Dynamic Average Diffusion With Randomized Coordinate Updates
Bicheng Ying, Kun Yuan, Ali H. Sayed · IEEE Transactions on Signal and Information Processing over Networks · 2019
This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random entry of the observation vector, and different agents may select different entries of their observations before engaging in a consultation step. Careful coordination of the interactions among agents is necessary to avoid bias and ensure convergence. We provide a convergence analysis for the proposed methods, and illustrate the results by means of simulations.