Distributed Linear Parameter Estimation: Asymptotically Efficient Adaptive Strategies

DOI10.1137/110848396zbMath1272.93112arXiv1109.4960MaRDI QIDQ2848581

Soummya Kar, José M. F. Moura, H. Vincent Poor

Publication date: 26 September 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.4960

zbMATH Keywords

stochastic approximation; adaptive algorithms; multiagent systems; asymptotically efficient; distributed estimation; mixed time-scale

Mathematics Subject Classification ID

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

93E35: Stochastic learning and adaptive control

94A13: Detection theory in information and communication theory

68T42: Agent technology and artificial intelligence

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