首页|Distributed Least Squares Algorithm of Continuous-Time Stochastic Regression Model Based on Sampled Data
Distributed Least Squares Algorithm of Continuous-Time Stochastic Regression Model Based on Sampled Data
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In this paper,the authors consider the distributed adaptive identification problem over sensor networks using sampled data,where the dynamics of each sensor is described by a stochastic differential equation.By minimizing a local objective function at sampling time instants,the authors propose an online distributed least squares algorithm based on sampled data.A cooperative non-persistent excitation condition is introduced,under which the convergence results of the proposed algorithm are established by properly choosing the sampling time interval.The upper bound on the accumulative regret of the adaptive predictor can also be provided.Finally,the authors demonstrate the cooperative effect of multiple sensors in the estimation of unknown parameters by computer simulations.
Cooperative excitation conditiondistributed least squaresregretsampled datastochas-tic differential equation
ZHU Xinghua、GAN Die、LIU Zhixin
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The Key Laboratory of Systems and Control,Academy of Mathematics and Systems Science,Chinese Academy of Sciences,and School of Mathematical Sciences,University of Chinese Academy of Sciences,Beijing 100190,China