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The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

In this paper we explore the relationship between dual decomposition and the consensus-based method for distributed optimization. The relationship is developed by examining the similarities between the two approaches and their relationship…

Systems and Control · Computer Science 2014-02-19 Greg Droge , Hiroaki Kawashima , Magnus Egerstedt

We present a new data-driven method to provide probabilistic stability guarantees for black-box switched linear systems. By sampling a finite number of observations of trajectories, we construct approximate Lyapunov functions and deduce the…

Optimization and Control · Mathematics 2021-05-04 Anne Rubbens , Zheming Wang , Raphaël M. Jungers

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

We study the popular distributed consensus method over networks composed of a number of densely connected clusters with a sparse connection between them. In these cluster networks, the method often constitutes two-time-scale dynamics, where…

Optimization and Control · Mathematics 2022-09-14 Amit Dutta , Almuatazbellah M. Boker , Thinh T. Doan

Neural-based, data-driven analysis and control of dynamical systems have been recently investigated and have shown great promise, e.g. for safety verification or stability analysis. Indeed, not only do neural networks allow for an entirely…

Optimization and Control · Mathematics 2023-12-14 Virginie Debauche , Alec Edwards , Raphael M. Jungers , Alessandro Abate

This work introduces a novel two-stage distributed framework to globally estimate constant parameters in a networked system, separating shared information from local estimation. The first stage uses dynamic average consensus to aggregate…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Ariana R. Mendez-Castillo , Rodrigo Aldana-Lopez , Antonio Ramirez-Trevino , Rosario Aragues , David Gomez-Gutierrez

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi

Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient descent and its accelerated variants such as Polyak's Heavy…

Optimization and Control · Mathematics 2023-09-21 Bryan Van Scoy , Laurent Lessard

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

We present an algorithm for distributed estimation of an unknown vector parameter $\boldsymbol{\theta}^\ast \in {\mathbb R}^M$ in the presence of heavy-tailed observation and communication noises. Heavy-tailed noises frequently appear,…

Information Theory · Computer Science 2026-03-24 Dragana Bajovic , Dusan Jakovetic , Soummya Kar , Manojlo Vukovic

We show that the robust forward completeness for distributed parameter systems is equivalent to the existence of a corresponding Lyapunov function that increases at most exponentially along the trajectories.

Optimization and Control · Mathematics 2023-08-15 Andrii Mironchenko

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

Quadratic Lyapunov functions are prevalent in stability analysis of linear consensus systems. In this paper we show that weighted sums of convex functions of the different coordinates are Lyapunov functions for irreducible consensus…

Optimization and Control · Mathematics 2015-01-08 Herbert Mangesius , Jean-Charles Delvenne

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

A distributed consensus algorithm for estimating the maximum value of the initial measurements in a sensor network with communication noise is proposed. In the absence of communication noise, max estimation can be done by updating the state…

Systems and Control · Computer Science 2016-02-04 Sai Zhang , Cihan Tepedelenlioglu , Mahesh K. Banavar , Andreas Spanias

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

This paper considers solving distributed optimization problems in peer-to-peer multi-agent networks. The network is synchronous and connected. By using the proportional-integral (PI) control strategy, various algorithms with fixed stepsize…

Optimization and Control · Mathematics 2024-10-29 Kushal Chakrabarti , Mayank Baranwal