Decentralized parameter estimation by consensus based stochastic approximation

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2007, Pages 1535-1540

  Stanković, Srdjan S ^a   Stanković, Miloš S ^b   Stipanović, Dušan M ^b  

^a School of Electrical Engineering   (Serbia)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Consensus strategy; Convergence analysis; Decentralized estimation; Denoising; Multi agent systems; Stochastic approximation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DISCRETE TIME CONTROL SYSTEMS; MULTI AGENT SYSTEMS; PARAMETER ESTIMATION;

MULTI-AGENT NETWORK STRUCTURE; STOCHASTIC APPROXIMATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 62749131653     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2007.4434812     Document Type: Conference Paper

References (28)

1. R. Bellman, Introduction to Matrix Analysis, N. Y.: McGraw Hill, 1960.
2. D. P. Bertsekas and J. N. Tsitsiklis, Parallel and Distributed Computation: Numerical Methods, Prentice Hall, 1989.
3. D. Estrin, R. Govindan, J. Heidemann and S. Kumar, Next century challenges: scalable coordination in sensor networks, Proc. ACM/IEEE Intern. Conference on Mobile Computing and Networking, 1999, pp 263-270.
4. H. Gharavi and S. Kumar, Eds., Proceedings of the IEEE: Special Isssue on Sensor Networks and Applications, vol. 91, August 2003.
5. C. Godsil and G. Royle, Algebraic Graph Theory, Springer, 2001.
6. R.A. Horn and CA. Johnson, Matrix Analysis, Cambridge Univ. Press, 1985.
7. A. Jadbabaie, J. Lin and A.S. Morse, Coordination of groups of mobile autonomous agents using nearest neighbor rule, IEEE Trans. Autom. Control, vol. 48, pp 988-1001, 2003.
8. L. Moreau, Stability of multiagent systems with time dependent communication links, IEEE Trans. Autom. Control, vol. 50, pp 169-182, 2005.
9. J. Nilsson, Analysis and design of Real-Time Systems with Random Delays, LicTech thesis, Lund Institute of Technology, 1996.
10. R. Olfati-Saber and R. Murray, Consensus problems in networks of agents with switching topology and time-delays, IEEE Trans. Autom. Control, vol. 49, 2004, pp 1520-1533.
11. R. Olfati-Saber, A. Fax and R. Murray, Consensus and cooperation in networked multi-agent systems, Proceedings of the IEEE, vo. 95, 2007, pp 215-233.
12. B. T. Polyak, Convergence and rate of convergence of iterative stochastic algorithms, I General Case, Automation and Remote Control, No. 12, pp. 83-94, 1976.
13. B. T. Polyak, Convergence and rate of convergence of iterative stochastic algorithms, II Linear Case, Automation and Remote Control, No. 4, pp. 101 - 107, 1977.
14. W. Ren and R.W. Beard, Consensus seeking in multi-agent systems using dynamically changing interaction topologies, IEEE Trans. Autom. Control, vol. 50, 2005, pp 655-661.
15. W. Ren, R.W. Beard and D.B. Kingston, Multi-agent Kalman consensus with relative uncertainty, Proc. American Control Conf 2005.
16. G. Saridis, Stochastic approximation methods for identification and control - a survey, IEEE Trans. Autom. Control, vol. 19, 1974, pp 798-809.
17. B. Sinopoli, L. Schenato, M. Franceschetti, K. Poola, M. Jordan and S. S. Sastry, Kalman filtering with intermittent observations, IEEE Trans. Autom. Control, vol. 49, pp. 1453-1464, 2004.
18. D.D. Šiljak, Decentralized Control of Complex Systems, New York: Academic Press, 1991.
19. D.P. Spanos, R. Olfati-Saber and R.M. Murray, Distributed sensor fusion using dynamic consensus, Proc. 15th IFAC Congress, 2005.
20. S.S. Stanković, M. S. Stanković and D. M. Stipanović, Consensus based overlapping decentralized estimator, Proc. American Control Conference, 2007.
21. S.S. Stanković, M. S. Stanković and D. M. Stipanović, Consensus based overlapping decentralized estimator, submitted to the IEEE Trans. Autom. Control, 2007.
22. S.S. Stanković, M. S. Stanković and D. M. Stipanović, Decentralized Parameter Estimation by Consensus Based Stochastic Approximation, submitted to the IEEE Trans. Autom. Control, 2007.
23. J. N. Tsitsiklis, Problems in Decentralized Decision Making and Computattion, Ph. D. Dissertation, Dep. Elect. Eng. Comput. Sci., M.I.T., Cambridge, MA, 1984.
24. J. N. Tsitsiklis and M. Athans, Convergence and asymptotic agreement in distibuted decision problems, IEEE Trans. Autom. Control, vol. 29, 1984, pp 42-50.
25. J. N. Tsitsiklis, D. P. Bertsekas and M. Athans, Distributed asynchronous deterministic and stochastic gradient opotimization algorithms, IEEE Trans. Autom. Control, vol. 31, 1986, pp 803-812.
26. Ya. Z. Tsypkin, Adaptive optimization algorithms with a priori uncertainty, Automation and Remote Control, No. 6, pp. 94-108, 1979.
27. L. Xiao and S. Boyd, Fast linear iterations for distributed averaging, Systems and Control Letters, vol. 53, 2004, pp 65-78.
28. L. Xiao, S. Boyd and S. Lall, A scheme for robust distributed sensor fusion based on average consensus, Proc. Int. Conf Inf. Proc. in Sensor Networks, 2005.