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Distributed adaptive algorithm based on the asymmetric cost of error functions

arXiv 2107.03067 ↗First posted 7 Jul 2021cs.LG cs.SY eess.SYcited by 0

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Abstract (arXiv)

In this paper, a family of novel diffusion adaptive estimation algorithm is proposed from the asymmetric cost function perspective by combining diffusion strategy and the linear-linear cost (LLC), quadratic-quadratic cost (QQC), and linear-exponential cost (LEC), at all distributed network nodes, and named diffusion LLCLMS (DLLCLMS), diffusion QQCLMS (DQQCLMS), and diffusion LECLMS (DLECLMS), respectively. Then the stability of mean estimation error and computational complexity of those three diffusion algorithms are analyzed theoretically. Finally, several experiment simulation results are designed to verify the superiority of those three proposed diffusion algorithms. Experimental simulation results show that DLLCLMS, DQQCLMS, and DLECLMS algorithms are more robust to the input signal and impulsive noise than the DSELMS, DRVSSLMS, and DLLAD algorithms. In brief, theoretical analysis and experiment results show that those proposed DLLCLMS, DQQCLMS, and DLECLMS algorithms have superior performance when estimating the unknown linear system under the changeable impulsive noise environments and different types of input signals.

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References · 4

  1. 2018Learning over Multitask Graphs -- Part I: Stability Analysiscited by 12
  2. 2015A Probabilistic Least-Mean-Squares Filtercited by 1
  3. 2017Residual Value Forecasting Using Asymmetric Cost Functionscited by 1
  4. 2019Asymmetric Correntropy for Robust Adaptive Filteringcited by 1

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