Kutluyıl Doğançay

Reza Arablouei, Kutluyıl Doğançay, Stefan Werner

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical insights into the performance of this algorithm, we examine its mean-square performance and derive theoretical expressions for its transient and steady-state mean-square deviation. Our methodology is inspired by the principle of energy conservation in adaptive filters. Simulation results corroborate the accuracy of the derived formula.

Reza Arablouei, Kutluyıl Doğançay

We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem that is augmented by incorporating a weighted form of the linear constraints. As a result, unlike the CLS algorithm, the rCLS algorithm is amenable to our approach to performance analysis presented here, which is akin to the energy-conservation-based methodology. Therefore, we initially inspect the convergence properties and evaluate the precision of estimation as well as satisfaction of the constraints for the rCLS algorithm in both mean and mean-square senses. Afterwards, we examine the performance of the CLS algorithm by evaluating the limiting performance of the rCLS algorithm as the relaxation parameter (weight) approaches infinity. Numerical examples verify the accuracy of the theoretical findings.

Reza Arablouei, Kutluyıl Doğançay, Stefan Werner et al.

We revisit the asymptotic bias analysis of the distributed Pareto optimization algorithm developed based on the diffusion strategies. We propose an alternative way to analyze the asymptotic bias of this algorithm at small step-sizes and show that the asymptotic bias descends to zero with a linear dependence on the largest step-size parameter when this parameter is sufficiently small. In addition, through the proposed analytic approach, we provide an expression for the small-step-size asymptotic bias when a condition assumed jointly on the combination matrices and the step-sizes does not strictly hold. This is a likely scenario in practice, which has not been considered in the original paper that introduced the algorithm. Our methodology provides new insights into the inner workings of the diffusion Pareto optimization algorithm while being considerably less involved than the small-step-size asymptotic bias analysis presented in the original work. This is because we take advantage of the special eigenstructure of the composite combination matrix used in the algorithm without calling for any eigenspace decomposition or matrix inversion.

Reza Arablouei, Stefan Werner, Kutluyıl Doğançay et al.

In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its closed neighborhood. We analyze the performance of a reduced-communication diffusion least mean-square (RC-DLMS) algorithm, which allows each node to receive the intermediate estimates of only a subset of its neighbors at each iteration. This algorithm eases the usage of network communication resources and delivers a trade-off between estimation performance and communication cost. We show analytically that the RC-DLMS algorithm is stable and convergent in both mean and mean-square senses. We also calculate its theoretical steady-state mean-square deviation. Simulation results demonstrate a good match between theory and experiment.

Reza Arablouei, Kutluyıl Doğançay, Stefan Werner

We develop a recursive total least-squares (RTLS) algorithm for errors-in-variables system identification utilizing the inverse power method and the dichotomous coordinate-descent (DCD) iterations. The proposed algorithm, called DCD-RTLS, outperforms the previously-proposed RTLS algorithms, which are based on the line-search method, with reduced computational complexity. We perform a comprehensive analysis of the DCD-RTLS algorithm and show that it is asymptotically unbiased as well as being stable in the mean. We also find a lower bound for the forgetting factor that ensures mean-square stability of the algorithm and calculate the theoretical steady-state mean-square deviation (MSD). We verify the effectiveness of the proposed algorithm and the accuracy of the predicted steady-state MSD via simulations.