Diffusion Adaptation Strategies for Distributed Estimation Over Gaussian Markov Random Fields

DOI10.1109/TSP.2014.2356433MaRDI QIDQ4579558zbMATH OpenFDO

Authors Paolo Di Lorenzo

Publication date 22 August 2018

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

Full work available at URL https://arxiv.org/abs/1407.3698

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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.

Cited in

(4)

• Distributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurements
• Diffusion recursive least-squares for distributed estimation over adaptive networks
• Diffusion-Based Distributed Parameter Estimation Through Directed Graphs With Switching Topology: Application of Dynamic Regressor Extension and Mixing
• Diffusion-Based Adaptive Distributed Detection: Steady-State Performance in the Slow Adaptation Regime

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