ANALYSIS OF NORMALIZED LEAST MEAN SQUARES-BASED CONSENSUS ADAPTIVE FILTERS UNDER A GENERAL INFORMATION CONDITION
文献类型：期刊论文
| 作者 | Xie, Siyu1,2; Guo, Lei1,2
|
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 出版日期 | 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 |
| DOI | 10.1137/16M1106791 |
| 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 |
| WOS记录号 | WOS:000448810200011 |
| 出版者 | SIAM PUBLICATIONS |
| 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 |
| 推荐引用方式 GB/T 7714 | 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。