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- Title
Distributed optimisation design for solving the Stein equation with constraints.
- Authors
Chen, Guanpu; Zeng, Xianlin; Hong, Yiguang
- Abstract
In this study, the authors consider distributed computation of the Stein equations with set constraints, where each agent or node knows a few rows or columns of coefficient matrices. By formulating an equivalent distributed optimisation problem, they propose a projection‐based algorithm to seek least‐squares solutions to the constrained Stein equation over a multi‐agent system network. Then, they rigorously prove the convergence of the proposed algorithm to a least‐squares solution for any initial condition, and moreover, provide a simplified distributed algorithm with an exponential convergence rate for the case without constraints.
- Publication
IET Control Theory & Applications (Wiley-Blackwell), 2019, Vol 13, Issue 15, p2492
- ISSN
1751-8644
- Publication type
Article
- DOI
10.1049/iet-cta.2019.0140