Asymptotic Performance of Adaptive Distributed Detection over Networks.
Paolo Braca, Stefano Maranò, Vincenzo Matta, Ali H. Sayed · arXiv (Cornell University) · 2014
This work examines the close interplay between cooperation and adaptation for distributed detection schemes over fully decentralized networks. The combined attributes of cooperation and adaptation are necessary to enable networks of detectors to continually learn from streaming data and to continually track drifts in the state of nature when deciding in favor of one hypothesis or another. The results in the paper establish a fundamental scaling law for the probabilities of miss-detection and false-alarm, when the agents interact with each other according to distributed strategies that employ constant step-sizes. The latter are critical to enable continuous adaptation and learning. The work establishes three key results. First, it is shown that the output of the collaborative process at each agent has a steady-state distribution. Second, it is shown that this distribution is asymptotically Gaussian in the slow adaptation regime of small step-sizes. And third, by carrying out a detailed large-deviations analysis, closed-form expressions are derived for the decaying rates of the false-alarm and miss-detection probabilities. Interesting insights are gained from these expressions. In particular, it is verified that as the step-size $\mu$ decreases, the error probabilities are driven to zero exponentially fast as functions of $1/\mu$, and that the exponents governing the decay increase linearly in the number of agents. It is also verified that the scaling laws governing errors of detection and errors of estimation over networks behave very differently, with the former having an exponential decay proportional to $1/\mu$, while the latter scales linearly with decay proportional to $\mu$. It is shown that the cooperative strategy allows each agent to reach the same detection performance, in terms of detection error exponents, of a centralized stochastic-gradient solution.