Then F
j
in (22) can be written in form F
j
= P
j
Q
j
where, for j = 1,.. ., p,
P
j
= U
F
j
r
j
Σ
F
j
r
j
, Q
j
= V
T
F
j
r
j
, (27)
or
P
j
= U
F
j
r
j
∈ R
m×r
j
, Q
j
= Σ
F
j
r
j
V
T
F
j
r
j
. (28)
Thus, we have proved the following.
Theorem 2. The models of the sensors and the fu-
sion center that satisfy (6) are given by matrices
Q
1
,... ,Q
p
and P = [P
1
,... ,P
p
], respectively, deter-
mined by (27) or (28).
2.2 Second Method: Direct Solution of
WSN Problem (4)
Here, we consider a way to determine models of the
sensors, Q
1
,... ,Q
p
, and the fusion center, P , for the
case when the orthogonal data converters, G
1
,... ,G
p
(see (6), Definition 1 and Lemma 1), are not used, i.e.
when Q
1
,...,Q
p
and P should satisfy (4).
In this case, similar to (9) and (10), we have
x− [P
1
... P
p
]
Q
1
(y
1
)
.
.
.
Q
p
(y
p
)
2
Ω
= kE
1/2
xx
k
2
− kE
xy
(E
1/2
yy
)
†
k
2
+kE
xy
(E
1/2
yy
)
†
− FE
1/2
yy
k
2
,
where, as before, for j = 1,. .., p, F
j
= P
j
Q
j
. Here,
the only term that depends on F
1
,... ,F
p
is
kE
xy
(E
1/2
yy
)
†
−[F
1
,... ,F
p
]E
1/2
uu
k
2
= kA−[F
1
,... ,F
p
]Ck
2
where A = E
xy
(E
1/2
yy
)
†
and C = E
1/2
yy
. Thus, problem
(4) is reduced to finding F
j
, for j = 1, .. ., p, that solve
min
F
1
,...,F
p
kA− [F
1
,... ,F
p
]Ck
2
(29)
subject to
rank F
1
≤ r
1
, ..., rank F
p
≤ r
p
. (30)
A difference from (13) is that in (29), matrix C is
not block-diagonal. In this general case, a solution
to problem (29)–(30), F
1
,... ,F
p
, follows from the ex-
tension of Theorem 1. This result will be provided at
the conference. Then, for j = 1,... , p, each matrix F
j
that satisfies (29)–(30) is presented in the form (27)
or (28).
Thus, in this case, the models of the sensors and
the fusion center that satisfy (4) are given by matrices
Q
1
,... ,Q
p
and P = [P
1
,... ,P
p
], respectively, deter-
mined by( 27) or (28) provided that F
1
,... ,F
p
solve
(29)–(30).
2.3 Third Method: Approximate
Solution of WSN Problem (4)
Here, we consider a method which represents a com-
promise between the first and second methods. In
(29), matrices A = [A
1
,... ,A
p
] and C can be repre-
sented in the form
A =
e
A
1
+ . .. +
e
A
p
and C = [C
T
1
,... ,C
T
p
]
T
, (31)
respectively, where
e
A
1
= [A
1
,O, .. .,O], .. .,
e
A
p
=
[O,. .. ,O, A
p
] and, for j = 1, ..., p, C
j
∈ R
n
j
×n
is a
block of C. Then
kA− [F
1
,... ,F
p
]Ck
2
≤
p
∑
j=1
k
e
A
j
−
p
∑
j=1
F
j
C
j
k
2
. (32)
The latter motivates finding models of the sensors,
Q
1
,... ,Q
p
, and the fusion center, P = [P
1
,... ,P
p
], in
the form F
1
= P
1
Q
1
,... ,F
p
= P
p
Q
p
, where F
1
,... ,F
p
are determined from p individual problems of finding
F
j
, for j = 1, .. ., p, that solves
min
F
j
k
e
A
j
− F
j
C
j
k
2
with rank F
j
≤ r
j
. (33)
A direct comparison with (14) shows that the problem
in (33) is different from that in (14). This is because,
for j = 1,..., p, matrices A
j
, C
j j
and
e
A
j
, C
j
are dif-
ferent. Nevertheless, formally, the problems in (14)
and (33) are similar. Therefore, the solution of (33))
is given in the form (22) where the notation should be
changed in accordance with that in (31)–(33).
As a result, the following theorem is true.
Theorem 3. The models of the sensors and the fu-
sion center of the WSN that approximate the opti-
mal models are given by matrices Q
1
,... ,Q
p
and
P = [P
1
,... ,P
p
] determined by (27) or (28), where A
j
andC
j j
must be replaced with
e
A
j
andC
j
, respectively.
REFERENCES
Friedland, S. and Torokhti, A. (2007). Generalized rankcon-
strained matrix approximations. SIAM J. Matrix Anal.
Appl., 29:656659.
Torokhti, A. and Friedland, S. (2009). Towards theory of
generic principal component analysis. J. Multivariate
Analysis, 100:661669.
Vaseghi, S. V. (2007). Multimedia signal processing: the-
ory and applications in speech, music and communi-
cations. John Wiley and Sons.
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