Conference paper

Mean-square analysis of continuous-time distributed estimation strategies

In this work, we study the mean-square-error performance of a diffusion strategy for continuous-time estimation over networks. We derive differential equations that describe the evolution of the mean and correlation of the weight-error vector, and provide expressions for the steady-state mean-square deviation and excess mean-square error measures. Simulation results illustrate a good match between the theoretical model and the practical results.


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