Distributed least squares solver for network linear equations

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Publication:2173971

DOI10.1016/J.AUTOMATICA.2019.108798zbMATH Open1440.93053arXiv1810.00156OpenAlexW2998678115WikidataQ126405661 ScholiaQ126405661MaRDI QIDQ2173971FDOQ2173971


Authors: Tao Yang, Jemin George, Jiahu Qin, Xinlei Yi, Junfeng Wu Edit this on Wikidata


Publication date: 17 April 2020

Published in: Automatica (Search for Journal in Brave)

Abstract: In this paper, we study the problem of finding the least square solutions of over-determined linear algebraic equations over networks in a distributed manner. Each node has access to one of the linear equations and holds a dynamic state. We first propose a distributed least square solver over connected undirected interaction graphs and establish a necessary and sufficient on the step-size under which the algorithm exponentially converges to the least square solution. Next, we develop a distributed least square solver over strongly connected directed graphs and show that the proposed algorithm exponentially converges to the least square solution provided the step-size is sufficiently small. Moreover, we develop a finite-time least square solver by equipping the proposed algorithms with a finite-time decentralized computation mechanism. The theoretical findings are validated and illustrated by numerical simulation examples.


Full work available at URL: https://arxiv.org/abs/1810.00156




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