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Diffusion Adaptation Over Clustered Multitask Networks Based on the Affine Projection Algorithm

(1507.08566)
Published Jul 29, 2015 in cs.DC , cs.SY , math.ST , stat.ML , and stat.TH

Abstract

Distributed adaptive networks achieve better estimation performance by exploiting temporal and as well spatial diversity while consuming few resources. Recent works have studied the single task distributed estimation problem, in which the nodes estimate a single optimum parameter vector collaboratively. However, there are many important applications where the multiple vectors have to estimated simultaneously, in a collaborative manner. This paper presents multi-task diffusion strategies based on the Affine Projection Algorithm (APA), usage of APA makes the algorithm robust against the correlated input. The performance analysis of the proposed multi-task diffusion APA algorithm is studied in mean and mean square sense. And also a modified multi-task diffusion strategy is proposed that improves the performance in terms of convergence rate and steady state EMSE as well. Simulations are conducted to verify the analytical results.

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