DocumentCode :
105972
Title :
Asynchronous Adaptation and Learning Over Networks—Part I: Modeling and Stability Analysis
Author :
Xiaochuan Zhao ; Sayed, Ali H.
Author_Institution :
Dept. of Electr. Eng., Univ. of California, Los Angeles, Los Angeles, CA, USA
Volume :
63
Issue :
4
fYear :
2015
fDate :
Feb.15, 2015
Firstpage :
811
Lastpage :
826
Abstract :
In this work and the supporting Parts II and III of this paper, also in the current issue, we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We examine asynchronous networks that are subject to fairly general sources of uncertainties, such as changing topologies, random link failures, random data arrival times, and agents turning on and off randomly. Under this model, agents in the network may stop updating their solutions or may stop sending or receiving information in a random manner and without coordination with other agents. We establish in Part I conditions on the first and second-order moments of the relevant parameter distributions to ensure mean-square stable behavior. We derive in Part II expressions that reveal how the various parameters of the asynchronous behavior influence network performance. We compare in Part III the performance of asynchronous networks to the performance of both centralized solutions and synchronous networks. One notable conclusion is that the mean-square-error performance of asynchronous networks shows a degradation only in the order of O(ν), where ν is a small step-size parameter, while the convergence rate remains largely unaltered. The results provide a solid justification for the remarkable resilience of cooperative networks in the face of random failures at multiple levels: agents, links, data arrivals, and topology.
Keywords :
modelling; stability; asynchronous adaptation; asynchronous behavior; asynchronous networks; asynchronous strategies; data arrivals; distributed optimization; mean-square stable behavior; mean-square-error performance; modeling; random data arrival times; random link failures; stability analysis; topology; Cost function; Network topology; Noise; Random variables; Stability analysis; Topology; Vectors; Distributed learning; adaptive networks; asynchronous behavior; diffusion adaptation; distributed optimization; dynamic topology; link failures;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2014.2385046
Filename :
6994854
Link To Document :
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