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Performance Limits for Distributed Estimation Over LMS Adaptive Networks

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A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

Idiap2015

Robust distributed detection over adaptive diffusion networks

Ali H. Sayed, Ali Zoubir

Diffusion adaptation techniques based on the least-mean-squares criterion have been proposed for distributed detection of a signal in Gaussian-distributed noise, forgoing the need for a fusion center. However, least-mean-squares solutions are generally non ...

IEEE2014

Multitask Diffusion Adaptation Over Networks

Ali H. Sayed, Jie Chen

Adaptive networks are suitable for decentralized inference tasks. Recent works have intensively studied distributed optimization problems in the case where the nodes have to estimate a single optimum parameter vector collaboratively. However, there are man ...

Institute of Electrical and Electronics Engineers2014

Adaptive Networks

Ali H. Sayed

This paper surveys recent advances related to adaptation, learning, and optimization over networks. Various distributed strategies are discussed that enable a collection of networked agents to interact locally in response to streaming data and to continual ...

IEEE2014

Diffusion LMS for Clustered Multitask Networks

Ali H. Sayed

Recent research works on distributed adaptive networks have inten- sively studied the case where the nodes estimate a common parame- ter vector collaboratively. However, there are many applications that are multitask-oriented in the sense that there are mu ...

2014

Bayesian Denoising: From MAP to MMSE Using Consistent Cycle Spinning

Michaël Unser, Emrah Bostan, Ulugbek Kamilov, Abbas Kazerouni

We introduce a new approach for the implementation of minimum mean-square error (MMSE) denoising for signals with decoupled derivatives. Our method casts the problem as a penalized least-squares regression in the redundant wavelet domain. It exploits the l ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Bayesian Estimation for Continuous-Time Sparse Stochastic Processes

Michaël Unser, Arash Amini, Emrah Bostan, Ulugbek Kamilov

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By relying on tools fro ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Performance of diffusion adaptation for collaborative optimization

Ali H. Sayed

We derive an adaptive diffusion mechanism to optimize global cost functions in a distributed manner over a network of nodes. The cost function is assumed to consist of the sum of individual components, and diffusion adaptation is used to enable the nodes t ...

IEEE2012

Diffusion Strategies Outperform Consensus Strategies for Distributed Estimation Over Adaptive Networks

Ali H. Sayed

Adaptive networks consist of a collection of nodes with adaptation and learning abilities. The nodes interact with each other on a local level and diffuse information across the network to solve estimation and inference tasks in a distributed manner. In th ...

IEEE2012

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

Idiap2015