Distributed implementations of the Expectation-Maximization

(EM) algorithm reported in the literature have been proposed for

applications to solve specific problems. In general, a primary

requirement to derive a distributed solution is that the

structure of the centralized version enables the computation

involving global information in a distributed fashion. This

paper treats the problem of distributed estimation of Gaussian

densities by means of the EM algorithm in wireless sensor

networks using diffusion strategies, where the information

is gradually diffused across the network for the computation

of the global functions. The low-complexity implementation

presented here is based on a two time scale operation

for information averaging and diffusion. The convergence to

a fixed point of the centralized solution has been studied and

the appealing results motivates our choice for this model. Numerical

examples provided show that the performance of the

distributed EM is, in practice, equal to that of the centralized

scheme.

JF - Int. Conf. Acoust., Speech, Signal Process. (ICASSP)
ER -