Abstract
We study the node-specific parameter estimation problem, where agents in a network collaborate to obtain the different but overlapping vectors of parameters, which can be of local interest, common interest to a subset of agents, and global interest to the whole network. We assume that all the regressors and the measurements are corrupted by additive noise. For these settings, a bias-compensation recursive-least-square algorithm based on a diffusion mode of cooperation is proposed; its stability is obtained via the detailed derivation of convergence in the mean sense. In addition, a closed-form expression for the algorithm’s mean-square deviation is also provided to evaluate the steady-state performance of the whole network. Finally, we present simulation results that indicate the efficiency of the proposed method.
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