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arXiv · 1904.13067

Distributed Solver for Discrete-Time Lyapunov Equations Over Dynamic Networks with Linear Convergence Rate

Xia Jiang·Xianlin Zeng·Jian Sun·Jie Chen
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Abstract

This paper investigates the problem of solving discrete-time Lyapunov equations (DTLE) over a multi-agent system, where every agent has access to its local information and communicates with its neighbors. To obtain a solution to DTLE, a distributed algorithm with uncoordinated constant step sizes is proposed over time-varying topologies. The convergence properties and the range of constant step sizes of the proposed algorithm are analyzed. Moreover, a linear convergence rate is proved and the convergence performances over dynamic networks are verified by numerical simulations.

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Xia Jiang, Xianlin Zeng, Jian Sun, Jie Chen. 2019-04-30. Distributed Solver for Discrete-Time Lyapunov Equations Over Dynamic Networks with Linear Convergence Rate. https://arxiv.org/abs/1904.13067

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