Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks

doi:10.1109/TAC.2018.2867257

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	Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks
	Chen, Ge1,2 ; Duan, Xiaoming 3,4; Mei, Wenjun 3,4; Bullo, Francesco 3,4
	2019-05-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	64 期号:5 页码:1874-1889
摘要	This paper studies linear stochastic approximation (SA) algorithms and their application to multiagent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA algorithms to a deterministic or random final vector. We also characterize the system convergence rate, when the system is convergent. Moreover, differing from non-negative gain functions in traditional SA algorithms, this paper considers also the case when the gain functions are allowed to take arbitrary real numbers. Using our general treatment, we provide necessary and sufficient conditions to reach consensus and group consensus for first-order discrete-time multiagent system over random signed networks and with state-dependent noise. Finally, we extend our results to the setting of multidimensional linear SA algorithms and characterize the behavior of the multidimensional Friedkin-Johnsen model over random interaction networks.
关键词	Terms-Consensus linear systems multiagent systems signed network stochastic approximation (SA)
DOI	10.1109/TAC.2018.2867257
语种	英语
资助项目	U.S. Army Research Laboratory ; U.S. Army Research Office[W911NF-15-1-0577] ; National Natural Science Foundation of China[91427304] ; National Natural Science Foundation of China[61673373] ; National Natural Science Foundation of China[11688101] ; National Key Basic Research Program of China (973 program)[2014CB845301/2/3] ; Leading research projects of Chinese Academy of Sciences[QYZDJ-SSW-JSC003]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000466226500008
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/34832
专题	系统科学研究所
通讯作者	Chen, Ge
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Natl Ctr Math & Interdisciplinary Sci, Beijing 100190, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.Univ Calif Santa Barbara, Dept Mech Engn, Santa Barbara, CA 93106 USA 4.Univ Calif Santa Barbara, Ctr Control Dynam Syst & Computat, Santa Barbara, CA 93106 USA
推荐引用方式 GB/T 7714	Chen, Ge,Duan, Xiaoming,Mei, Wenjun,et al. Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2019,64(5):1874-1889.
APA	Chen, Ge,Duan, Xiaoming,Mei, Wenjun,&Bullo, Francesco.(2019).Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,64(5),1874-1889.
MLA	Chen, Ge,et al."Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 64.5(2019):1874-1889.