Coalitional game theoretic approach to distributed adaptive parameter estimation

In this paper, the parameter estimation problem based on diffusion least mean squares strategies is studied from a coalitional game theoretical perspective. The problem has been modeled as a non-transferable coalitional game and two scenarios have been considered, one where the value function includes only a suitable estimation accuracy criterion and another one in which the cost of coalition formation is taken into account as well. In the former scenario, we first analyze the non-emptiness of the core of the games corresponding to traditional diffusion strategies, and then, we extend the analysis to a recently proposed node-specific parameter estimation setting where the nodes have overlapped but different estimation interests. In the latter scenario, we employ a distributed coalition formation algorithm, based on merge-and-split steps, which converges to a stable coalition structure.