193 research outputs found
Diffusion recursive least squares algorithm based on triangular decomposition
In this paper, diffusion strategies used by QR-decomposition based on recursive least squares algorithm (DQR-RLS) and the sign version of DQR-RLS algorithm (DQR-sRLS) are introduced for distributed networks. In terms of the QR-decomposition method and Cholesky factorization, a modified Kalman vector is given adaptively with the help of unitary rotation that can decrease the complexity from inverse autocorrelation matrix to vector. According to the diffusion strategies, combine-then-adapt (CTA) and adapt-then-combine (ATC) based on DQR-RLS and DQR-sRLS algorithms are proposed with the combination and adaptation steps. To minimize the cost function, diffused versions of CTA-DQR-RLS, ATC-DQR-RLS, CTA-DQR-sRLS and ATC-DiQR-sRLS algorithms are compared. Simulation results depict that the proposed DQR-RLS-based and DQR-sRLS-based algorithms can clearly achieve the better performance than the standard combine-then-adapt-diffusion RLS (CTA-DRLS) and ATC-DRLS mechanisms
Distributed Learning for Stochastic Generalized Nash Equilibrium Problems
This work examines a stochastic formulation of the generalized Nash
equilibrium problem (GNEP) where agents are subject to randomness in the
environment of unknown statistical distribution. We focus on fully-distributed
online learning by agents and employ penalized individual cost functions to
deal with coupled constraints. Three stochastic gradient strategies are
developed with constant step-sizes. We allow the agents to use heterogeneous
step-sizes and show that the penalty solution is able to approach the Nash
equilibrium in a stable manner within , for small step-size
value and sufficiently large penalty parameters. The operation
of the algorithm is illustrated by considering the network Cournot competition
problem
Adaptive diffusion schemes for heterogeneous networks
In this paper, we deal with distributed estimation problems in diffusion networks with heterogeneous nodes, i.e., nodes that either implement different adaptive rules or differ in some other aspect such as the filter structure or length, or step size. Although such heterogeneous networks have been considered from the first works on diffusion networks, obtaining practical and robust schemes to adaptively adjust the combiners in different scenarios is still an open problem. In this paper, we study a diffusion strategy specially designed and suited to heterogeneous networks. Our approach is based on two key ingredients: 1) the adaptation and combination phases are completely decoupled, so that network nodes keep purely local estimations at all times and 2) combiners are adapted to minimize estimates of the network mean-square-error. Our scheme is compared with the standard adapt-Then-combine scheme and theoretically analyzed using energy conservation arguments. Several experiments involving networks with heterogeneous nodes show that the proposed decoupled adapt-Then-combine approach with adaptive combiners outperforms other state-of-The-Art techniques, becoming a competitive approach in these scenarios
Distributed Active Noise Control System Based on a Block Diffusion FxLMS Algorithm with Bidirectional Communication
Recently, distributed active noise control systems based on diffusion
adaptation have attracted significant research interest due to their balance
between computational complexity and stability compared to conventional
centralized and decentralized adaptation schemes. However, the existing
diffusion FxLMS algorithm employs node-specific adaptation and
neighborhood-wide combination, and assumes that the control filters of neighbor
nodes are similar to each other. This assumption is not true in practical
applications, and it leads to inferior performance to the centralized
controller approach. In contrast, this paper proposes a Block Diffusion FxLMS
algorithm with bidirectional communication, which uses neighborhood-wide
adaptation and node-specific combination to update the control filters.
Simulation results validate that the proposed algorithm converges to the
solution of the centralized controller with reduced computational burden
Distributed Coupled Multi-Agent Stochastic Optimization
This work develops effective distributed strategies for the solution of
constrained multi-agent stochastic optimization problems with coupled
parameters across the agents. In this formulation, each agent is influenced by
only a subset of the entries of a global parameter vector or model, and is
subject to convex constraints that are only known locally. Problems of this
type arise in several applications, most notably in disease propagation models,
minimum-cost flow problems, distributed control formulations, and distributed
power system monitoring. This work focuses on stochastic settings, where a
stochastic risk function is associated with each agent and the objective is to
seek the minimizer of the aggregate sum of all risks subject to a set of
constraints. Agents are not aware of the statistical distribution of the data
and, therefore, can only rely on stochastic approximations in their learning
strategies. We derive an effective distributed learning strategy that is able
to track drifts in the underlying parameter model. A detailed performance and
stability analysis is carried out showing that the resulting coupled diffusion
strategy converges at a linear rate to an neighborhood of the true
penalized optimizer
Distributed Diffusion-Based LMS for Node-Specific Adaptive Parameter Estimation
A distributed adaptive algorithm is proposed to solve a node-specific
parameter estimation problem where nodes are interested in estimating
parameters of local interest, parameters of common interest to a subset of
nodes and parameters of global interest to the whole network. To address the
different node-specific parameter estimation problems, this novel algorithm
relies on a diffusion-based implementation of different Least Mean Squares
(LMS) algorithms, each associated with the estimation of a specific set of
local, common or global parameters. Coupled with the estimation of the
different sets of parameters, the implementation of each LMS algorithm is only
undertaken by the nodes of the network interested in a specific set of local,
common or global parameters. The study of convergence in the mean sense reveals
that the proposed algorithm is asymptotically unbiased. Moreover, a
spatial-temporal energy conservation relation is provided to evaluate the
steady-state performance at each node in the mean-square sense. Finally, the
theoretical results and the effectiveness of the proposed technique are
validated through computer simulations in the context of cooperative spectrum
sensing in Cognitive Radio networks.Comment: 13 pages, 6 figure
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