Stochastic approximation for consensus over general digraphs with Markovian switches

Minyi Huang; Tao Li; Ji Feng Zhang

doi:10.1109/CDC.2014.7039727

Stochastic approximation for consensus over general digraphs with Markovian switches

Minyi Huang, Tao Li, Ji Feng Zhang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

This paper considers consensus problems with Markovian switching networks and noisy measurements, and stochastic approximation is used to achieve mean square consensus. The main contribution of this paper is to obtain ergodicity results for backward products of degenerating stochastic matrices with Markovian switches, and subsequently prove mean square consensus for the stochastic approximation algorithm. Our ergodicity proof is to build a higher dimensional dynamical system and exploit its two-scale feature.

Original language	English
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2216-2221
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039727
State	Published - 2014
Externally published	Yes
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: 15 Dec 2014 → 17 Dec 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	15/12/14 → 17/12/14

Access to Document

10.1109/CDC.2014.7039727

Cite this

Huang, M., Li, T., & Zhang, J. F. (2014). Stochastic approximation for consensus over general digraphs with Markovian switches. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 2216-2221). Article 7039727 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2014.7039727

@inproceedings{75eb8082ab71413795819c8cef31ec11,

title = "Stochastic approximation for consensus over general digraphs with Markovian switches",

abstract = "This paper considers consensus problems with Markovian switching networks and noisy measurements, and stochastic approximation is used to achieve mean square consensus. The main contribution of this paper is to obtain ergodicity results for backward products of degenerating stochastic matrices with Markovian switches, and subsequently prove mean square consensus for the stochastic approximation algorithm. Our ergodicity proof is to build a higher dimensional dynamical system and exploit its two-scale feature.",

author = "Minyi Huang and Tao Li and Zhang, \{Ji Feng\}",

note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 ; Conference date: 15-12-2014 Through 17-12-2014",

year = "2014",

doi = "10.1109/CDC.2014.7039727",

language = "英语",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "February",

pages = "2216--2221",

booktitle = "53rd IEEE Conference on Decision and Control,CDC 2014",

address = "美国",

edition = "February",

}

Huang, M, Li, T & Zhang, JF 2014, Stochastic approximation for consensus over general digraphs with Markovian switches. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039727, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 2216-2221, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 15/12/14. https://doi.org/10.1109/CDC.2014.7039727

Stochastic approximation for consensus over general digraphs with Markovian switches. / Huang, Minyi; Li, Tao; Zhang, Ji Feng.
53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 2216-2221 7039727 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Li, Tao

AU - Zhang, Ji Feng

PY - 2014

Y1 - 2014

N2 - This paper considers consensus problems with Markovian switching networks and noisy measurements, and stochastic approximation is used to achieve mean square consensus. The main contribution of this paper is to obtain ergodicity results for backward products of degenerating stochastic matrices with Markovian switches, and subsequently prove mean square consensus for the stochastic approximation algorithm. Our ergodicity proof is to build a higher dimensional dynamical system and exploit its two-scale feature.

AB - This paper considers consensus problems with Markovian switching networks and noisy measurements, and stochastic approximation is used to achieve mean square consensus. The main contribution of this paper is to obtain ergodicity results for backward products of degenerating stochastic matrices with Markovian switches, and subsequently prove mean square consensus for the stochastic approximation algorithm. Our ergodicity proof is to build a higher dimensional dynamical system and exploit its two-scale feature.

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U2 - 10.1109/CDC.2014.7039727

DO - 10.1109/CDC.2014.7039727

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PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014

Y2 - 15 December 2014 through 17 December 2014

ER -

Stochastic approximation for consensus over general digraphs with Markovian switches

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