Related papers: Stochastic Dynamics of Noisy Average Consensus: An…
This paper focuses on the consensus averaging problem on graphs under general noisy channels. We study a particular class of distributed consensus algorithms based on damped updates, and using the ordinary differential equation method, we…
We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…
Stochastic differential equations with noisy memory are often impossible to solve analytically. Therefore, we derive a numerical Euler-Maruyama scheme for such equations and prove that the mean-square error of this scheme is of order…
The paper is devoted to the approximate consensus problem for networks of nonlinear agents with switching topology, noisy and delayed measurements. In contrast to the existing stochastic approximation-based control algorithms (protocols), a…
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors' states, are modeled to be multiplicative. By…
A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…
We propose a new dynamic average consensus algorithm that is robust to information-sharing noise arising from differential-privacy design. Not only is dynamic average consensus widely used in cooperative control and distributed tracking, it…
This work is concerned with stochastic consensus conditions of multi-agent systems with both time-delays and measurement noises. For the case of additive noises, we develop some necessary conditions and sufficient conditions for stochastic…
This paper introduces a novel continuous-time dynamic average consensus algorithm for networks whose interaction is described by a strongly connected and weight-balanced directed graph. The proposed distributed algorithm allows agents to…
The understanding of adaptive algorithms for SDEs is an open area where many issues related to both convergence and stability (long time behaviour) of algorithms are unresolved. This paper considers a very simple adaptive algorithm, based…
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of L\^e (2020). This approach allows one to exploit regularization by noise effects…
Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In…
A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…
In this paper we consider the Euler-Maruyama scheme for a class ofstochastic delay differential equations driven by a fractional Brownian motion with index $H\in(0,1)$. We establish the consistency of the scheme and study the rate of…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
This article addresses the problem of average consensus in a multi-agent system when the desired consensus quantity is a time varying signal. Although this problem has been addressed in existing literature by linear schemes, only bounded…
Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…
In this paper, a consensus algorithm is proposed for interacting multi-agents, which can be modeled as simple Mechanical Control Systems (MCS) evolving on a general Lie group. The standard Laplacian flow consensus algorithm for double…
The paper studies average consensus with random topologies (intermittent links) \emph{and} noisy channels. Consensus with noise in the network links leads to the bias-variance dilemma--running consensus for long reduces the bias of the…
We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equation (SDE) system where the inverse of the ending time $T$ naturally plays the role of the…