CSpace  > 国家数学与交叉科学中心
ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION
Xie, Siyu1,2; Guo, Lei1,2
2018
Source PublicationSIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN0363-0129
Volume56Issue:5Pages:3404-3431
AbstractA distributed adaptive filter can estimate an unknown signal of interest by a set of sensors working cooperatively, when any individual sensor cannot fulfill the filtering task due to lack of necessary information condition. This paper considers these kinds of filtering problems and focuses on a class of consensus normalized least mean squares-based algorithms. A general and weakest possible cooperative information condition is introduced to guarantee the stability of these kinds of adaptive filters, without resorting to commonly used but stringent conditions such as independence and stationarity of the system signals, which makes our theory applicable to feedback systems. Moreover, this general information condition is shown to be not only sufficient but also necessary for stability of the adaptive filters for a large class of random signals with decaying dependence. We further show that the mean square tracking error matrix can be approximately calculated by a linear deterministic difference matrix equation that can be easily evaluated and analyzed.
Keyworddistributed adaptive filter consensus algorithm least mean squares information condition stochastic stability tracking performance
DOI10.1137/16M1106791
Language英语
Funding ProjectNational Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[61227902]
WOS Research AreaAutomation & Control Systems ; Mathematics
WOS SubjectAutomation & Control Systems ; Mathematics, Applied
WOS IDWOS:000448810200011
PublisherSIAM PUBLICATIONS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31695
Collection国家数学与交叉科学中心
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Xie, Siyu,Guo, Lei. ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2018,56(5):3404-3431.
APA Xie, Siyu,&Guo, Lei.(2018).ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,56(5),3404-3431.
MLA Xie, Siyu,et al."ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 56.5(2018):3404-3431.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Xie, Siyu]'s Articles
[Guo, Lei]'s Articles
Baidu academic
Similar articles in Baidu academic
[Xie, Siyu]'s Articles
[Guo, Lei]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Xie, Siyu]'s Articles
[Guo, Lei]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.