Thoppe, Gugan ; Borkar, Vivek ; Manjunath, D. (2014) A stochastic Kaczmarz algorithm for network tomography Automatica, 50 (3). pp. 910-914. ISSN 0005-1098
Full text not available from this repository.
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 |
---|---|
Source: | Copyright of this article belongs to Elsevier Science. |
ID Code: | 135205 |
Deposited On: | 20 Jan 2023 06:05 |
Last Modified: | 20 Jan 2023 06:05 |
Repository Staff Only: item control page