A stochastic Kaczmarz algorithm for network tomography

Thoppe, Gugan ; Borkar, Vivek ; Manjunath, D. (2014) A stochastic Kaczmarz algorithm for network tomography Automatica, 50 (3). pp. 910-914. ISSN 0005-1098

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Official URL: http://doi.org/10.1016/j.automatica.2013.12.016

Related URL: http://dx.doi.org/10.1016/j.automatica.2013.12.016

Abstract

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.

Item Type:Article
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ID Code:135205
Deposited On:20 Jan 2023 06:05
Last Modified:20 Jan 2023 06:05

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