Diffusion Adaptation Strategies for Distributed Estimation Over Gaussian Markov Random Fields
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Publication:4579558
DOI10.1109/TSP.2014.2356433zbMATH Open1394.94156arXiv1407.3698MaRDI QIDQ4579558FDOQ4579558
Authors: Paolo Di Lorenzo 
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The proposed methods incorporate prior information about the statistical dependency among observations, while at the same time processing data in real-time and in a fully decentralized manner. A detailed mean-square analysis is carried out in order to prove stability and evaluate the steady-state performance of the proposed strategies. Finally, we also illustrate how the proposed techniques can be easily extended in order to incorporate thresholding operators for sparsity recovery applications. Numerical results show the potential advantages of using such techniques for distributed learning in adaptive networks deployed over GMRF.
Full work available at URL: https://arxiv.org/abs/1407.3698
Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cited In (4)
- Diffusion recursive least-squares for distributed estimation over adaptive networks
- Diffusion-Based Adaptive Distributed Detection: Steady-State Performance in the Slow Adaptation Regime
- Distributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurements
- Diffusion-Based Distributed Parameter Estimation Through Directed Graphs With Switching Topology: Application of Dynamic Regressor Extension and Mixing
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