Analysis of incremental RLS adaptive networks with noisy links

Abstract

In this paper, we study the effect of noisy links on the steady-state performance of incremental recursive least-squares (RLS) adaptive networks. In our analysis, using weighted spatial-temporal energy conservation approach, we arrive a variance relation which contains moments that represent the effects of noisy links. We evaluate these moments and derive closed-form expressions for the mean-square deviation (MSD) and excess mean-square error (EMSE) to explain the steady-state performance at each individual node. The derived expressions have good match with simulations. © IEICE 2011.