Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
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 language | English |
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Title of host publication | 2019 IEEE 58th Conference on Decision and Control, CDC 2019 |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 6050-6055 |
Number of pages | 6 |
ISBN (Electronic) | 9781728113982 |
DOIs | |
State | Published - Dec 2019 |
Event | 58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France Duration: 11 Dec 2019 → 13 Dec 2019 |
Name | IEEE Conference on Decision and Control |
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Publisher | IEEE |
ISSN (Print) | 0743-1546 |
Conference | 58th IEEE Conference on Decision and Control, CDC 2019 |
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Country/Territory | France |
City | Nice |
Period | 11/12/19 → 13/12/19 |
ID: 52781176