Diffusion Adaptation Strategies for Distributed Estimation over Gaussian Markov Random Fields

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The proposed methods incorporate prior information about the statistical dependency among observations, while at the same time processing data in real-time and in a fully decentralized manner. A detailed mean-square analysis is carried out in order to prove stability and evaluate the steady-state performance of the proposed strategies. Finally, we also illustrate how the proposed techniques can be easily extended in order to incorporate thresholding operators for sparsity recovery applications. Numerical results show the potential advantages of using such techniques for distributed learning in adaptive networks deployed over GMRF.Comment: Submitted to IEEE Transactions on Signal Processing. arXiv admin note: text overlap with arXiv:1206.309

Dynamic Topology Adaptation Based on Adaptive Link Selection Algorithms for Distributed Estimation

This paper presents adaptive link selection algorithms for distributed estimation and considers their application to wireless sensor networks and smart grids. In particular, exhaustive search--based least--mean--squares(LMS)/recursive least squares(RLS) link selection algorithms and sparsity--inspired LMS/RLS link selection algorithms that can exploit the topology of networks with poor--quality links are considered. The proposed link selection algorithms are then analyzed in terms of their stability, steady--state and tracking performance, and computational complexity. In comparison with existing centralized or distributed estimation strategies, key features of the proposed algorithms are: 1) more accurate estimates and faster convergence speed can be obtained; and 2) the network is equipped with the ability of link selection that can circumvent link failures and improve the estimation performance. The performance of the proposed algorithms for distributed estimation is illustrated via simulations in applications of wireless sensor networks and smart grids.Comment: 14 figure