Vahid Vahidpour

Vahid Vahidpour, Amir Rastegarnia, Azam Khalili et al.

Partial diffusion-based recursive least squares (PDRLS) is an effective method for reducing computational load and power consumption in adaptive network implementation. In this method, each node shares a part of its intermediate estimate vector with its neighbors at each iteration. PDRLS algorithm reduces the internode communications relative to the full-diffusion RLS algorithm. This selection of estimate entries becomes more appealing when the information fuse over noisy links. In this paper, we study the steady-state performance of PDRLS algorithm in presence of noisy links and investigate its convergence in both mean and mean-square senses. We also derive a theoretical expression for its steady-state meansquare deviation (MSD). The simulation results illustrate that the stability conditions for PDRLS under noisy links are not sufficient to guarantee its convergence. Strictly speaking, considering nonideal links condition adds a new complexity to the estimation problem for which the PDRLS algorithm becomes unstable and do not converge for any value of the forgetting factor.

Vahid Vahidpour, Amir Rastegarnia, Azam Khalili et al.

In conventional distributed Kalman filtering, employing diffusion strategies, each node transmits its state estimate to all its direct neighbors in each iteration. In this paper we propose a partial diffusion Kalman filter (PDKF) for state estimation of linear dynamic systems. In the PDKF algorithm every node (agent) is allowed to share only a subset of its intermediate estimate vectors at each iteration among its neighbors, which reduces the amount of internode communications. We study the stability of the PDKF algorithm where our analysis reveals that the algorithm is stable and convergent in both mean and mean-square senses. We also investigate the steady-state mean-square deviation (MSD) of the PDKF algorithm and derive a closed-form expression that describes how the algorithm performs at the steady-state. Experimental results validate the effectiveness of PDKF algorithm and demonstrate that the proposed algorithm provides a trade-off between communication cost and estimation performance that is extremely profitable.