Reaching Optimal Distributed Estimation Through Myopic Self-Confidence Adaptation

نویسندگان

چکیده

Consider discrete-time linear distributed averaging dynamics, whereby agents in a network start with uncorrelated and unbiased noisy measurements of common underlying parameter (state the world) iteratively update their estimates following non-Bayesian rule. Specifically, let every agent her estimate to convex combination own current those neighbors network. As result this iterative averaging, each obtains an asymptotic state world, variance individual depends on matrix weights assign self others. We study game-theoretic multi-objective optimization problem seeks choose self-weight such way minimize unknown parameters. Assuming that relative influence assigned by remain fixed form irreducible aperiodic matrix, we characterize Pareto frontier problem, as well set Nash equilibria resulting game.

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ژورنال

عنوان ژورنال: IFAC-PapersOnLine

سال: 2022

ISSN: ['2405-8963', '2405-8971']

DOI: https://doi.org/10.1016/j.ifacol.2022.11.093