ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION

doi:10.1137/16M1106791

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	ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION
	Xie, Siyu 1,2; Guo, Lei1,2
	2018
发表期刊	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN	0363-0129
卷号	56 期号:5 页码:3404-3431
摘要	A 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.
关键词	distributed adaptive filter consensus algorithm least mean squares information condition stochastic stability tracking performance
DOI	10.1137/16M1106791
语种	英语
资助项目	National Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[61227902]
WOS研究方向	Automation & Control Systems ; Mathematics
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:000448810200011
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31695
专题	国家数学与交叉科学中心
通讯作者	Xie, Siyu
作者单位	1.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
推荐引用方式 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.