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Asymptotic agreement in distributed estimation

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2 Author(s)
Borkar, V. ; Tata Institute for fundamental Research, Bangalore, India ; Varaiya, P.P.

Each of several agents updates his estimate of the same random variable whenever he makes a new observation or receives the estimate made by another agent. In turn, each agent transmits his estimate to a randomly chosen subset of the other agents. A subset of agents forms a communicating ring if for every pairunderline{m}, underline{p}of ring members, there is a sequence of ring membersunderline{m} = underline{m}_{1}, underline{m}_{2}, ... , underline{m}_{n+1} = underline{p}such thatunderline{m}_{i}sends his estimate tounderline{m}_{i+1}infinitely often. If each ring member knows that he is a ring member, then the estimates of all the ring members asymptotically agree. However, this common limit can depend upon the order in which estimates are transmitted.

Published in:

Automatic Control, IEEE Transactions on  (Volume:27 ,  Issue: 3 )

Date of Publication:

Jun 1982

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