TY - JOUR
T1 - Distributed Optimization Approach for Solving Continuous-Time Lyapunov Equations with Exponential Rate of Convergence
AU - Zeng, Xianlin
AU - Chen, Jie
AU - Sun, Jian
AU - Hong, Yiguang
N1 - Publisher Copyright:
© 2013 IEEE.
PY - 2022/3/1
Y1 - 2022/3/1
N2 - This article establishes an approach, based on distributed optimization, for solving continuous-time Lyapunov equations (CTLE) over multiagent networks. Each agent in the network knows partial information of the CTLE and has a dynamical system to estimate exact or least-squares solutions. The aim of agents is to find a solution to CTLE by sharing information with connected agents over a network. This article develops distributed algorithms with an exponential rate of convergence for CTLE via the convex optimization design. Finally, this article presents numerical simulations to show the efficacy of the main results.
AB - This article establishes an approach, based on distributed optimization, for solving continuous-time Lyapunov equations (CTLE) over multiagent networks. Each agent in the network knows partial information of the CTLE and has a dynamical system to estimate exact or least-squares solutions. The aim of agents is to find a solution to CTLE by sharing information with connected agents over a network. This article develops distributed algorithms with an exponential rate of convergence for CTLE via the convex optimization design. Finally, this article presents numerical simulations to show the efficacy of the main results.
KW - Continuous-time Lyapunov equation (CTLE)
KW - distributed optimization
KW - exponential convergence rate
UR - http://www.scopus.com/inward/record.url?scp=85096868847&partnerID=8YFLogxK
U2 - 10.1109/TSMC.2020.3034229
DO - 10.1109/TSMC.2020.3034229
M3 - Article
AN - SCOPUS:85096868847
SN - 2168-2216
VL - 52
SP - 1684
EP - 1691
JO - IEEE Transactions on Systems, Man, and Cybernetics: Systems
JF - IEEE Transactions on Systems, Man, and Cybernetics: Systems
IS - 3
ER -