Performance Analysis of the Decentralized Eigendecomposition and ESPRIT Algorithm
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Abstract: In this paper, we consider performance analysis of the decentralized power method for the eigendecomposition of the sample covariance matrix based on the averaging consensus protocol. An analytical expression of the second order statistics of the eigenvectors obtained from the decentralized power method which is required for computing the mean square error (MSE) of subspace-based estimators is presented. We show that the decentralized power method is not an asymptotically consistent estimator of the eigenvectors of the true measurement covariance matrix unless the averaging consensus protocol is carried out over an infinitely large number of iterations. Moreover, we introduce the decentralized ESPRIT algorithm which yields fully decentralized direction-of-arrival (DOA) estimates. Based on the performance analysis of the decentralized power method, we derive an analytical expression of the MSE of DOA estimators using the decentralized ESPRIT algorithm. The validity of our asymptotic results is demonstrated by simulations.
Cited in
(4)- scientific article; zbMATH DE number 7626753 (Why is no real title available?)
- scientific article; zbMATH DE number 2219205 (Why is no real title available?)
- A decentralized algorithm for spectral analysis
- Enhancements of communication-efficient distributed statistical inference and its privacy preservation
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