Networked systems comprised of multiple nodes with sensing, processing, and communication capabilities are able to provide more accurate estimates of some state of a dynamic process through communication between the network nodes. This paper considers the distributed estimation or tracking problem and focuses on a class of consensus normalized algorithms. A distributed algorithm consisting of two well-studied parts, namely, Simultaneous Perturbation Stochastic Approximation (SPSA) and the consensus approach is proposed for networked systems with uncertainties. Such combination allows us to relax the assumption regarding the strong convexity of the minimized mean-risk functional, which may not be fulfilled in the distributed optimization problems. For the proposed algorithm we get a mean squared upper bound of residual between estimates and unknown states. The theoretically established properties of proposed algorithm are illustrated by simulation results.

Original languageEnglish
Title of host publication2019 IEEE 58th Conference on Decision and Control, CDC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6050-6055
Number of pages6
ISBN (Electronic)9781728113982
DOIs
StatePublished - Dec 2019
Event58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: 11 Dec 201913 Dec 2019

Publication series

NameIEEE Conference on Decision and Control
PublisherIEEE
ISSN (Print)0743-1546

Conference

Conference58th IEEE Conference on Decision and Control, CDC 2019
Country/TerritoryFrance
CityNice
Period11/12/1913/12/19

    Research areas

  • OPTIMIZATION, CONVEX

    Scopus subject areas

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

ID: 52781176