TY - GEN
T1 - Cooperative estimation in heterogeneous populations
AU - Bean, Andrew J.
AU - Singer, Andrew C.
PY - 2011
Y1 - 2011
N2 - We consider the problem of cooperative distributed estimation within a network of heterogeneous agents. We begin with the situation where each agent observes an independent stream of Bernoulli random variables, and the goal is for each to determine its own Bernoulli parameter. However, the agents of the population can be categorized into a small number of subgroups, where within each group the agents all have identical Bernoulli parameters. We present an algorithm for cooperative estimation in this setting which allows each agent's estimate to asymptotically converge to the correct value. We show how our technique can be applied in other settings, such as in heterogeneous least mean squares filter populations. Finally, we present simulation results showing the benefit of our technique, and compare it to noncooperative parameter estimation in a Bernoulli population.
AB - We consider the problem of cooperative distributed estimation within a network of heterogeneous agents. We begin with the situation where each agent observes an independent stream of Bernoulli random variables, and the goal is for each to determine its own Bernoulli parameter. However, the agents of the population can be categorized into a small number of subgroups, where within each group the agents all have identical Bernoulli parameters. We present an algorithm for cooperative estimation in this setting which allows each agent's estimate to asymptotically converge to the correct value. We show how our technique can be applied in other settings, such as in heterogeneous least mean squares filter populations. Finally, we present simulation results showing the benefit of our technique, and compare it to noncooperative parameter estimation in a Bernoulli population.
KW - adaptation
KW - consensus
KW - diffusion
KW - distributed estimation
KW - distributed signal processing
KW - gossip algorithms
UR - https://www.scopus.com/pages/publications/84861306265
U2 - 10.1109/ACSSC.2011.6190092
DO - 10.1109/ACSSC.2011.6190092
M3 - Conference contribution
AN - SCOPUS:84861306265
SN - 9781467303231
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 696
EP - 699
BT - Conference Record of the 45th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2011
T2 - 45th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2011
Y2 - 6 November 2011 through 9 November 2011
ER -