Robust Multitask Diffusion Bias Compensation M-Estimate Algorithms for Distributed Adaptive Learning With Noisy Input

Abstract

This letter studies the issue of robust multitask distributed estimation under the error-in-variable (EIV) model where input noise and output impulsive noise are considered. In such cases, existing distributed algorithms suffer from severe performance degradation. To tackle this problem, a robust multitask diffusion bias-compensated least mean M-estimate (R-MD-BCLMM) is proposed. We adopt a new real-time input noise variance estimation method which utilizes piecewise linearity of the modified Huber function to resist input noises. To further improve network information exchange capability and estimation performance, a robust spatial average combination based multitask adaptive clustering strategy is proposed. Finally, simulations demonstrate that the proposed R-MD-BCLMM algorithm outperforms some state-of-the-art distributed algorithms.