DocumentCode
2571130
Title
Convergence rates of consensus algorithms in stochastic networks
Author
Patterson, Stacy ; Bamieh, Bassam
Author_Institution
Dept. of Mech. Eng., Univ. of California, Santa Barbara, CA, USA
fYear
2010
fDate
15-17 Dec. 2010
Firstpage
6608
Lastpage
6613
Abstract
We study the convergence rate of average consensus algorithms in networks with stochastic communication failures. We show how the system dynamics can be modeled by a discrete-time linear system with multiplicative random coefficients. This formulation captures many types of random networks including networks with links failures, node failures, and network partitions. With this formulation, we use first-order spectral perturbation analysis to analyze the mean-square convergence rate under various network conditions. Our analysis reveals that in large networks, the effect of communication failures on the convergence rate is similar to the effect of changing the weight assigned to the communication links. We also show that in large networks, when the probability of communication failure is small, correlation in communication failures plays a negligible role in the convergence rate of the algorithm.
Keywords
discrete time systems; linear systems; mean square error methods; stochastic systems; consensus algorithms; discrete-time linear system; first-order spectral perturbation analysis; links failures; mean-square convergence rate; multiplicative random coefficients; network partitions; node failures; stochastic communication failures; stochastic networks; Convergence; Correlation; Eigenvalues and eigenfunctions; Heuristic algorithms; Laplace equations; Partitioning algorithms; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location
Atlanta, GA
ISSN
0743-1546
Print_ISBN
978-1-4244-7745-6
Type
conf
DOI
10.1109/CDC.2010.5717338
Filename
5717338
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