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CONTINUOUS-TIME DISTRIBUTED ESTIMATION WITH ASYMMETRIC MIXING

Author(s):
Nascimento, Vitor H. ; Sayed, Ali H. ; IEEE
Total Authors: 3
Document type: Journal article
Source: 2012 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP); v. N/A, p. 4-pg., 2012-01-01.
Abstract

Discrete-time mobile adaptive networks have been successfully used to model self-organization in biological networks. We recently introduced a continuous-time adaptive diffusion strategy with the goal of better modeling physical phenomena governed by continuous-time dynamics. In the present paper we extend our previous work, proposing a new continuous-time diffusion estimation strategy that allows asymmetric mixing matrices. We prove that the new algorithm is stable and has better convergence properties than stand-alone learning for the case of doubly-stochastic mixing matrices. (AU)

FAPESP's process: 11/06994-2 - Low-cost algorithms for acoustic signal processing
Grantee:Vitor Heloiz Nascimento
Support Opportunities: Regular Research Grants