A Distributed Algorithm for Least Squares Solutions

In this technical note, a distributed algorithm is proposed for multiagent networks to achieve a least squares solution of a system of linear equations, in which each agent only knows part of the overall equations and communicates only with its nearby neighbors. The proposed algorithm is discrete ti...

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Bibliographic Details
Published in:IEEE transactions on automatic control Vol. 64; no. 10; pp. 4217 - 4222
Main Authors: Wang, Xuan, Zhou, Jingqiu, Mou, Shaoshuai, Corless, Martin J.
Format: Journal Article
Language:English
Published: New York IEEE 01.10.2019
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Algorithms
Computer simulation
Convergence
Distributed algorithms
Economic models
Kernel
Least squares
least squares solutions
Linear equations
Mathematical analysis
Mathematical model
multiagent networks
Multiagent systems
Nickel
Optimization
Symmetric matrices
ISSN:0018-9286, 1558-2523
Online Access:Get full text
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Summary:In this technical note, a distributed algorithm is proposed for multiagent networks to achieve a least squares solution of a system of linear equations, in which each agent only knows part of the overall equations and communicates only with its nearby neighbors. The proposed algorithm is discrete time but does not involve small or time-varying step sizes. Given that the network is fixed, connected, and undirected, the proposed algorithm enables all agents in the network to achieve exponentially fast the same least squares solution; this is validated by simulations.
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ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2019.2894588