Distributed average consensus with least-mean-square deviation

نویسندگان

  • Lin Xiao
  • Stephen P. Boyd
  • Seung-Jean Kim
چکیده

We consider a stochastic model for distributed average consensus, which arises in applications such as load balancing for parallel processors, distributed coordination of mobile autonomous agents, and network synchronization. In this model, each node updates its local variable with a weighted average of its neighbors’ values, and each new value is corrupted by an additive noise with zero mean. The quality of consensus can be measured by the total mean-square deviation of the individual variables from their average, which converges to a steady-state value. We consider the problem of finding the (symmetric) edge weights that result in the least mean-square deviation in steady state. We show that this problem can be cast as a convex optimization problem, so the global solution can be found efficiently. We describe some computational methods for solving this problem, and compare the weights and the mean-square deviations obtained by this method and several other weight design methods.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Study of Sparsity-Aware Distributed Conjugate Gradient Algorithms for Sensor Networks

This paper proposes distributed adaptive algorithms based on the conjugate gradient (CG) method and the diffusion strategy for parameter estimation over sensor networks. We present sparsity-aware conventional and modified distributed CG algorithms using l1 and log-sum penalty functions. The proposed sparsity-aware diffusion distributed CG algorithms have an improved performance in terms of mean...

متن کامل

Distributed Incremental Least Mean-Square for Parameter Estimation using Heterogeneous Adaptive Networks in Unreliable Measurements

Adaptive networks include a set of nodes with adaptation and learning abilities for modeling various types of self-organized and complex activities encountered in the real world. This paper presents the effect of heterogeneously distributed incremental LMS algorithm with ideal links on the quality of unknown parameter estimation. In heterogeneous adaptive networks, a fraction of the nodes, defi...

متن کامل

Average consensus with weighting matrix design for quantized communication on directed switching graphs

We study average consensus for directed graphs with quantized communication under fixed and switching topologies. In the presence of quantization errors, conventional consensus algorithms fail to converge and may suffer from an unbounded asymptotic mean square error. We develop robust consensus algorithms to reduce the effect of quantization. Specifically, we introduce a robust weighting matrix...

متن کامل

Consensus-Based Distributed Least-Mean Square Algorithm Using Wireless Ad Hoc Networks

We deal with online estimation and tracking of (non)stationary signals using ad hoc wireless sensor networks (WSNs). A fully distributed least-mean square (D-LMS) type of algorithm is presented, which offers simplicity and flexibility whilst solely requiring single-hop communications among sensors. The algorithm entails the minimization of a pertinent cost function by resorting to: (i) the alte...

متن کامل

Mean Square Performance of Consensus-Based Distributed Estimation over Regular Geometric Graphs

Abstract. Average-consensus algorithms allow to compute the average of some agents’ data in a distributed way, and they are used as a basic building block in many algorithms for distributed estimation, load balancing, formation and distributed control. Traditional analysis of such algorithms studies, for a given communication graph, the convergence rate (second largest eigenvalue of the transit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • J. Parallel Distrib. Comput.

دوره 67  شماره 

صفحات  -

تاریخ انتشار 2007