DocumentCode
3645971
Title
On existence of a quadratic comparison function for random weighted averaging dynamics and its implications
Author
Behrouz Touri;Angelia Nedić
Author_Institution
Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, 61801, USA
fYear
2011
Firstpage
3806
Lastpage
3811
Abstract
In this paper we study the stability and limiting behavior of discrete-time deterministic and random weighted averaging dynamics. We show that any such dynamics admits infinitely many comparison functions including a quadratic one. Using a quadratic comparison function, we establish the stability and characterize the set of equilibrium points of a broad class of random and deterministic averaging dynamics. This class includes a set of balanced chains, which itself contains many of the previously studied chains. Finally, we provide some implications of the developed results for products of independent random stochastic matrices.
Keywords
"Vectors","Stochastic processes","Lyapunov methods","Convergence","Stability analysis","Trajectory","Asymptotic stability"
Publisher
ieee
Conference_Titel
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
ISSN
0191-2216
Print_ISBN
978-1-61284-800-6
Type
conf
DOI
10.1109/CDC.2011.6160502
Filename
6160502
Link To Document