Continuous-time distributed estimation with asymmetric mixing

摘要

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.