A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation

作者：Wang Yuan; Tay Wee Peng; Hu Wuhua

来源：IEEE Journal of Selected Topics in Signal Processing, 2017, 11(3): 504-517.

DOI：10.1109/JSTSP.2017.2679339

• Cooperation weights
• diffusion strategy
• distributed estimation
• mean-square deviation
• multitask diffusion

We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-thencombine diffusion strategy, we propose a multitask diffusion strategy whose mean stability can be ensured whenever individual nodes are stable in the mean, regardless of the inter-cluster cooperation weights. In addition, the proposed strategy is able to achieve an asymptotically unbiased estimation when the parameters have same mean. We also develop an inter-cluster cooperation weights selection scheme that allows each node in the network to locally optimize its inter-cluster cooperation weights. Numerical results demonstrate that our approach leads to a lower average steady-state network mean-square deviation, compared with using weights selected by various other commonly adopted methods in the literature.

• 出版日期2017-4
• 单位南阳理工学院