Title :
Synchronization and convergence of linear dynamics in random directed networks
Author_Institution :
IBM Thomas J. Watson Res. Center, Yorktown Heights, NY, USA
fDate :
7/1/2006 12:00:00 AM
Abstract :
Recently, methods in stochastic control are used to study the synchronization properties of a nonautonomous discrete-time linear system x(k+1)=G(k)x(k) where the matrices G(k) are derived from a random graph process. The purpose of this note is to extend this analysis to directed graphs and more general random graph processes. Rather than using Lyapunov type methods, we use results from the theory of inhomogeneous Markov chains in our analysis. These results have been used successfully in deterministic consensus problems and we show that they are useful for these problems as well. Sufficient conditions are derived that depend on the types of graphs that have nonvanishing probabilities. For instance, if a scrambling graph occurs with nonzero probability, then the system synchronizes.
Keywords :
Lyapunov methods; Markov processes; convergence; directed graphs; discrete time systems; linear systems; random processes; stochastic systems; synchronisation; Lyapunov type methods; convergence; directed graphs; inhomogeneous Markov chains; linear dynamics; nonautonomous discrete-time linear system; random directed networks; random graph process; stochastic control; synchronization; Control systems; Convergence; Couplings; Intelligent networks; Linear systems; Nonlinear dynamical systems; Stochastic processes; Stochastic systems; Sufficient conditions; Symmetric matrices; Directed graphs; Markov processes; dynamics; graph theory; synchronization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.878783