  We show that the sensor self-localization problem can be cast as a static
parameter estimation problem for Hidden Markov Models and we implement fully
decentralized versions of the Recursive Maximum Likelihood and on-line
Expectation-Maximization algorithms to localize the sensor network
simultaneously with target tracking. For linear Gaussian models, our algorithms
can be implemented exactly using a distributed version of the Kalman filter and
a novel message passing algorithm. The latter allows each node to compute the
local derivatives of the likelihood or the sufficient statistics needed for
Expectation-Maximization. In the non-linear case, a solution based on local
linearization in the spirit of the Extended Kalman Filter is proposed. In
numerical examples we demonstrate that the developed algorithms are able to
learn the localization parameters.

Optimization and Control;Distributed, Parallel, and Cluster Computing;Systems and Control;Applications