Convergence of a Distributed Least Squares
文献类型：期刊论文
| 作者 | Xie, Siyu1; Zhang, Yaqi2,3; Guo, Lei2,3 |
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2021-10-01 |
| 卷号 | 66期号:10页码:4952-4959 |
| 关键词 | Convergence Estimation Symmetric matrices Stochastic processes Task analysis Complexity theory Adaptive control Convergence cooperative excitation diffusion strategies distributed estimation least squares (LS) martingale theory regret |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2020.3047989 |
| 英文摘要 | In this article, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is allowed to communicate with its neighbors. Our main task is to generalize the well-known theoretical results on the traditional LS to the current distributed case by establishing both the upper bound of the accumulated regrets of the adaptive predictor and the convergence of the distributed LS estimator, with the following key features compared with the existing literature on distributed estimation: First, our theory does not need the previously imposed independence, stationarity, or Gaussian property on the system signals, and hence is applicable to stochastic systems with feedback. Second, the cooperative excitation condition introduced and used in this article for the convergence of the distributed LS estimate is the weakest possible one, which shows that even if any individual sensor cannot estimate the unknown parameter by the traditional LS, the whole network can still fulfill the estimation task by the distributed LS. |
| 资助项目 | National Natural Science Foundation of China[11688101] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000698859900049 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/59356]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Guo, Lei |
| 作者单位 | 1.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xie, Siyu,Zhang, Yaqi,Guo, Lei. Convergence of a Distributed Least Squares[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2021,66(10):4952-4959. |
| APA | Xie, Siyu,Zhang, Yaqi,&Guo, Lei.(2021).Convergence of a Distributed Least Squares.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,66(10),4952-4959. |
| MLA | Xie, Siyu,et al."Convergence of a Distributed Least Squares".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 66.10(2021):4952-4959. |
入库方式： OAI收割
来源：数学与系统科学研究院
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