Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning

被引:47
作者
Gharehshiran, Omid Namvar [1 ]
Krishnamurthy, Vikram [1 ]
Yin, George [2 ]
机构
[1] Univ British Columbia, Dept Elect & Comp Engn, Vancouver, BC V6T 1Z4, Canada
[2] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
关键词
Adaptive networks; correlated equilibrium; diffusion LMS; distributed estimation; game theory; stochastic approximation; CORRELATED EQUILIBRIUM; SENSOR NETWORKS; STRATEGIES;
D O I
10.1109/JSTSP.2013.2266318
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper presents a game-theoretic approach to node activation control in parameter estimation via diffusion least mean squares (LMS). Nodes cooperate by exchanging estimates over links characterized by the connectivity graph of the network. The energy-aware activation control is formulated as a noncooperative repeated game where nodes autonomously decide when to activate based on a utility function that captures the trade-off between individual node's contribution and energy expenditure. The diffusion LMS stochastic approximation is combined with a game-theoretic learning algorithm such that the overall energy-aware diffusion LMS has two timescales: the fast timescale corresponds to the game-theoretic activation mechanism, whereby nodes distributively learn their optimal activation strategies, whereas the slow timescale corresponds to the diffusion LMS. The convergence analysis shows that the parameter estimates weakly converge to the true parameter across the network, yet the global activation behavior along the way tracks the set of correlated equilibria of the underlying activation control game.
引用
收藏
页码:821 / 836
页数:16
相关论文
共 24 条
[1]  
[Anonymous], 1985, Matrix Analysis
[2]  
[Anonymous], 1984, Approximation and weak convergence methods for random processes with applications to stochastic systems theory
[3]  
[Anonymous], 2013, DIFFUSION ADAPTATION
[4]   CORRELATED EQUILIBRIUM AS AN EXPRESSION OF BAYESIAN RATIONALITY [J].
AUMANN, RJ .
ECONOMETRICA, 1987, 55 (01) :1-18
[5]   Stochastic approximations and differential inclusions, part II:: Applications [J].
Benaim, Michel ;
Hofbauer, Josef ;
Sorin, Sylvain .
MATHEMATICS OF OPERATIONS RESEARCH, 2006, 31 (04) :673-695
[6]  
Benveniste A., 1990, ADAPTIVE ALGORITHMS
[7]  
Bertsekas D.P., 1989, PARALLEL DISTRIBUTED
[8]   Diffusion LMS Strategies for Distributed Estimation [J].
Cattivelli, Federico S. ;
Sayed, Ali H. .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (03) :1035-1048
[9]  
Gharehshiran O. N, 2013, IEEE T AUTOM CONTROL
[10]   Coalition Formation for Bearings-Only Localization in Sensor Networks-A Cooperative Game Approach [J].
Gharehshiran, Omid Namvar ;
Krishnamurthy, Vikram .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (08) :4322-4338