Distributed collaborative parameter estimation based on bias compensation

Shuo Wang, Li Juan Jia, Chao Ping Dou

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper presents the study of the problem of distributed parameter estimation by bias compensated recursive least squares (BCRLS) algorithm over adaptive networks. The nodes in the distributed network have a common objective to estimate parameter vector in a collaborative strategy. Traditional recursive least squares (RLS) estimator is biased in case that both the regressor and the output response are corrupted by stationary additive noise. A real-time estimation algorithm of noise variance is proposed, which nodes get the estimation of objective parameter bias. Based on collaborative strategy, we propose a diffusion bias compensated recursive least-squares algorithm. Simulation results show that the BCRLS algorithm has better estimation accuracy than traditional RLS algorithm, and compared with the local estimators, the diffusion BCRLS algorithm has lower mean square error (MSE).

Original languageEnglish
Title of host publicationProceedings of 2014 IEEE International Conference on Service Operations and Logistics, and Informatics, SOLI 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages135-138
Number of pages4
ISBN (Electronic)9781479960583
DOIs
Publication statusPublished - 17 Nov 2014
Event2014 IEEE International Conference on Service Operations and Logistics, and Informatics, SOLI 2014 - Qingdao, China
Duration: 8 Oct 201410 Oct 2014

Publication series

NameProceedings of 2014 IEEE International Conference on Service Operations and Logistics, and Informatics, SOLI 2014

Conference

Conference2014 IEEE International Conference on Service Operations and Logistics, and Informatics, SOLI 2014
Country/TerritoryChina
CityQingdao
Period8/10/1410/10/14

Keywords

  • bias compensation
  • collaborative estimation
  • diffusion
  • least-squares
  • noise estimation

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