A Consensus-Based Diffusion Levenberg-Marquardt Method for Collaborative Localization With Extension to Distributed Optimization

Non-linear least squares problems arise from data fitting have received recently a lot of attention, particularly for the estimates of the model parameters over networked systems. Although the diffusion Gauss-Newton method offers many advantages for solving the non-linear least squares problem in wireless sensor network to estimate target position parameter, there are some key challenges when applying it to practice, including singularity of Gauss-Newton Hessian, selection to constant step sizes and steady state oscillation. These remaining issues lead to obvious performance degradation such as high computational cost, vulnerability to step size change and resulting instability on estimation.In this paper, to eliminate the singularity, we develop a diffusion Levenberg-Marquardt method such that the problem of constant step size is also addressed together. Then, to reach agreement on estimated vector, a consensus implementation is further proposed, thus eliminating the oscillation during steady state. Consequently, the proposed consensus-based diffusion Levenberg-Marquardt method provides a general solution for the non-linear least squares problems with an objective that takes the form of a sum of squared residual terms. By applying to collaborative localization and distributed optimization arise in large scale machine learning, simulation results confirm the effectiveness and wide applicability of proposed method in terms of convergence rate, accuracy and consistency of estimates.