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This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…

Optimization and Control · Mathematics 2016-10-20 Anit Kumar Sahu , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii

This paper proposes distributed adaptive algorithms based on the conjugate gradient (CG) method and the diffusion strategy for parameter estimation over sensor networks. We present sparsity-aware conventional and modified distributed CG…

Information Theory · Computer Science 2015-11-23 Rodrigo C. de Lamare

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation…

Systems and Control · Computer Science 2015-07-27 Wael M. Bazzi , Amir Rastegarnia , Azam Khalili

This paper studies the distributed adaptiveestimation problems for stochastic large regression modelswith an infinite number of parameters. By constructing a re-cursive local cost function, we propose a novel distributedrecursive least…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Die Gan , Siyu Xie , Zhixin Liu , Xuebo Zhang

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Channel state information (CSI) is very crucial for any wireless communication systems. Typically, CSI can be characterized at the receiver side using channel impulse response (CIR). Many observations have shown that the CIR of broadband…

Signal Processing · Electrical Eng. & Systems 2018-12-12 Ahmed M. Abd El-Moaty , Azzedine Zerguine

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…

Other Statistics · Statistics 2012-06-20 Mudassir Masood , Tareq Al-Naffouri

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

Broadband signal transmission over frequency-selective fading channel often requires accurate channel state information at receiver. One of the most attracting adaptive channel estimation methods is least mean square (LMS) algorithm.…

Information Theory · Computer Science 2013-04-16 Guan Gui , Abolfazl Mehbodniya , Fumiyuki Adachi

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero