292 research outputs found
Consensus and Products of Random Stochastic Matrices: Exact Rate for Convergence in Probability
Distributed consensus and other linear systems with system stochastic
matrices emerge in various settings, like opinion formation in social
networks, rendezvous of robots, and distributed inference in sensor networks.
The matrices are often random, due to, e.g., random packet dropouts in
wireless sensor networks. Key in analyzing the performance of such systems is
studying convergence of matrix products . In this paper, we
find the exact exponential rate for the convergence in probability of the
product of such matrices when time grows large, under the assumption that
the 's are symmetric and independent identically distributed in time.
Further, for commonly used random models like with gossip and link failure, we
show that the rate is found by solving a min-cut problem and, hence, easily
computable. Finally, we apply our results to optimally allocate the sensors'
transmission power in consensus+innovations distributed detection
Sensor Networks with Random Links: Topology Design for Distributed Consensus
In a sensor network, in practice, the communication among sensors is subject
to:(1) errors or failures at random times; (3) costs; and(2) constraints since
sensors and networks operate under scarce resources, such as power, data rate,
or communication. The signal-to-noise ratio (SNR) is usually a main factor in
determining the probability of error (or of communication failure) in a link.
These probabilities are then a proxy for the SNR under which the links operate.
The paper studies the problem of designing the topology, i.e., assigning the
probabilities of reliable communication among sensors (or of link failures) to
maximize the rate of convergence of average consensus, when the link
communication costs are taken into account, and there is an overall
communication budget constraint. To consider this problem, we address a number
of preliminary issues: (1) model the network as a random topology; (2)
establish necessary and sufficient conditions for mean square sense (mss) and
almost sure (a.s.) convergence of average consensus when network links fail;
and, in particular, (3) show that a necessary and sufficient condition for both
mss and a.s. convergence is for the algebraic connectivity of the mean graph
describing the network topology to be strictly positive. With these results, we
formulate topology design, subject to random link failures and to a
communication cost constraint, as a constrained convex optimization problem to
which we apply semidefinite programming techniques. We show by an extensive
numerical study that the optimal design improves significantly the convergence
speed of the consensus algorithm and can achieve the asymptotic performance of
a non-random network at a fraction of the communication cost.Comment: Submitted to IEEE Transaction
Gossip Algorithms for Distributed Signal Processing
Gossip algorithms are attractive for in-network processing in sensor networks
because they do not require any specialized routing, there is no bottleneck or
single point of failure, and they are robust to unreliable wireless network
conditions. Recently, there has been a surge of activity in the computer
science, control, signal processing, and information theory communities,
developing faster and more robust gossip algorithms and deriving theoretical
performance guarantees. This article presents an overview of recent work in the
area. We describe convergence rate results, which are related to the number of
transmitted messages and thus the amount of energy consumed in the network for
gossiping. We discuss issues related to gossiping over wireless links,
including the effects of quantization and noise, and we illustrate the use of
gossip algorithms for canonical signal processing tasks including distributed
estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page
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