Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks

doi:10.1109/TAC.2018.2867257

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 系统科学研究所

	Linear Stochastic Approximation Algorithms and Group Consensus Over Random Signed Networks
	Chen, Ge2,3 ; Duan, Xiaoming 1,4; Mei, Wenjun 1,4; Bullo, Francesco 1,4
刊名	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
	2019-05-01
卷号	64 期号:5 页码:1874-1889
关键词	Terms-Consensus linear systems multiagent systems signed network stochastic approximation (SA)
ISSN号	0018-9286
DOI	10.1109/TAC.2018.2867257
英文摘要	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.
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
语种	英语
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS记录号	WOS:000466226500008
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/34831]
专题	系统科学研究所
通讯作者	Chen, Ge
作者单位	1.Univ Calif Santa Barbara, Ctr Control Dynam Syst & Computat, Santa Barbara, CA 93106 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Natl Ctr Math & Interdisciplinary Sci, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 4.Univ Calif Santa Barbara, Dept Mech Engn, 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.