A diffusion rls scheme for distributed estimation over adaptive networks

We consider the problem of distributed estimation in 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 ene...

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Bibliographic Details
Published in2007 IEEE 8th Workshop on Signal Processing Advances in Wireless Communications pp. 1 - 5
Main Authors Cattivelli, F.S., Lopes, C.G., Sayed, A.H.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.06.2007
Subjects
Adaptive systems
Collaboration
Covariance matrix
Electric variables measurement
Length measurement
Noise measurement
Performance analysis
Resonance light scattering
Time measurement
Topology
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ISBN9781424409549
1424409543
ISSN1948-3244
DOI10.1109/SPAWC.2007.4401393

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Summary:We consider the problem of distributed estimation in 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. 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.
ISBN:9781424409549
1424409543
ISSN:1948-3244
DOI:10.1109/SPAWC.2007.4401393