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[电气工程与系统科学] FADE:快速且渐近有效的分布估计 动态网络 [推广有奖]

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何人来此 在职认证  发表于 2022-3-25 21:55:00 来自手机 |AI写论文

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摘要翻译:
考虑一组智能体,它们希望估计它们共同感兴趣的参数向量。为了这个估计目标,代理可以感知和通信。当感知时,智能体测量(在加性高斯噪声中)未知参数向量的线性组合。在通信时,一个代理可以通过使用它当时随机支配的信道向其他几个代理广播信息。为了协调Agent向其估计目标前进,我们提出了一种新的算法FADE(Fast and渐近有效分布式估计器),其中Agent以离散的时间步长协作;在每一个时间步骤中,代理只感知和通信一次,同时更新他们自己对未知参数向量的估计。FADE有五个吸引人的特点:第一,它是一个直观的估计器,推导简单;二是承受动态网络,即通信信道随时间随机变化的网络;第三,它是强烈一致的,因为随着时间步长的推移,每个智能体的局部估计收敛(几乎肯定)到参数的真向量;第四,它既是渐近无偏又是有效的,这意味着,在一个全能的中心节点上,每个Agent的估计变得无偏,每个Agent估计的均方误差(MSE)以与最优估计的均方误差相同的速率消失为零;第五,也是最重要的,当与最先进的共识+创新(CI)算法相比,对于相同数量的通信,它产生了显著更低的均方误差估计--例如,在一个有50个代理的稀疏连接的网络模型中,我们通过数值模拟发现减少可能是戏剧性的,达到几个数量级。
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英文标题:
《FADE: Fast and Asymptotically efficient Distributed Estimator for
  dynamic networks》
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作者:
Ant\'onio Sim\~oes and Jo\~ao Xavier
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最新提交年份:
2018
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分类信息:

一级分类:Computer Science        计算机科学
二级分类:Systems and Control        系统与控制
分类描述:cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究,涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制,以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类:Computer Science        计算机科学
二级分类:Distributed, Parallel, and Cluster Computing        分布式、并行和集群计算
分类描述:Covers fault-tolerance, distributed algorithms, stabilility, parallel computation, and cluster computing. Roughly includes material in ACM Subject Classes C.1.2, C.1.4, C.2.4, D.1.3, D.4.5, D.4.7, E.1.
包括容错、分布式算法、稳定性、并行计算和集群计算。大致包括ACM学科类C.1.2、C.1.4、C.2.4、D.1.3、D.4.5、D.4.7、E.1中的材料。
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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:
  Consider a set of agents that wish to estimate a vector of parameters of their mutual interest. For this estimation goal, agents can sense and communicate. When sensing, an agent measures (in additive gaussian noise) linear combinations of the unknown vector of parameters. When communicating, an agent can broadcast information to a few other agents, by using the channels that happen to be randomly at its disposal at the time.   To coordinate the agents towards their estimation goal, we propose a novel algorithm called FADE (Fast and Asymptotically efficient Distributed Estimator), in which agents collaborate at discrete time-steps; at each time-step, agents sense and communicate just once, while also updating their own estimate of the unknown vector of parameters.   FADE enjoys five attractive features: first, it is an intuitive estimator, simple to derive; second, it withstands dynamic networks, that is, networks whose communication channels change randomly over time; third, it is strongly consistent in that, as time-steps play out, each agent's local estimate converges (almost surely) to the true vector of parameters; fourth, it is both asymptotically unbiased and efficient, which means that, across time, each agent's estimate becomes unbiased and the mean-square error (MSE) of each agent's estimate vanishes to zero at the same rate of the MSE of the optimal estimator at an almighty central node; fifth, and most importantly, when compared with a state-of-art consensus+innovation (CI) algorithm, it yields estimates with outstandingly lower mean-square errors, for the same number of communications -- for example, in a sparsely connected network model with 50 agents, we find through numerical simulations that the reduction can be dramatic, reaching several orders of magnitude.
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PDF链接:
https://arxiv.org/pdf/1807.11878
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关键词:Fad Applications Optimization Combinations Experimental 通信 信道 网络 vector MSE

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