摘要翻译:
通过迭代动力学在网络上快速准确地获得分布式平均共识是众多分布式应用中的一项重要任务。对状态值进行适当的滤波器设计,可以显著提高收敛速度。对于常数网络,这些滤波器可以从图信号处理的角度来看,是单个矩阵(一致迭代矩阵)中的多项式,滤波器响应以其特征值计算。对于随机时变网络,滤波器的设计变得更加复杂,涉及随机时变迭代矩阵的和和积的特征分解。本文研究了大规模平稳切换随机网络在滤波窗上状态向量误差的Gram矩阵的估计。结果依赖于经验谱分布的矩,可以通过蒙特卡罗模拟来估计。然后,本文定义了一个二次目标函数来最小化期望一致估计误差范数。仿真结果为该近似提供了支持。
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英文标题:
《Consensus State Gram Matrix Estimation for Stochastic Switching Networks
from Spectral Distribution Moments》
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作者:
Stephen Kruzick and Jos\'e M. F. Moura
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最新提交年份:
2017
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分类信息:
一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Signal Processing 信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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英文摘要:
Reaching distributed average consensus quickly and accurately over a network through iterative dynamics represents an important task in numerous distributed applications. Suitably designed filters applied to the state values can significantly improve the convergence rate. For constant networks, these filters can be viewed in terms of graph signal processing as polynomials in a single matrix, the consensus iteration matrix, with filter response evaluated at its eigenvalues. For random, time-varying networks, filter design becomes more complicated, involving eigendecompositions of sums and products of random, time-varying iteration matrices. This paper focuses on deriving an estimate for the Gram matrix of error in the state vectors over a filtering window for large-scale, stationary, switching random networks. The result depends on the moments of the empirical spectral distribution, which can be estimated through Monte-Carlo simulation. This work then defines a quadratic objective function to minimize the expected consensus estimate error norm. Simulation results provide support for the approximation.
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PDF链接:
https://arxiv.org/pdf/1711.09301


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