TY - GEN
T1 - Consensus-based distributed recursive least-squares estimation using ad hoc wireless sensor networks
AU - Schizas, Ioannis D.
AU - Mateos, Gonzalo
AU - Giannakis, Georgios B.
PY - 2007
Y1 - 2007
N2 - Recursive least-squares (RLS) schemes are of paramount importance for online estimation and tracking of signals, especially when the state and/or data model are unknown. Here, a distributed RLS-like algorithm is developed that can operate in ad hoc wireless sensor networks (WSNs). The novel algorithm is obtained by writing the weighted squared-error cost associated with an RLS algorithm in a separable form and applying the alternating-direction method of multipliers to minimize it in a distributed fashion. This distributed adaptive scheme can be applied in general WSNs that are challenged by communication noise and do not necessarily possess a Hamiltonian cycle. Relative to competing alternatives, the novel algorithm offers more efficient communications. Numerical examples indicate that the proposed scheme is resilient to communication noise, while it performs efficient tracking of time-varying processes.
AB - Recursive least-squares (RLS) schemes are of paramount importance for online estimation and tracking of signals, especially when the state and/or data model are unknown. Here, a distributed RLS-like algorithm is developed that can operate in ad hoc wireless sensor networks (WSNs). The novel algorithm is obtained by writing the weighted squared-error cost associated with an RLS algorithm in a separable form and applying the alternating-direction method of multipliers to minimize it in a distributed fashion. This distributed adaptive scheme can be applied in general WSNs that are challenged by communication noise and do not necessarily possess a Hamiltonian cycle. Relative to competing alternatives, the novel algorithm offers more efficient communications. Numerical examples indicate that the proposed scheme is resilient to communication noise, while it performs efficient tracking of time-varying processes.
UR - http://www.scopus.com/inward/record.url?scp=50249175116&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=50249175116&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2007.4487236
DO - 10.1109/ACSSC.2007.4487236
M3 - Conference contribution
AN - SCOPUS:50249175116
SN - 9781424421107
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 386
EP - 390
BT - Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
T2 - 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
Y2 - 4 November 2007 through 7 November 2007
ER -