Abstract
In this paper, we consider the problem of estimating multiple parameter vectors over a sensor network in a multitasking framework and under temporally-correlated input conditions. For this, an efficient clustered multitask diffusion affine projection algorithm (APA) is proposed that enjoys both intra-cluster and inter-cluster cooperation via diffusion. It is, however, shown that while collaboration in principle is a useful step to enhance the performance of a network, uncontrolled mode of inter-cluster collaboration can at times be detrimental to its convergence performance, especially near steady-state. To overcome this, a controlled form of inter-cluster collaboration is proposed by means of a control variable which helps in maintaining the collaboration in right direction. The proposed controlled multitask strategy attains improved performance in terms of both transient and steady-state mean square deviation (MSD) vis-a-vis existing algorithms, as also confirmed by simulation studies. We carry out a detailed performance analysis of the proposed algorithm, obtain stability bounds for its convergence in both mean and mean-square senses, and derive expressions for the network level MSD. Simulation results reveal that the proposed scheme performs consistently well even in the absence of cluster information.
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More From: IEEE Transactions on Circuits and Systems I: Regular Papers
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