Title :
Consensus algorithms and the decomposition-separation theorem
Author :
Bolouki, Sadegh ; Malhame, Roland P.
Author_Institution :
Dept. of Electr. Eng., Ecole Polytechniqe de Montreal, Montreal, QC, Canada
Abstract :
Convergence properties of time inhomogeneous Markov chain based discrete time linear consensus algorithms are analyzed. Provided that a so-called infinite jet flow property is satisfied by the underlying chains, necessary conditions for both consensus and multiple consensus are established. A recent extension by Sonin of the classical Kolmogorov-Doeblin decomposition-separation for homogeneous Markov chains to the non homogeneous case, is then employed to show that the obtained necessary conditions are also sufficient when the chain is of class P*, as defined by Touri and Nedič. It is also shown that Sonin´s theorem leads to a rediscovery and generalization of most of the existing related consensus results in the literature.
Keywords :
Markov processes; convergence; multi-agent systems; Kolmogorov-Doeblin decomposition-separation; Sonin theorem; convergence properties; decomposition separation theorem; discrete time linear consensus algorithms; infinite jet flow property; multiple consensus; necessary conditions; time inhomogeneous Markov chain; Convergence; Heuristic algorithms; Limiting; Liquids; Markov processes; Multi-agent systems; Vectors;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760093