Search

In this paper, we propose a stochastic approximation algorithm for optimization of functions based on an adaptive extremum seeking method. The essence of this method is to approximate the gradient direction by introduction of a probing sequence, that is added to approximations and subsequently demodulated using an adaptive gain. Assuming that the probing and the demodulation signals are martingale difference sequences with adaptive diminishing gains, it is proved that the approximations converge almost surely to the optimizing value, under mild constraints on the measurement disturbance, and without assuming a priori boundedness of the approximation sequence. The measurement disturbance can contain a stochastic component, as well as a mean-square bounded deterministic component. The stochastic component can be nonstationary colored noise or a state-dependent random sequence. [ABSTRACT FROM AUTHOR]

In this paper, a novel consensus-based adaptive algorithm for distributed target tracking in large scale camera networks is presented, aimed at situations characterized by limited sensing range, high-level clutter, and possibly occulted targets. The concept of Integrated Probabilistic Data Association (IPDA) is introduced in the distributed adaptive tracker design so that the proposed algorithm, named IPDA Adaptive Consensus Filter (IPDA-ACF), incorporates probabilities of acquiring target-originated measurements, conditioned on either target perceivability or target existence. A distributed adaptation scheme represents the core element of the algorithm, allowing fast convergence under a large variety of operating conditions, emphasizing the influence of the nodes with the highest probability of obtaining target-originated measurements. A theoretical analysis of stability and reduction of noise influence allows getting an insight into the relationship between the local trackers and the global consensus scheme. A comparison with analogous existing methods done by extensive simulations shows that the proposed method achieves the best performance, in spite of lower communication and computation requirements. [ABSTRACT FROM AUTHOR]