Parallel and Distributed Computation: Numerical Methods
Parallel and Distributed Computation: Numerical Methods
A space-time diffusion scheme for peer-to-peer least-squares estimation
Proceedings of the 5th international conference on Information processing in sensor networks
Distributed LMS for consensus-based in-network adaptive processing
IEEE Transactions on Signal Processing
Diffusion Least-Mean Squares Over Adaptive Networks: Formulation and Performance Analysis
IEEE Transactions on Signal Processing - Part II
Diffusion Recursive Least-Squares for Distributed Estimation Over Adaptive Networks
IEEE Transactions on Signal Processing
Consensus in Ad Hoc WSNs With Noisy Links—Part I: Distributed Estimation of Deterministic Signals
IEEE Transactions on Signal Processing
Performance analysis of the consensus-based distributed LMS algorithm
EURASIP Journal on Advances in Signal Processing
Optimal decentralized Kalman filter and Lainiotis filter
Digital Signal Processing
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Recursive least-squares (RLS) schemes are of paramount importance for reducing complexity and memory requirements in estimating stationary signals as well as for tracking nonstationary processes, especially when the state and/or data model are not available and fast convergence rates are at a premium. To this end, a fully distributed (D-) RLS algorithm is developed for use by wireless sensor networks (WSNs) whereby sensors exchange messages with one-hop neighbors to consent on the network-wide estimates adaptively. The WSNs considered here do not necessarily possess a Hamiltonian cycle, while the inter-sensor links are challenged by communication noise. The novel algorithm is obtained after judiciously reformulating the exponentially-weighted least-squares cost into a separable form, which is then optimized via the alternating-direction method of multipliers. If powerful error control codes are utilized and communication noise is not an issue, D-RLS is modified to reduce communication overhead when compared to existing noise-unaware alternatives. Numerical simulations demonstrate that D-RLS can outperform existing approaches in terms of estimation performance and noise resilience, while it has the potential of performing efficient tracking.