TY - GEN

T1 - Convergence properties of normalized random incremental gradient algorithms for least-squares source localization

AU - Rabbat, Michael

AU - Nedic, Angelia

PY - 2012/12/1

Y1 - 2012/12/1

N2 - We consider the problem of localizing a single source using received signal strength measurements gathered at a number of sensors. We assume that the measurements follow the standard path loss model and are corrupted by additive white Gaussian noise. Under this model, the maximum likelihood solution to the source localization problem involves solving a non-linear least squares optimization problem. We study the convergence property of a normalized incremental gradient method for solving this problem. Remarkably, despite the fact that the problem is non-convex, the normalized incremental gradient method generates a sequence of iterates which are attracted to the global optimum under some mild conditions.

AB - We consider the problem of localizing a single source using received signal strength measurements gathered at a number of sensors. We assume that the measurements follow the standard path loss model and are corrupted by additive white Gaussian noise. Under this model, the maximum likelihood solution to the source localization problem involves solving a non-linear least squares optimization problem. We study the convergence property of a normalized incremental gradient method for solving this problem. Remarkably, despite the fact that the problem is non-convex, the normalized incremental gradient method generates a sequence of iterates which are attracted to the global optimum under some mild conditions.

UR - http://www.scopus.com/inward/record.url?scp=84876222821&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84876222821&partnerID=8YFLogxK

U2 - 10.1109/ACSSC.2012.6489259

DO - 10.1109/ACSSC.2012.6489259

M3 - Conference contribution

AN - SCOPUS:84876222821

SN - 9781467350518

T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers

SP - 1417

EP - 1421

BT - Conference Record of the 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012

T2 - 46th Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2012

Y2 - 4 November 2012 through 7 November 2012

ER -