Accelerated Multi-Stage Discrete Time Dynamic Average Consensus

This paper presents a novel solution for the discrete time dynamic average consensus problem. Given a set of time-varying input signals over the nodes of an undirected graph, the proposed algorithm tracks, at each node, the input signals’ average. The algorithm is based on a sequence of consensus stages combined with a second order diffusive protocol. The former overcomes the need of k-th order differences of the inputs and conservation of the network state average, while the latter overcomes the trade-off between speed and accuracy of the consensus stages by just storing the previous estimate at each node. The result is a protocol that is fast, arbitrarily accurate, and robust against input noises and initializations. The protocol is extended to an asynchronous and randomized version that follows a gossiping scheme that is robust against potential delays and packet losses. We study the convergence properties of the algorithms and validate them via simulations

Accelerated Multi-Stage Discrete Time Dynamic Average Consensus

This letter presents a novel solution for the discrete time dynamic average consensus problem. Given a set of time-varying input signals over the nodes of an undirected graph, the proposed algorithm tracks, at each node, the input signals’ average. The algorithm is based on a sequence of consensus stages combined with a second order diffusive protocol. The former overcomes the need of k-th order differences of the inputs and conservation of the network state average, while the latter overcomes the trade-off between speed and accuracy of the consensus stages by just storing the previous estimate at each node. The result is a protocol that is fast, arbitrarily accurate, and robust against input noises and initializations. The protocol is extended to an asynchronous and randomized version that follows a gossiping scheme that is robust against potential delays and packet losses. We study the convergence properties of the algorithms and validate them via simulations

Decentralised minimal-time dynamic consensus

Abstract-This paper considers a group of agents that aim to reach an agreement on individually measured time-varying signals by local communication. In contrast to static network averaging problem, the consensus we mean in this paper is reached in a dynamic sense. A discrete-time dynamic average consensus protocol can be designed to allow all the agents tracking the average of their reference inputs asymptotically. We propose a minimal-time dynamic consensus algorithm, which only utilises minimal number of local observations of randomly picked node in a network to compute the final consensus signal. Our results illustrate that with memory and computational ability, the running time of distributed averaging algorithms can be indeed improved dramatically using local information as suggested by Olshevsky and Tsitsiklis

On Robustness Analysis of a Dynamic Average Consensus Algorithm to Communication Delay

This paper studies the robustness of a dynamic average consensus algorithm to communication delay over strongly connected and weight-balanced (SCWB) digraphs. Under delay-free communication, the algorithm of interest achieves a practical asymptotic tracking of the dynamic average of the time-varying agents' reference signals. For this algorithm, in both its continuous-time and discrete-time implementations, we characterize the admissible communication delay range and study the effect of the delay on the rate of convergence and the tracking error bound. Our study also includes establishing a relationship between the admissible delay bound and the maximum degree of the SCWB digraphs. We also show that for delays in the admissible bound, for static signals the algorithms achieve perfect tracking. Moreover, when the interaction topology is a connected undirected graph, we show that the discrete-time implementation is guaranteed to tolerate at least one step delay. Simulations demonstrate our results

FROST -- Fast row-stochastic optimization with uncoordinated step-sizes

In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes column-stochastic weights. The formulation of column-stochastic weights requires each agent to know (at least) its out-degree, which may be impractical in e.g., broadcast-based communication protocols. In contrast, we describe FROST (Fast Row-stochastic-Optimization with uncoordinated STep-sizes), an optimization algorithm applicable to directed graphs that does not require the knowledge of out-degrees; the implementation of which is straightforward as each agent locally assigns weights to the incoming information and locally chooses a suitable step-size. We show that FROST converges linearly to the optimal solution for smooth and strongly-convex functions given that the largest step-size is positive and sufficiently small.Comment: Submitted for journal publication, currently under revie