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Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks
Chen, Ge1,2; Duan, Xiaoming3,4; Mei, Wenjun3,4; Bullo, Francesco3,4
2019-05-01
Source PublicationIEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN0018-9286
Volume64Issue:5Pages:1874-1889
AbstractThis 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.
KeywordTerms-Consensus linear systems multiagent systems signed network stochastic approximation (SA)
DOI10.1109/TAC.2018.2867257
Language英语
Funding ProjectU.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 Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000466226500008
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/34832
Collection系统科学研究所
Corresponding AuthorChen, Ge
Affiliation1.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
Recommended Citation
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.
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