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This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Optimization and Control · Mathematics 2023-12-08 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

This paper presents a new approach to distributed linear filtering and prediction. The problem under consideration consists of a random dynamical system observed by a multi-agent network of sensors where the network is sparse. Inspired by…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Subhro Das

In this paper, we consider the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs (ARX) when both the system orders and parameters are unknown. We design distributed…

Systems and Control · Electrical Eng. & Systems 2021-10-20 Die Gan , Zhixin Liu

This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Methodology · Statistics 2026-02-05 Subhodeep Dey , Gopal K. Basak , Samarjit Das

We study mean estimation of a random vector $X$ in a distributed parameter-server-worker setup. Worker $i$ observes samples of $a_i^\top X$, where $a_i^\top$ is the $i$th row of a known sensing matrix $A$. The key challenges are adversarial…

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Rodrigo A. González , Cristian R. Rojas , Håkan Hjalmarsson

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

This work introduces a novel two-stage distributed framework to globally estimate constant parameters in a networked system, separating shared information from local estimation. The first stage uses dynamic average consensus to aggregate…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Ariana R. Mendez-Castillo , Rodrigo Aldana-Lopez , Antonio Ramirez-Trevino , Rosario Aragues , David Gomez-Gutierrez

This paper studies the event-triggered distributed fusion estimation problems for a class of nonlinear networked multisensor fusion systems without noise statistical characteristics. When considering the limited resource problems of two…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Rusheng Wang , Bo Chen , Zhongyao Hu , Li Yu

We address the distributed estimation of an unknown scalar parameter in Wireless Sensor Networks (WSNs). Sensor nodes transmit their noisy observations over multiple access channel to a Fusion Center (FC) that reconstructs the source…

Information Theory · Computer Science 2015-06-15 Mohammed F. A. Ahmed , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

A distributed estimation scheme where the sensors transmit with constant modulus signals over a multiple access channel is considered. The proposed estimator is shown to be strongly consistent for any sensing noise distribution in the…

Information Theory · Computer Science 2015-05-14 Cihan Tepedelenlioglu , Adarsh B. Narasimhamurthy

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…

Machine Learning · Computer Science 2018-08-01 Paolo Di Lorenzo , Paolo Banelli , Elvin Isufi , Sergio Barbarossa , Geert Leus

Distributed signal-processing algorithms in (wireless) sensor networks often aim to decentralize processing tasks to reduce communication cost and computational complexity or avoid reliance on a single device (i.e., fusion center) for…

Signal Processing · Electrical Eng. & Systems 2023-03-03 Matthias Blochberger , Filip Elvander , Randall Ali , Jan Østergaard , Jesper Jensen , Marc Moonen , Toon van Waterschoot

In this paper we study the distributed average consensus problem in multi-agent systems with directed communication links that are subject to quantized information flow. Specifically, we present and analyze a distributed averaging algorithm…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Apostolos I. Rikos , Christoforos N. Hadjicostis , Karl H. Johansson

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

Consider a network whose nodes have some initial values, and it is desired to design an algorithm that builds on neighbor to neighbor interactions with the ultimate goal of convergence to the average of all initial node values or to some…

Optimization and Control · Mathematics 2014-09-16 Mahmoud El Chamie , Ji Liu , Tamer Başar

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

While distributed parameter estimation has been extensively studied in the literature, little has been achieved in terms of robust analysis and tuning methods in the presence of disturbances. However, disturbances such as measurement noise…

Optimization and Control · Mathematics 2024-01-26 Nicolai Lorenz-Meyer , Juan G. Rueda-Escobedo , Jaime A. Moreno , Johannes Schiffer
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