ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION
Xie, Siyu1,2; Guo, Lei1,2
刊名SIAM JOURNAL ON CONTROL AND OPTIMIZATION
2018
卷号56期号:5页码:3404-3431
关键词distributed adaptive filter consensus algorithm least mean squares information condition stochastic stability tracking performance
ISSN号0363-0129
DOI10.1137/16M1106791
英文摘要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.
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
语种英语
出版者SIAM PUBLICATIONS
WOS记录号WOS:000448810200011
内容类型期刊论文
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31694]  
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
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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.
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