Tracking analysis of compressed-communication distributed adaptive estimation for time-varying parameters

Abstract

This paper studies the problem of distributed time-varying parameter tracking over communication-constrained networks. To mitigate the accumulation of induced compression errors across the network, we propose a differentially compressed distributed least mean squares (LMS) algorithm.In the proposed scheme, each sensor updates a local auxiliary state recursively based on the compressed difference between the current parameter estimate and the previous auxiliary state, and then transmits only this compressed difference to its neighbors for auxiliary-state reconstruction. This differential recursion mechanism helps control the accumulation of compression errors and accommodates a general class of randomized compressors including randomized quantizers and sparsifiers.We establish the mean-square boundedness and explicit steady-state tracking-error bound under a cooperative excitation condition on stochastic regression vectors, which captures both temporal and spatial information to reflect the joint excitation effect of sensors.Notably, our stability analysis requires neither temporal independence nor stationarity of regressors, nor persistent excitation at individual nodes, thereby accommodating correlated and nonstationary signals from stochastic feedback systems. Numerical simulations demonstrate the theoretical results under correlated and non-stationary regression data.