Hidden Markov Model Decorrelated Diffusion Leaky LMS With Optimized Leaky Factor

Abstract

In this paper, two basic novel modifications of Diffusion Leaky Least Mean Square (DL-LMS) algorithm are proposed. First, the optimized leaky factor is obtained in closed form using the minimum disturbance principle, thanks to quadratic form of disturbance. Then, a low complexity decorrelated version of DL-LMS is presented based on the statistical Hidden Markov Modeling (HMM) of time correlations of input signals. The decorrelation is performed using a simple one-tap filter. Simulation results demonstrate the effectiveness of both modifications in comparison to other methods. INDEX TERMS Distributed estimation, leaky LMS, hidden Markov model, diffusion.