Performance Limits for Distributed Estimation Over LMS Adaptive Networks

DOI10.1109/TSP.2012.2204985MaRDI QIDQ4574036zbMATH OpenOpenAlexFDO

Authors Xiaochuan Zhao, Ali H. Sayed

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.3728

Mathematics Subject Classification ID

Communication theory (94A05)

Abstract: In this work we analyze the mean-square performance of different strategies for distributed estimation over least-mean-squares (LMS) adaptive networks. The results highlight some useful properties for distributed adaptation in comparison to fusion-based centralized solutions. The analysis establishes that, by optimizing over the combination weights, diffusion strategies can deliver lower excess-mean-square-error than centralized solutions employing traditional block or incremental LMS strategies. We first study in some detail the situation involving combinations of two adaptive agents and then extend the results to generic N-node ad-hoc networks. In the later case, we establish that, for sufficiently small step-sizes, diffusion strategies can outperform centralized block or incremental LMS strategies by optimizing over left-stochastic combination weighting matrices. The results suggest more efficient ways for organizing and processing data at fusion centers, and present useful adaptive strategies that are able to enhance performance when implemented in a distributed manner.

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Cited in

(12)

• Robust variable step-size diffusion sign-error algorithm over adaptive networks
• An improved diffusion affine projection estimation algorithm for wireless sensor networks
• A class of diffusion proportionate subband adaptive filters for sparse system identification over distributed networks
• A noise-constrained algorithm for estimation over distributed networks
• Performance analysis of distributed adaptive filters
• Performance of Distributed Estimation Over Unknown Parallel Fading Channels
• Distributed LMS for Consensus-Based In-Network Adaptive Processing
• Performance Limit for Distributed Estimation Systems With Identical One-Bit Quantizers
• On Rate Requirements for Achieving the Centralized Performance in Distributed Estimation
• Networked estimation under contention‐based medium access
• Distributed adaptive clustering learning over time-varying multitask networks
• Performance analysis of quantized incremental LMS algorithm for distributed adaptive estimation

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