Distributed incremental-based LMS for node-specific parameter estimation over adaptive networks

We introduce an adaptive distributed technique that is suitable for node-specific parameter estimation in an adaptive network where each node is interested in a set of parameters of local interest as well as a set of network global parameters. The estimation of each set of parameters of local interest is undertaken by a local Least Mean Squares (LMS) algorithm at each node. At the same time and coupled with the previous local estimation processes, an incremental mode of cooperation is implemented at all nodes in order to perform an LMS algorithm which estimates the parameters of global interest. In the steady state, the new distributed technique converges to the MMSE solution of a centralized processor that is able to process all the observations. To illustrate the effectiveness of the proposed technique we provide simulation results in the context of cooperative spectrum sensing in cognitive radio networks.

[1]  S. Haykin Adaptive Filters , 2007 .

[2]  Ali H. Sayed,et al.  Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks , 2011, IEEE Transactions on Signal Processing.

[3]  Marc Moonen,et al.  Distributed Adaptive Node-Specific Signal Estimation in Fully Connected Sensor Networks—Part I: Sequential Node Updating , 2010, IEEE Transactions on Signal Processing.

[4]  Ali H. Sayed Affine Projection Algorithm , 2008 .

[5]  Ali H. Sayed,et al.  Diffusion Strategies Outperform Consensus Strategies for Distributed Estimation Over Adaptive Networks , 2012, IEEE Transactions on Signal Processing.

[6]  Robert D. Nowak,et al.  Quantized incremental algorithms for distributed optimization , 2005, IEEE Journal on Selected Areas in Communications.

[7]  Ali H. Sayed,et al.  Distributed Estimation Over an Adaptive Incremental Network Based on the Affine Projection Algorithm , 2010, IEEE Transactions on Signal Processing.

[8]  Ali H. Sayed,et al.  Bio-inspired swarming for dynamic radio access based on diffusion adaptation , 2011, 2011 19th European Signal Processing Conference.

[9]  Marc Moonen,et al.  Distributed Adaptive Node-Specific Signal Estimation in Fully Connected Sensor Networks—Part II: Simultaneous and Asynchronous Node Updating , 2010, IEEE Transactions on Signal Processing.

[10]  A.H. Sayed,et al.  Distributed Recursive Least-Squares Strategies Over Adaptive Networks , 2006, 2006 Fortieth Asilomar Conference on Signals, Systems and Computers.

[11]  Ali H. Sayed,et al.  Diffusion Adaptation over Networks , 2012, ArXiv.

[12]  Richard M. Murray,et al.  Consensus problems in networks of agents with switching topology and time-delays , 2004, IEEE Transactions on Automatic Control.

[13]  Soummya Kar,et al.  Gossip Algorithms for Distributed Signal Processing , 2010, Proceedings of the IEEE.

[14]  Georgios B. Giannakis,et al.  Distributed Robust Power System State Estimation , 2012, IEEE Transactions on Power Systems.

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

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

[17]  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).

[18]  Dimitri P. Bertsekas,et al.  A New Class of Incremental Gradient Methods for Least Squares Problems , 1997, SIAM J. Optim..

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

[20]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[21]  Tongwen Chen,et al.  Hierarchical least squares identification methods for multivariable systems , 2005, IEEE Transactions on Automatic Control.

[22]  Ali H. Sayed,et al.  Distributed pareto-optimal solutions via diffusion adaptation , 2012, 2012 IEEE Statistical Signal Processing Workshop (SSP).

[23]  Sergios Theodoridis,et al.  Adaptive Robust Distributed Learning in Diffusion Sensor Networks , 2011, IEEE Transactions on Signal Processing.

[24]  Ioannis D. Schizas,et al.  Distributed Recursive Least-Squares for Consensus-Based In-Network Adaptive Estimation , 2009, IEEE Transactions on Signal Processing.

[25]  Ali H. Sayed,et al.  Diffusion LMS Strategies for Distributed Estimation , 2010, IEEE Transactions on Signal Processing.