Convergence analysis of distributed PAST based on consensus propagation

Carolina Reyes, Robert Dallinger, Markus Rupp
2012 2012 Conference Record of the Forty Sixth Asilomar Conference on Signals, Systems and Computers (ASILOMAR)  
In previous work, we have analyzed the convergence properties of the so-called Projection Approximation Subspace Tracking algorithm (PAST) by means of Singular Value Decomposition methods. Based on this, we extend our analysis and study the global convergence properties of two distributed variants of the PAST algorithm based on average consensus. We provide an insight regarding convergence in the mean, and establish stepsize bounds that guarantee the stability of the algorithm. Finally, we
more » ... m. Finally, we investigate the algorithms behavior at several step-sizes by means of simulation experiments.
doi:10.1109/acssc.2012.6489005 dblp:conf/acssc/ReyesDR12 fatcat:tjczbhpzsbdcrfooceqqgnux3i