Loading [a11y]/accessibility-menu.js
Switching Stochastic Approximation and Applications to Networked Systems | IEEE Journals & Magazine | IEEE Xplore

Switching Stochastic Approximation and Applications to Networked Systems


Abstract:

This paper investigates the interaction between control and communications in networked systems by studying a class of stochastic approximation algorithms that accommodat...Show More

Abstract:

This paper investigates the interaction between control and communications in networked systems by studying a class of stochastic approximation algorithms that accommodate random network topology switching processes, time-varying functions, nonlinear dynamics, additive and nonadditive noises, and other uncertainties. Interaction among control strategy and the multiple stochastic processes introduces critical challenges in such problems. By modeling the random switching as a discrete-time Markov chain and studying multiple stochastic uncertainties in a unified framework, it is shown that under broad conditions, the algorithms are convergent. The performance of the algorithms is further analyzed by establishing their rate of convergence and asymptotic characterizations. Simulation case studies are conducted to evaluate the performance of the procedures in various aspects.
Published in: IEEE Transactions on Automatic Control ( Volume: 64, Issue: 9, September 2019)
Page(s): 3587 - 3601
Date of Publication: 18 November 2018

ISSN Information:

Funding Agency:


Contact IEEE to Subscribe

References

References is not available for this document.