We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively studied in the literature, the loss of estimation performance due to systematic errors like drift have rarely been looked into. In this paper, we derive closed-form Fisher Information Matrix and subsequently Cramer-Rao bounds (up to reasonable approximation) for the estimation accuracy of drift-corrupted signals. We assume a polynomial time-series as the representative signal and an autoregressive process model for the drift. When the Markov parameter for drift ρ <; 1, we show that the first-order effect of drift is asymptotically equivalent to scaling the measurement noise by an appropriate factor. For ρ = 1, i.e., when the drift is nonstationary, we show that the constant part of a signal can only be estimated inconsistently (non-zero asymptotic variance). Practical usage of the results are demonstrated through the analysis of 1) networks with multiple sensors and 2) bandwidth limited networks communicating only quantized observations.
 Data fusion is a process dealing with the association, correlation, and combination of data and information from multiple sources to achieve refined position and identity estimates. We consider the registration problem, which is a prerequisite process of a data fusion system to accurately estimate and correct systematic errors. An exact maximum likelihood (EML) algorithm for registration is presented. The algorithm is implemented using a recursive two-step optimization that involves a modified Gauss-Newton procedure to ensure fast convergence. Statistical performance of the algorithm is also investigated, including its consistency and efficiency discussions. In particular, the explicit formulas for both the asymptotic covariance and the Cramer-Rao bound (CRB) are derived. Finally, simulated and real-life multiple radar data are used to evaluate the performance of the proposed algorithm. The authors describe the application of the unbiased sequential analysis algorithm developed by Dee and da Silva to the Goddard Earth Observing System moisture analysis. The algorithm estimates the slowly varying, systematic component of model error from rawinsonde observations and adjusts the first-guess moisture field accordingly. Results of two seasonal data assimilation cycles show that moisture analysis bias is almost completely eliminated in all observed regions. The improved analyses cause a sizable reduction in the 6-h forecast bias and a marginal improvement in the error standard deviations. Abstract A methodology for model error estimation is proposed and examined in this study. It provides estimates of the dynamical model state, the bias, and the empirical parameters by combining three approaches: 1) ensemble data assimilation, 2) state augmentation, and 3) parameter and model bias estimation. Uncertainties of these estimates are also determined, in terms of the analysis and forecast error covariances, employing the same methodology. The model error estimation approach is evaluated in application to Korteweg–de Vries–Burgers (KdVB) numerical model within the framework of maximum likelihood ensemble filter (MLEF). Experimental results indicate improved filter performance due to model error estimation. The innovation statistics also indicate that the estimated uncertainties are reliable. On the other hand, neglecting model errors—either in the form of an incorrect model parameter, or a model bias—has detrimental effects on data assimilation, in some cases resulting in filter divergence. Altho... Wireless sensor networks are deployed for the purpose of sensing and monitoring an area of interest. Sensors in the sensor network can suffer from both random and systematic bias problems. Even when the sensors are properly calibrated at the time of their deployment, they develop drift in their readings leading to erroneous inferences being made by the network. The drift in this context is defined as a slow, unidirectional, long-term change in the sensor measurements. In this paper we present a novel algorithm for detecting and correcting sensors drifts by utilising the spatio-temporal correlation between neigbouring sensors. Based on the assumption that neighbouring sensors have correlated measurements and that the instantiation of drift in a sensor is uncorrelated with other sensors, each sensor runs a support vector regression algorithm on its neigbourspsila corrected readings to obtain a predicted value for its measurements. It then uses this predicted data to self-assess its measurement and detect and correct its drift using a Kalman filter. The algorithm is run recursively and is totally decentralized. We demonstrate using real data obtained from the Intel Berkeley Laboratory that our algorithm successfully suppresses drifts developed in sensors and thereby prolongs the effective lifetime of the network. Wireless sensor networks are deployed for the purpose of monitoring an area of interest. Even when the sensors are properly calibrated at the time of deployment, they develop drift in their readings leading to erroneous network inferences. Based on the assumption that neighbouring sensors have correlated measurements and that the instantiations of drifts in sensors are uncorrelated, the authors present a novel algorithm for detecting and correcting sensor measurement errors. The authors use statistical modelling rather than physical relations to model the spatio-temporal cross-correlations among sensors. This in principle makes the framework presented applicable to most sensing problems. Each sensor in the network trains a support vector regression algorithm on its neighbours' corrected readings to obtain a predicted value for its future measurements. This phase is referred to here as the training phase. In the running phase, the predicted measurements are used by each node, in a recursive decentralised fashion, to self-assess its measurement and to detect and correct its drift and random error using an unscented Kalman filter. No assumptions regarding the linearity of drift or the density (closeness) of sensor deployment are made. The authors also demonstrate using real data obtained from the Intel Berkeley Research Laboratory that the proposed algorithm successfully suppresses drifts developed in sensors and thereby prolongs the effective lifetime of the network.