Distributed RLS estimation for cooperative sensing in small cell networks

Online adaptive algorithms have been largely applied for recursive estimation and tracking of sparse signals. In this paper we propose a distributed recursive least squares (RLS) algorithm incorporating an l₁-norm regularization with time-varying regularization coefficient that enables a recursive distributed solution with no losses with respect to the centralized solution. The method is especially useful in cooperative sensing when the parameters to be estimated are structurally sparse and time-varying. As well known, the l₁-norm is useful to recover sparsity, but it also introduces a non negligible bias. To tackle this issue, we further apply a garotte correction to our distributed mechanism that strongly reduces the bias. Numerical results are included to validate the estimation and tracking capabilities of the proposed algorithm.