Distributed sparse identification for stochastic dynamic systems under cooperative non-persistent excitation condition

DOI10.1016/J.AUTOMATICA.2023.110958MaRDI QIDQ6164057zbMATH OpenFDO

Authors Die Gan, Zhixin Liu

Publication date 30 June 2023

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.02737

zbMATH Keywords

\(L_1\)-regularizationcooperative non-persistent excitationdistributed sparse least squaresstochastic dynamic system

Mathematics Subject Classification ID

Variable structure systems (93B12) Feedback control (93B52) Least squares and related methods for stochastic control systems (93E24)

Abstract: This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information from neighbors. A distributed sparse least squares algorithm is proposed by minimizing a local information criterion formulated as a linear combination of accumulative local estimation error and L_1-regularization term. The upper bounds of the estimation error and the regret of the adaptive predictor of the proposed algorithm are presented. Furthermore, by designing a suitable adaptive weighting coefficient based on the local observation data, the set convergence of zero elements with a finite number of observations is obtained under a cooperative non-persistent excitation condition. It is shown that the proposed distributed algorithm can work well in a cooperative way even though none of the individual sensors can fulfill the estimation task. Our theoretical results are obtained without relying on the independency assumptions of regression signals that have been commonly used in the existing literature. Thus, our results are expected to be applied to stochastic feedback systems. Finally, the numerical simulations are provided to demonstrate the effectiveness of our theoretical results.

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Cited in

(15)

• Collaborative linear dynamical system identification by scarce relevant/irrelevant observations
• Distributed recursive projection identification with binary-valued observations
• Distributed system identification for linear stochastic systems with binary sensors
• Performance analysis of the compressed distributed least squares algorithm
• Computational intelligence for the collaborative identification of distributed systems
• Distributed Order Estimation of ARX Model under Cooperative Excitation Condition
• Distributed online multi‐task sparse identification for multiple systems with asynchronous updates
• Distributed least squares algorithm of continuous-time stochastic regression model based on sampled data
• Multi-task sparse identification for closed-loop systems with general observation sequences
• Distributed adaptive estimation without persistence of excitation: an online optimization perspective
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• Stability analysis of distributed Kalman filtering algorithm for stochastic regression model
• Distributed extended stochastic gradient algorithm for joint identification of system parameters and noise model parameters
• Distributed online sparse identification for multivariate stochastic regression models

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