Diffusion LMS Strategies for Distributed Estimation

We consider the problem of distributed estimation, where a set of nodes is required to collectively estimate some parameter of interest from noisy measurements. The problem is useful in several contexts including wireless and sensor networks, where scalability, robustness, and low power consumption are desirable features. Diffusion cooperation schemes have been shown to provide good performance, robustness to node and link failure, and are amenable to distributed implementations. In this work we focus on diffusion-based adaptive solutions of the LMS type. We motivate and propose new versions of the diffusion LMS algorithm that outperform previous solutions. We provide performance and convergence analysis of the proposed algorithms, together with simulation results comparing with existing techniques. We also discuss optimization schemes to design the diffusion LMS weights.

[1]  Magno T. M. Silva,et al.  Convex Combination of Adaptive Filters with Different Tracking Capabilities , 2007, 2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07.

[2]  D. Bertsekas,et al.  Incremental subgradient methods for nondifferentiable optimization , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[3]  Ali H. Sayed,et al.  A unified approach to the steady-state and tracking analyses of adaptive filters , 2001, IEEE Trans. Signal Process..

[4]  Ali H. Sayed,et al.  Mean-square performance of a convex combination of two adaptive filters , 2006, IEEE Transactions on Signal Processing.

[5]  C. G. Lopes,et al.  A diffusion rls scheme for distributed estimation over adaptive networks , 2007, 2007 IEEE 8th Workshop on Signal Processing Advances in Wireless Communications.

[6]  Yonggang Zhang,et al.  Convex Combination of Adaptive Filters for a Variable Tap-Length LMS Algorithm , 2006, IEEE Signal Processing Letters.

[7]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[8]  Ali H. Sayed,et al.  Adaptive Filters , 2008 .

[9]  Ali H. Sayed,et al.  Distributed processing over adaptive networks , 2007, 2007 9th International Symposium on Signal Processing and Its Applications.

[10]  Tareq Y. Al-Naffouri,et al.  Transient analysis of data-normalized adaptive filters , 2003, IEEE Trans. Signal Process..

[11]  Isao Yamada,et al.  Diffusion least-mean squares with adaptive combiners , 2009, 2009 IEEE International Conference on Acoustics, Speech and Signal Processing.

[12]  R. Stephenson A and V , 1962, The British journal of ophthalmology.

[13]  Gregory J. Pottie,et al.  Instrumenting the world with wireless sensor networks , 2001, 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.01CH37221).

[14]  Milos S. Stankovic,et al.  Decentralized Parameter Estimation by Consensus Based Stochastic Approximation , 2011, IEEE Trans. Autom. Control..

[15]  Stephen P. Boyd,et al.  Fast linear iterations for distributed averaging , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[16]  H.C. Papadopoulos,et al.  Locally constructed algorithms for distributed computations in ad-hoc networks , 2004, Third International Symposium on Information Processing in Sensor Networks, 2004. IPSN 2004.

[17]  Ali H. Sayed,et al.  Linear Estimation (Information and System Sciences Series) , 2000 .

[18]  Ali H. Sayed,et al.  Distributed Adaptive Incremental Strategies: Formulation and Performance Analysis , 2006, 2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings.

[19]  Ali H. Sayed,et al.  Distributed adaptive learning mechanisms , 2009 .

[20]  Ali H. Sayed,et al.  Incremental Adaptive Strategies Over Distributed Networks , 2007, IEEE Transactions on Signal Processing.

[21]  Ali H. Sayed,et al.  Diffusion Least-Mean Squares Over Adaptive Networks: Formulation and Performance Analysis , 2008, IEEE Transactions on Signal Processing.

[22]  Ali H. Sayed,et al.  Diffusion Strategies for Distributed Kalman Filtering and Smoothing , 2010, IEEE Transactions on Automatic Control.

[23]  Ali H. Sayed,et al.  Multi-level diffusion adaptive networks , 2009, 2009 IEEE International Conference on Acoustics, Speech and Signal Processing.

[24]  Ali H. Sayed,et al.  Diffusion mechanisms for fixed-point distributed Kalman smoothing , 2008, 2008 16th European Signal Processing Conference.

[25]  Stephen P. Boyd,et al.  A space-time diffusion scheme for peer-to-peer least-squares estimation , 2006, 2006 5th International Conference on Information Processing in Sensor Networks.

[26]  Ali H. Sayed,et al.  Fundamentals Of Adaptive Filtering , 2003 .

[27]  J.N. Tsitsiklis,et al.  Convergence in Multiagent Coordination, Consensus, and Flocking , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[28]  Ioannis D. Schizas,et al.  Distributed LMS for Consensus-Based In-Network Adaptive Processing , 2009, IEEE Transactions on Signal Processing.

[29]  Ali H. Sayed,et al.  Adaptive Processing over Distributed Networks , 2007, IEICE Trans. Fundam. Electron. Commun. Comput. Sci..

[30]  Stephen P. Boyd,et al.  A scheme for robust distributed sensor fusion based on average consensus , 2005, IPSN 2005. Fourth International Symposium on Information Processing in Sensor Networks, 2005..

[31]  A. Nedić,et al.  Stochastic Incremental Gradient Descent for Estimation in Sensor Networks , 2007, 2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers.

[32]  Ali H. Sayed,et al.  Diffusion recursive least-squares for distributed estimation over adaptive networks , 2008, IEEE Transactions on Signal Processing.

[33]  Ali H. Sayed,et al.  Diffusion strategies for distributed Kalman filtering: formulation and performance analysis , 2008 .