Distributed Mean-Field Density Estimation for Large-Scale Systems

DOI10.1109/TAC.2021.3123239MaRDI QIDQ6077099zbMATH OpenOpenAlexFDO

Authors

Publication date 24 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.05318

zbMATH Keywords

distributed density estimationKalman filteringlarge-scale systemspartial differential equation (PDE) systems

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: This work studies how to estimate the mean-field density of large-scale systems in a distributed manner. Such problems are motivated by the recent swarm control technique that uses mean-field approximations to represent the collective effect of the swarm, wherein the mean-field density (especially its gradient) is usually used in feedback control design. In the first part, we formulate the density estimation problem as a filtering problem of the associated mean-field partial differential equation (PDE), for which we employ kernel density estimation (KDE) to construct noisy observations and use filtering theory of PDE systems to design an optimal (centralized) density filter. It turns out that the covariance operator of observation noise depends on the unknown density. Hence, we use approximations for the covariance operator to obtain a suboptimal density filter, and prove that both the density estimates and their gradient are convergent and remain close to the optimal one using the notion of input-to-state stability (ISS). In the second part, we continue to study how to decentralize the density filter such that each agent can estimate the mean-field density based on only its own position and local information exchange with neighbors. We prove that the local density filter is also convergent and remains close to the centralized one in the sense of ISS. Simulation results suggest that the centralized suboptimal density filter is able to generate convergent density estimates, and the local density filter is able to converge and remain close to the centralized filter.

Cited in

(5)

• An Asynchronous Distributed Expectation Maximization Algorithm for Massive Data: The DEM Algorithm
• Dense limit of the Dawid–Skene model for crowdsourcing and regions of sub-optimality of message passing algorithms
• Distributed cooperative reinforcement learning for multi‐agent system with collision avoidance
• Distributed learning and optimization of a multi-agent macroscopic probabilistic model
• Robust optimal density control of robotic swarms

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