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This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

This paper is concerned with distributed limited memory prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local limited memory…

Other Computer Science · Computer Science 2010-02-18 Ha-ryong Song , Vladimir Shin

Noise problems in signals have gained huge attention due to the need of noise-free output signal in numerous communication systems. The principal of adaptive noise cancellation is to acquire an estimation of the unwanted interfering signal…

Other Computer Science · Computer Science 2011-04-12 Lilatul Ferdouse , Nasrin Akhter , Tamanna Haque Nipa , Fariha Tasmin Jaigirdar

In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-08 Reza Arablouei , Stefan Werner , Kutluyıl Doğançay , Yih-Fang Huang

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

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

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

This paper considers distributed estimation of linear systems when the state observations are corrupted with Gaussian noise of unbounded support and under possible random adversarial attacks. We consider sensors equipped with single…

Systems and Control · Electrical Eng. & Systems 2021-05-25 Mohammadreza Doostmohammadian , Themistoklis Charalambous , Miadreza Shafie-khah , Nader Meskin , Usman A. Khan

In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…

Signal Processing · Electrical Eng. & Systems 2019-08-27 Sihai Guan , Chun Meng , Bharat Biswal

Model averaging methods have become an increasingly popular tool for improving predictions and dealing with model uncertainty, especially in Bayesian settings. Recently, frequentist model averaging methods such as information theoretic and…

Econometrics · Economics 2024-04-18 Kevin Huynh

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating…

Numerical Analysis · Mathematics 2022-10-21 Yajie Yu , Hanyu Li

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

Learning the relationships between various entities from time-series data is essential in many applications. Gaussian graphical models have been studied to infer these relationships. However, existing algorithms process data in a batch at a…

Machine Learning · Computer Science 2021-10-04 Tong Yao , Shreyas Sundaram

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

Recently, distributed active noise control systems based on diffusion adaptation have attracted significant research interest due to their balance between computational complexity and stability compared to conventional centralized and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-12-29 Tianyou Li , Hongji Duan , Sipei Zhao , Jing Lu , Ian S. Burnett

We develop cloud-assisted remote sensing techniques for enabling distributed consensus estimation of unknown parameters in a given geographic area. We first propose a distributed sensor network virtualization algorithm that searches for,…

Networking and Internet Architecture · Computer Science 2015-01-16 Sherif Abdelwahab , Bechir Hamdaoui , Mohsen Guizani