Stability of Distributed LMS Under Cooperative Stochastic Excitation

被引:0
|
作者
Xie, Siyu [1 ]
Guo, Lei [1 ]
机构
[1] Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China
来源
2015 34TH CHINESE CONTROL CONFERENCE (CCC) | 2015年
关键词
Distributed LMS algorithm; Cooperative stochastic excitation; L-p-exponentially stability; TRACKING ALGORITHMS; STRATEGIES; CONSENSUS; NETWORKS;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Distributed estimation algorithms can estimate a dynamic process of interest by a set of estimators cooperatively, when any individual estimator cannot. The paper considers this kind of problems and focuses on a class of distributed least mean-square(LMS) algorithms in discrete time. Stability analysis will be provided under a weakest possible cooperative stochastic excitation condition. We remark that the stringent conditions such as independency and stationarity that have been used in almost all the existing literatures are no longer used in this paper. In addition, a simulation result comparing with the non-cooperative LMS algorithm will be provided to show the advantage of the distributed LMS algorithm studied in the paper.
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收藏
页码:7445 / 7450
页数:6
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