Robust Distributed Diffusion Recursive Least Squares Algorithms With Side Information for Adaptive Networks

Abstract

This work develops robust diffusion recursive least-squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially weighted least-squares cost function subject to a time-dependent constraint on the squared norm of the intermediate update at each node. A recursive strategy for computing the constraint is proposed using side information from the neighboring nodes to further improve the robustness. We also analyze the mean-square convergence behavior of the proposed algorithm. The second proposed algorithm is a modification of the first one based on the dichotomous coordinate descent iterations. It has a performance similar to that of the former, however, its complexity is significantly lower especially when input regressors of agents have a shift structure and it is well suited to practical implementation. Simulations show the superiority of the proposed algorithms over previously reported techniques in various impulsive noise scenarios.