972 research outputs found
Distributed Recursive Least-Squares: Stability and Performance Analysis
The recursive least-squares (RLS) algorithm has well-documented merits for
reducing complexity and storage requirements, when it comes to online
estimation of stationary signals as well as for tracking slowly-varying
nonstationary processes. In this paper, a distributed recursive least-squares
(D-RLS) algorithm is developed for cooperative estimation using ad hoc wireless
sensor networks. Distributed iterations are obtained by minimizing a separable
reformulation of the exponentially-weighted least-squares cost, using the
alternating-minimization algorithm. Sensors carry out reduced-complexity tasks
locally, and exchange messages with one-hop neighbors to consent on the
network-wide estimates adaptively. A steady-state mean-square error (MSE)
performance analysis of D-RLS is conducted, by studying a stochastically-driven
`averaged' system that approximates the D-RLS dynamics asymptotically in time.
For sensor observations that are linearly related to the time-invariant
parameter vector sought, the simplifying independence setting assumptions
facilitate deriving accurate closed-form expressions for the MSE steady-state
values. The problems of mean- and MSE-sense stability of D-RLS are also
investigated, and easily-checkable sufficient conditions are derived under
which a steady-state is attained. Without resorting to diminishing step-sizes
which compromise the tracking ability of D-RLS, stability ensures that per
sensor estimates hover inside a ball of finite radius centered at the true
parameter vector, with high-probability, even when inter-sensor communication
links are noisy. Interestingly, computer simulations demonstrate that the
theoretical findings are accurate also in the pragmatic settings whereby
sensors acquire temporally-correlated data.Comment: 30 pages, 4 figures, submitted to IEEE Transactions on Signal
Processin
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
Multitask Diffusion Adaptation over Networks
Adaptive networks are suitable for decentralized inference tasks, e.g., to
monitor complex natural phenomena. Recent research works have intensively
studied distributed optimization problems in the case where the nodes have to
estimate a single optimum parameter vector collaboratively. However, there are
many important applications that are multitask-oriented in the sense that there
are multiple optimum parameter vectors to be inferred simultaneously, in a
collaborative manner, over the area covered by the network. In this paper, we
employ diffusion strategies to develop distributed algorithms that address
multitask problems by minimizing an appropriate mean-square error criterion
with -regularization. The stability and convergence of the algorithm in
the mean and in the mean-square sense is analyzed. Simulations are conducted to
verify the theoretical findings, and to illustrate how the distributed strategy
can be used in several useful applications related to spectral sensing, target
localization, and hyperspectral data unmixing.Comment: 29 pages, 11 figures, submitted for publicatio
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