Mathematics Commons^™

Consensus-Type Stochastic Approximation Algorithms, Yu Sun

Wayne State University Dissertations

This work is concerned with asymptotic properties of consensus-type algorithms for networked systems whose topologies switch randomly. The regime-switching process is modeled as a discrete-time Markov chain with a nite state space. The consensus control is achieved by designing stochastic approximation algorithms. In the setup, the regime-switching process (the Markov chain) contains a rate parameter

"Ε> 0 in the transition probability matrix that characterizes how frequently the topology switches. On the other hand, the consensus control algorithm uses a step-size Μ that denes how fast the network states are updated. Depending on their relative values, three distinct scenarios emerge. Under …