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Bayesian-Learning-Based Diffusion Least Mean Square Algorithms Over Networks
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DOI：10.1109/TNNLS.2023.3266402.png)
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Abstract
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To improve the learning performance of the conventional diffusion least mean square (DLMS) algorithms, this article proposes Bayesian-learning-based DLMS (BL-DLMS) algorithms. First, the proposed BL-DLMS algorithms are inferred from a Gaussian state-space model-based Bayesian learning perspective. By performing Bayesian inference in the given Gaussian state-space model, a variable step-size and an estimation of the uncertainty of information of interest at each node are obtained for the proposed BL-DLMS algorithms. Next, a control method at each node is designed to improve the tracking performance of the proposed BL-DLMS algorithms in the sudden change scenario. Then, a lower bound on the variable step-size of each node of the proposed BL-DLMS algorithms is derived to maintain the optimal steady-state performance in the nonstationary scenario (unknown parameter vector of interest is time-varying). Afterward, the mean stability and the transient and steady-state mean square performance of the proposed BL-DLMS algorithms are analyzed in the nonstationary scenario. In addition, two Bayesian-learning-based diffusion bias-compensated LMS algorithms are proposed to handle the noisy inputs. Finally, the superior learning performance of the proposed learning algorithms is verified by numerical simulations, and the simulated results are in good agreement with the theoretical results.
Keywords:
Bayes methods
Inference algorithms
Steady-state
Estimation
State-space methods
Approximation algorithms
Transient analysis
Adaptive learning networks
Bayesian learning
diffusion algorithms
distributed estimation
machine learning
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