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Diffusion recursive least-squares for distributed estimation over adaptive networks

Open access
Cattivelli, F.S., Lopes, C.G., Sayed, A.H.·2008·IEEE Transactions on Signal Processing

Abstract

We study the problem of distributed estimation over adaptive networks where a collection of nodes are required to estimate in a collaborative manner some parameter of interest from their measurements. The centralized solution to the problem uses a fusion center, thus, requiring a large amount of energy for communication. Incremental strategies that obtain the global solution have been proposed, but they require the definition of a cycle through the network. We propose a diffusion recursive least-squares algorithm where nodes need to communicate only with their closest neighbors. The algorithm has no topology constraints, and requires no transmission or inversion of matrices, therefore saving in communications and complexity. We show that the algorithm is stable and analyze its performance comparing it to the centralized global solution. We also show how to select the combination weights optimally.

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Metadata

Authors
Cattivelli, F. S., Lopes, C. G., & Sayed, A. H.
Venue
IEEE Transactions on Signal Processing
Published
2008-05
Volume
56
Issue
5
Pages
1865-1877
ISSN
  • 1053-587X (ISSN-L)
  • 1941-0476
OpenAlex
W2119434824
Cited by
623
References
20
FWCI
27.31
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Diffusion recursive least-squares for distributed estimation over adaptive networks. https://app.cochat.ai/papers/10.1109/tsp.2007.913164
The paper
Cattivelli, F. S., Lopes, C. G., & Sayed, A. H. (2008). Diffusion recursive least-squares for distributed estimation over adaptive networks. IEEE Transactions on Signal Processing. https://doi.org/10.1109/tsp.2007.913164

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.