Distributed Constrained Recursive Nonlinear Least-Squares Estimation: Algorithms and Asymptotics.

This paper focuses on recursive nonlinear least-squares parameter estimation in multiagent networks, where the individual agents observe sequentially over time an independent and identically distributed time-series consisting of a nonlinear function of the true but unknown parameter corrupted by noise. A distributed recursive estimator of the consensus + innovations type, namely CIWNLS, is propose...