Many science and engineering applications involve solving a linear least⁃squares system formed from some field measurements. In the distributed cyber⁃physical systems (CPS), each sensor node used for measurement often only knows partial independent rows of the least⁃squares system. To solve the least⁃squares all the measurements must be gathered at a centralized location and then perform the computation. Such data collection and computation are inefficient because of bandwidth and time constraints and sometimes are infeasible because of data privacy concerns. Iterative methods are natural candidates for solving the aforementioned problem and there are many studies regarding this. However, most of the proposed solutions are related to centralized/parallel computations while only a few have the potential to be applied in distributed networks. Thus distributed computations are strongly preferred or demanded in many of the real world applications, e.g. smart⁃grid, target tracking, etc. This paper surveys the representative iterative methods for distributed least⁃squares in networks.
distributed computing; iterative methods; least⁃squares; mesh network