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Title:
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Distributed Total Least Squares estimation over networks
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Author:
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López Valcarce, Roberto; Silva Pereira, Silvana; Pagès Zamora, Alba Maria
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
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Abstract:
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We consider Total Least Squares (TLS) estimation in a network in which each node has access to a subset of equations of an overdetermined linear system. Previous distributed approaches require that the number of equations at each node be larger than the dimension L of the unknown parameter. We present novel distributed TLS estimators which can handle as few as a single equation per node. In the first scheme, the network computes an extended correlation matrix via standard iterative average consensus techniques, and the TLS estimate is extracted afterwards by means of an eigenvalue decomposition (EVD). The second scheme is EVD-free, but requires that a linear system of size L be solved at each iteration by each node. Replacing this step by a single Gauss-Seidel subiteration is shown to be an effective means to reduce computational cost without sacrificing performance. |
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Abstract:
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Peer Reviewed |
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Subject(s):
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-Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Telemàtica i xarxes d'ordinadors
-Àrees temàtiques de la UPC::Matemàtiques i estadística
-Wireless communication systems
-Least squares
-Distributed estimation
-Total Least Squares
-Wireless sensor networks
-Comunicació sense fil, Sistemes de
-Mínims quadrats |
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Rights:
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Document type:
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Article - Published version
Conference Object |
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Published by:
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Institute of Electrical and Electronics Engineers (IEEE)
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