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Diffusion Adaptation over Networks under Imperfect Information Exchange and Non-stationary Data
Adaptive networks rely on in-network and collaborative processing among
distributed agents to deliver enhanced performance in estimation and inference
tasks. Information is exchanged among the nodes, usually over noisy links. The
combination weights that are used by the nodes to fuse information from their
neighbors play a critical role in influencing the adaptation and tracking
abilities of the network. This paper first investigates the mean-square
performance of general adaptive diffusion algorithms in the presence of various
sources of imperfect information exchanges, quantization errors, and model
non-stationarities. Among other results, the analysis reveals that link noise
over the regression data modifies the dynamics of the network evolution in a
distinct way, and leads to biased estimates in steady-state. The analysis also
reveals how the network mean-square performance is dependent on the combination
weights. We use these observations to show how the combination weights can be
optimized and adapted. Simulation results illustrate the theoretical findings
and match well with theory.Comment: 36 pages, 7 figures, to appear in IEEE Transactions on Signal
Processing, June 201
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