TY - GEN
T1 - Stochastic Lyapunov analysis for consensus algorithms with noisy measurements
AU - Huang, Minyi
AU - Manton, Jonathan H.
PY - 2007
Y1 - 2007
N2 - This paper studies the coordination and consensus of networked agents in an uncertain environment. We consider a group of agents on an undirected graph with fixed topology, but differing from most existing work, each agent has only noisy measurements of its neighbors' states. Traditional consensus algorithms in general cannot deal with such a scenario. For consensus seeking, we introduce stochastic approximation type algorithms with a decreasing step size. We present a stochastic Lyaponuv analysis based upon the total mean potential associated with the agents. Subsequently, the so-called direction of invariance is introduced, which combined with the decay property of the stochastic Lyapunov function leads to mean square convergence of the consensus algorithm.
AB - This paper studies the coordination and consensus of networked agents in an uncertain environment. We consider a group of agents on an undirected graph with fixed topology, but differing from most existing work, each agent has only noisy measurements of its neighbors' states. Traditional consensus algorithms in general cannot deal with such a scenario. For consensus seeking, we introduce stochastic approximation type algorithms with a decreasing step size. We present a stochastic Lyaponuv analysis based upon the total mean potential associated with the agents. Subsequently, the so-called direction of invariance is introduced, which combined with the decay property of the stochastic Lyapunov function leads to mean square convergence of the consensus algorithm.
UR - http://www.scopus.com/inward/record.url?scp=46449139596&partnerID=8YFLogxK
U2 - 10.1109/ACC.2007.4282791
DO - 10.1109/ACC.2007.4282791
M3 - Conference contribution
SN - 1424409888
SN - 9781424409884
T3 - Proceedings of the American Control Conference
SP - 1419
EP - 1424
BT - Proceedings of the 2007 American Control Conference, ACC
T2 - 2007 American Control Conference, ACC
Y2 - 9 July 2007 through 13 July 2007
ER -