Abstract
The problem of solving discrete-Time Lyapunov equations (DTLEs) is investigated over multiagent network systems, where each agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.
Original language | English |
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Pages (from-to) | 937-946 |
Number of pages | 10 |
Journal | IEEE Transactions on Cybernetics |
Volume | 52 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Feb 2022 |
Keywords
- Convex optimization
- discrete-Time Lyapunov equation (DTLE)
- distributed algorithm
- dynamic network
- linear convergence rate