Coordinate-Descent Adaptation over Hamiltonian Multi-Agent Networks.

The incremental least-mean-square (ILMS) algorithm is a useful method to perform distributed adaptation and learning in Hamiltonian networks. To implement the ILMS algorithm, each node needs to receive the local estimate of the previous node on the cycle path to update its own local estimate. However, in some practical situations, perfect data exchange may not be possible among the nodes. In this paper, we develop a new version of ILMS algorithm, wherein in its adaptation step, only a random subset of the coordinates of update vector is available. We draw a comparison between the proposed coordinate-descent incremental LMS (CD-ILMS) algorithm and the ILMS algorithm in terms of convergence rate and computational complexity. Employing the energy conservation relation approach, we derive closed-form expressions to describe the learning curves in terms of excess mean-square-error (EMSE) and mean-square deviation (MSD). We show that, the CD-ILMS algorithm has the same steady-state error performance compared with the ILMS algorithm. However, the CD-ILMS algorithm has a faster convergence rate. Numerical examples are given to verify the efficiency of the CD-ILMS algorithm and the accuracy of theoretical analysis.

Partial Diffusion Kalman Filtering for Distributed State Estimation in Multiagent Networks.

Many problems in multiagent networks can be solved through distributed learning (state estimation) of linear dynamical systems. In this paper, we develop a partial-diffusion Kalman filtering (PDKF) algorithm, as a fully distributed solution for state estimation in the multiagent networks with limited communication resources. In the PDKF algorithm, every agent (node) is allowed to share only a subset of its intermediate estimate vectors with its neighbors at each iteration, reducing the amount of internode communications. We analyze the stability of the PDKF algorithm and show that the algorithm is stable and convergent in both mean and mean-square senses. We also derive a closed-form expression for the steady-state mean-square deviation criterion. Furthermore, we show theoretically and by numerical examples that the PDKF algorithm provides a trade-off between the estimation performance and the communication cost that is extremely profitable.