• 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