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A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation
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DOI：10.1109/JSTSP.2017.2679339.png)
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Abstract
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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.
Keywords:
Cooperation weights
diffusion strategy
distributed estimation
mean-square deviation
multitask diffusion
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