Diffusion LMS Strategies for Distributed Estimation

We consider the problem of distributed estimation, where a set of nodes is required to collectively estimate some parameter of interest from noisy measurements. The problem is useful in several contexts including wireless and sensor networks, where scalability, robustness, and low power consumption are desirable features. Diffusion cooperation schemes have been shown to provide good performance, robustness to node and link failure, and are amenable to distributed implementations. In this work we focus on diffusion-based adaptive solutions of the LMS type. We motivate and propose new versions of the diffusion LMS algorithm that outperform previous solutions. We provide performance and convergence analysis of the proposed algorithms, together with simulation results comparing with existing techniques. We also discuss optimization schemes to design the diffusion LMS weights

Diffusion recursive least-squares for distributed estimation over adaptive networks

We study the problem of distributed estimation over adaptive networks where a collection of nodes are required to estimate in a collaborative manner some parameter of interest from their measurements. The centralized solution to the problem uses a fusion center, thus, requiring a large amount of energy for communication. Incremental strategies that obtain the global solution have been proposed, but they require the definition of a cycle through the network. We propose a diffusion recursive least-squares algorithm where nodes need to communicate only with their closest neighbors. The algorithm has no topology constraints, and requires no transmission or inversion of matrices, therefore saving in communications and complexity. We show that the algorithm is stable and analyze its performance comparing it to the centralized global solution. We also show how to select the combination weights optimally