Distributed Solver for Discrete-Time Lyapunov Equations over Dynamic Networks with Linear Convergence Rate

Xia Jiang; Xianlin Zeng; Jian Sun; Jie Chen

doi:10.1109/TCYB.2020.2989835

Distributed Solver for Discrete-Time Lyapunov Equations over Dynamic Networks with Linear Convergence Rate

Xia Jiang
, Xianlin Zeng
, Jian Sun^*
, Jie Chen

^*Corresponding author for this work

Beijing Institute of Technology

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

The problem of solving discrete-Time Lyapunov equations (DTLEs) is investigated over multiagent network systems, where each agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.

Original language	English
Pages (from-to)	937-946
Number of pages	10
Journal	IEEE Transactions on Cybernetics
Volume	52
Issue number	2
DOIs	https://doi.org/10.1109/TCYB.2020.2989835
State	Published - 1 Feb 2022
Externally published	Yes

Keywords

Convex optimization
discrete-Time Lyapunov equation (DTLE)
distributed algorithm
dynamic network
linear convergence rate

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10.1109/TCYB.2020.2989835

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title = "Distributed Solver for Discrete-Time Lyapunov Equations over Dynamic Networks with Linear Convergence Rate",

abstract = "The problem of solving discrete-Time Lyapunov equations (DTLEs) is investigated over multiagent network systems, where each agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.",

keywords = "Convex optimization, discrete-Time Lyapunov equation (DTLE), distributed algorithm, dynamic network, linear convergence rate",

author = "Xia Jiang and Xianlin Zeng and Jian Sun and Jie Chen",

note = "Publisher Copyright: {\textcopyright} 2013 IEEE.",

year = "2022",

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T1 - Distributed Solver for Discrete-Time Lyapunov Equations over Dynamic Networks with Linear Convergence Rate

AU - Jiang, Xia

AU - Zeng, Xianlin

AU - Sun, Jian

AU - Chen, Jie

PY - 2022/2/1

Y1 - 2022/2/1

N2 - The problem of solving discrete-Time Lyapunov equations (DTLEs) is investigated over multiagent network systems, where each agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.

AB - The problem of solving discrete-Time Lyapunov equations (DTLEs) is investigated over multiagent network systems, where each agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.

KW - Convex optimization

KW - discrete-Time Lyapunov equation (DTLE)

KW - distributed algorithm

KW - dynamic network

KW - linear convergence rate

UR - https://www.scopus.com/pages/publications/85124805624

U2 - 10.1109/TCYB.2020.2989835

DO - 10.1109/TCYB.2020.2989835

M3 - 文章

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AN - SCOPUS:85124805624

SN - 2168-2267

VL - 52

SP - 937

EP - 946

JO - IEEE Transactions on Cybernetics

JF - IEEE Transactions on Cybernetics

IS - 2

ER -

Distributed Solver for Discrete-Time Lyapunov Equations over Dynamic Networks with Linear Convergence Rate

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Keywords

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