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Register a new userDistributed Weighted Least Squares Estimator Based on ADMM
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Wireless sensor network has recently received much attention due to its broad applicability and ease-of-installation. This paper is concerned with a distributed state estimation problem, where all sensor nodes are required to achieve a consensus estimation. The weighted least squares (WLS) estimator is an appealing way to handle this problem since it does not need any prior distribution information. To this end, we first exploit the equivalent relation between the information filter and WLS estimator. Then, we establish an optimization problem under the relation coupled with a consensus constraint. Finally, the consensus-based distributed WLS problem is tackled by the alternating direction method of multiplier (ADMM). Numerical simulation together with theoretical analysis testify the convergence and consensus estimations between nodes.
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This article focuses on multi-agent distributed optimization problems with a common decision variable, a global linear equality constraint, and local set constraints over directed interconnection topologies. We propose a novel ADMM based distributed algorithm to solve the above problem. During every iteration of the algorithm, each agent solves a local convex optimization problem and utilizes a finite-time ``approximate consensus protocol to update its local estimate of the optimal solution. The proposed algorithm is the first ADMM based algorithm with convergence guarantees to solve distributed multi-agent optimization problems where the interconnection topology is directed. We establish two strong explicit convergence rate estimates for the proposed algorithm to the optimal solution under two different sets of assumptions on the problem data. Further, we evaluate our proposed algorithm by solving two non-linear and non-differentiable constrained distributed optimization problems over directed graphs. Additionally, we provide a numerical comparison of the proposed algorithm with other state-of-the-art algorithms to show its efficacy over the existing methods in the literature.
Decentralized conflict resolution for autonomous vehicles is needed in many places where a centralized method is not feasible, e.g., parking lots, rural roads, merge lanes, etc. However, existing methods generally do not fully utilize optimization in decentralized conflict resolution. We propose a decentralized conflict resolution method for autonomous vehicles based on a novel extension to the Alternating Directions Method of Multipliers (ADMM), called Online Adaptive ADMM (OA-ADMM), and on Model Predictive Control (MPC). OA-ADMM is tailored to online systems, where fast and adaptive real-time optimization is crucial, and allows the use of safety information about the physical system to improve safety in real-time control. We prove convergence in the static case and give requirements for online convergence. Combining OA-ADMM and MPC allows for robust decentralized motion planning and control that seamlessly integrates decentralized conflict resolution. The effectiveness of our proposed method is shown through simulations in CARLA, an open-source vehicle simulator, resulting in a reduction of 47.93% in mean added delay compared with the next best method.
In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is band-limited. The sinc interpolation property of these input signals yields equivalent discrete-time representations that are non-causal. This observation, often overlooked in the literature, is exploited in this work to study non-parametric frequency response estimators of linear continuous-time systems. We study the properties of non-causal least-square estimators for continuous-time system identification, and propose a kernel-based non-causal regularized least-squares approach for estimating the band-limited equivalent impulse response. The proposed methods are tested via extensive numerical simulations.
We characterize the performance of the widely-used least-squares estimator in astrometry in terms of a comparison with the Cramer-Rao lower variance bound. In this inference context the performance of the least-squares estimator does not offer a closed-form expression, but a new result is presented (Theorem 1) where both the bias and the mean-square-error of the least-squares estimator are bounded and approximated analytically, in the latter case in terms of a nominal value and an interval around it. From the predicted nominal value we analyze how efficient is the least-squares estimator in comparison with the minimum variance Cramer-Rao bound. Based on our results, we show that, for the high signal-to-noise ratio regime, the performance of the least-squares estimator is significantly poorer than the Cramer-Rao bound, and we characterize this gap analytically. On the positive side, we show that for the challenging low signal-to-noise regime (attributed to either a weak astronomical signal or a noise-dominated condition) the least-squares estimator is near optimal, as its performance asymptotically approaches the Cramer-Rao bound. However, we also demonstrate that, in general, there is no unbiased estimator for the astrometric position that can precisely reach the Cramer-Rao bound. We validate our theoretical analysis through simulated digital-detector observations under typical observing conditions. We show that the nominal value for the mean-square-error of the least-squares estimator (obtained from our theorem) can be used as a benchmark indicator of the expected statistical performance of the least-squares method under a wide range of conditions. Our results are valid for an idealized linear (one-dimensional) array detector where intra-pixel response changes are neglected, and where flat-fielding is achieved with very high accuracy.
We present AUQ-ADMM, an adaptive uncertainty-weighted consensus ADMM method for solving large-scale convex optimization problems in a distributed manner. Our key contribution is a novel adaptive weighting scheme that empirically increases the progress made by consensus ADMM scheme and is attractive when using a large number of subproblems. The weights are related to the uncertainty associated with the solutions of each subproblem, and are efficiently computed using low-rank approximations. We show AUQ-ADMM provably converges and demonstrate its effectiveness on a series of machine learning applications, including elastic net regression, multinomial logistic regression, and support vector machines. We provide an implementation based on the PyTorch package.
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