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A stochastic Kaczmarz algorithm for network tomography

DSpace at IIT Bombay

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Title A stochastic Kaczmarz algorithm for network tomography
 
Creator THOPPE, G
BORKAR, V
MANJUNATH, D
 
Subject Kaczmarz algorithm
Stochastic approximation
Network tomography
Online algorithm
EXPONENTIAL CONVERGENCE
MATRICES
INFERENCE
VOLUMES
 
Description We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that with probability one it mimics the behavior of the original scheme: starting from the same initial point, our algorithm and the corresponding deterministic Kaczmarz algorithm converge to precisely the same point. The motivation for this work comes from network tomography where network parameters are to be estimated based upon end-to-end measurements. Numerical examples via Matlab based simulations demonstrate the efficacy of the algorithm. (C) 2013 Elsevier Ltd. All rights reserved.
 
Publisher PERGAMON-ELSEVIER SCIENCE LTD
 
Date 2014-12-28T16:41:21Z
2014-12-28T16:41:21Z
2014
 
Type Article
 
Identifier AUTOMATICA, 50(3)910-914
0005-1098
1873-2836
http://dx.doi.org/10.1016/j.automatica.2013.12.016
http://dspace.library.iitb.ac.in/jspui/handle/100/16910
 
Language English