TY - GEN
T1 - On asymptotic properties of continuous-time stochastic approximation type consensus protocols
AU - Tang, Huaibin
AU - Li, Tao
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014
Y1 - 2014
N2 - For the multi-agent consensus with stochastic communication noises, the stochastic approximation type protocol is an effective method. In this paper, we will analyze the asymptotic properties of continuous-time stochastic approximation type consensus protocols in both mean square and probability one. We clarify the relationship between the convergence rate of the consensus error and a representative class of consensus gains. Different from the previous literature in which stochastic Lyapunov functions and the supermartingale convergence theorem were used, basic results of stochastic analysis and algebraic graph theory are used in this paper. By the law of the iterated logarithm of stochastic integrals, more precise estimates of the convergence rate are given.
AB - For the multi-agent consensus with stochastic communication noises, the stochastic approximation type protocol is an effective method. In this paper, we will analyze the asymptotic properties of continuous-time stochastic approximation type consensus protocols in both mean square and probability one. We clarify the relationship between the convergence rate of the consensus error and a representative class of consensus gains. Different from the previous literature in which stochastic Lyapunov functions and the supermartingale convergence theorem were used, basic results of stochastic analysis and algebraic graph theory are used in this paper. By the law of the iterated logarithm of stochastic integrals, more precise estimates of the convergence rate are given.
UR - https://www.scopus.com/pages/publications/84988299314
U2 - 10.1109/CDC.2014.7039726
DO - 10.1109/CDC.2014.7039726
M3 - 会议稿件
AN - SCOPUS:84988299314
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2210
EP - 2215
BT - 53rd IEEE Conference on Decision and Control,CDC 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 53rd IEEE Conference on Decision and Control, CDC 2014
Y2 - 15 December 2014 through 17 December 2014
ER -