Stochastic approximation approach for consensus and convergence rate analysis of multiagent systems

• Main Authors: Xu, Juanjuan, Zhang, Huanshui, Xie, Lihua
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/95616; http://hdl.handle.net/10220/11203
• Institution: Nanyang Technological University

In this note, we study the consensus problem for multiagent systems with measurement noises. Different from the existing approach, the consensus problem is converted to a root finding problem for which the stochastic approximation theory can be applied. By choosing an appropriate regression function, we propose a consensus algorithm which is applicable to systems with more general measurement noise processes, including stationary autoregressive and moving average (ARMA) processes and infinite moving average (MA) processes. Further, we establish a relationship between the convergence rate and the exponent of the step size of the algorithm. Particularly, strong convergence rate for systems with a leader-follower topology is studied.