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research article

Dynamic Average Diffusion With Randomized Coordinate Updates

Ying, Bicheng  
•
Yuan, Kun  
•
Sayed, Ali H.  
December 1, 2019
Ieee Transactions On Signal And Information Processing Over Networks

This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random entry of the observation vector, and different agents may select different entries of their observations before engaging in a consultation step. Careful coordination of the interactions among agents is necessary to avoid bias and ensure convergence. We provide a convergence analysis for the proposed methods, and illustrate the results by means of simulations.

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