A Note on the Convergence of Distributed RLS

• 成果类型: Article
• 署名作者: Liu, Zhaobo; Li, Chanying
• 署名单位: Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2022.3194882
• 发表日期: 2022
• 页码: 6762-6769
• 关键词: distributed estimation; mean square convergence; noises; recursive least squares; strong consistency

摘要

This note focuses on the convergence problem of a distributed recursive least squares (RLS) estimator, which converges fast in many circumstances. We find that the convergence behavior of this distributed RLS is quite different for the scalar-parameter and high-dimensional-parameter cases.