Coalitional game theoretic approach to distributed adaptive parameter estimation
Nikola Bogdanovic, Dimitris Ampeliotis, Kostas Berberidis
Abstract
In this paper, the parameter estimation problem based on diffusion least mean squares strategies is studied from a coalitional game theoretical perspective. The problem has been modeled as a non-transferable coalitional game and two scenarios have been considered, one where the value function includes only a suitable estimation accuracy criterion and another one in which the cost of coalition formation is taken into account as well. In the former scenario, we first analyze the non-emptiness of the core of the games corresponding to traditional diffusion strategies, and then, we extend the analysis to a recently proposed node-specific parameter estimation setting where the nodes have overlapped but different estimation interests. In the latter scenario, we employ a distributed coalition formation algorithm, based on merge-and-split steps, which converges to a stable coalition structure.
BibTeX
@inproceedings{icassp2015_coalitionalgamet,
title = {Coalitional game theoretic approach to distributed adaptive parameter estimation},
author = {Nikola Bogdanovic and Dimitris Ampeliotis and Kostas Berberidis},
booktitle = {ICASSP 2015},
year = {2015}
}