Estimation of Space-Time Varying Parameters Using a Diffusion LMS Algorithm

Abstract: We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying nature of the parameters and propose a diffusion least mean-squares (LMS) strategy to recover these parameters from successive time measurements. We analyze the stability and convergence of the proposed algorithm, and derive closed-form expressions to predict its learning behavior and steady-state performance in terms of mean-square error. We find that in the estimation of the space-varying parameters using distributed approaches, the covariance matrix of the regression data at each node becomes rank-deficient. Our analysis reveals that the proposed algorithm can overcome this difficulty to a large extent by benefiting from the network stochastic matrices that are used to combine exchanged information between nodes. We provide computer experiments to illustrate and support the theoretical findings.