Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › Рецензирование
Distributed Tracking via Simultaneous Perturbation Stochastic Approximation-based Consensus Algorithm. / Erofeeva, Victoria; Granichin, Oleg; Amelina, Natalia; Ivanskiy, Yury; Jiang, Yuming.
2019 IEEE 58th Conference on Decision and Control, CDC 2019. Institute of Electrical and Electronics Engineers Inc., 2019. стр. 6050-6055 9030129 (IEEE Conference on Decision and Control).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › Рецензирование
}
TY - GEN
T1 - Distributed Tracking via Simultaneous Perturbation Stochastic Approximation-based Consensus Algorithm
AU - Erofeeva, Victoria
AU - Granichin, Oleg
AU - Amelina, Natalia
AU - Ivanskiy, Yury
AU - Jiang, Yuming
PY - 2019/12
Y1 - 2019/12
N2 - 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.
AB - 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.
KW - OPTIMIZATION
KW - CONVEX
UR - http://www.scopus.com/inward/record.url?scp=85082478251&partnerID=8YFLogxK
U2 - 10.1109/CDC40024.2019.9030129
DO - 10.1109/CDC40024.2019.9030129
M3 - Conference contribution
AN - SCOPUS:85082478251
T3 - IEEE Conference on Decision and Control
SP - 6050
EP - 6055
BT - 2019 IEEE 58th Conference on Decision and Control, CDC 2019
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 58th IEEE Conference on Decision and Control, CDC 2019
Y2 - 11 December 2019 through 13 December 2019
ER -
ID: 52781176