strictly positive. With these results, we show that the topology design with random link failures, link communication costs, and a communication cost constraint is a constrained convex optimization problem that can be efficiently solved for large networks by semidefinite programming techniques. Simulations demonstrate that the optimal design improves significantly the convergence speed of the consensus algorithm and can achieve the performance of a non-random network at a fraction of the communication cost.

Fast Distributed Gradient Methods

We study distributed optimization problems when N nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant L), and bounded gradient. We propose two fast distributed gradient algorithms based on the centralized Nesterov gradient algorithm and establish their convergence rates in terms of the per-node communications K and the per-node gradient evaluations k. Our first method, Distributed Nesterov Gradient, achieves rates O( logK/K) and O(logk/k). Our second method, Distributed Nesterov gradient with Consensus iterations, assumes at all nodes knowledge of L and μ(W) - the second largest singular value of the N ×N doubly stochastic weight matrix W. It achieves rates O( 1/ K2-ξ) and O( 1/k2) ( ξ > 0 arbitrarily small). Further, we give for both methods explicit dependence of the convergence constants on N and W. Simulation examples illustrate our findings.

Modeling of Future Cyber–Physical Energy Systems for Distributed Sensing and Control

This paper proposes modeling the rapidly evolving energy systems as cyber-based physical systems. It introduces a novel cyber-based dynamical model whose mathematical description depends on the cyber technologies supporting the physical system. This paper discusses how such a model can be used to ensure full observability through a cooperative information exchange among its components; this is achieved without requiring local observability of the system components. This paper also shows how this cyber-physical model is used to develop interactive protocols between the controllers embedded within the system layers and the network operator. Our approach leads to a synergistic framework for model-based sensing and control of future energy systems. The newly introduced cyber-physical model has network structure-preserving properties that are key to effective distributed decision making. The aggregate load modeling that we develop using data mining techniques and novel sensing technologies facilitates operations of complex electric power systems.