Decentralized Eigenvalue Algorithms for Distributed Signal Detection in Wireless Networks

@article{Penna2015DecentralizedEA,
  title={Decentralized Eigenvalue Algorithms for Distributed Signal Detection in Wireless Networks},
  author={Federico Penna and Sławomir Stańczak},
  journal={IEEE Transactions on Signal Processing},
  year={2015},
  volume={63},
  pages={427-440}
}
In this paper, we derive and analyze two algorithms - referred to as decentralized power method (DPM) and decentralized Lanczos algorithm (DLA) - for distributed computation of one (the largest) or multiple eigenvalues of a sample covariance matrix over a wireless network. The proposed algorithms, based on sequential average consensus steps for computations of matrix-vector products and inner vector products, are first shown to be equivalent to their centralized counterparts in the case of… CONTINUE READING

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