Title :
On existence of a quadratic comparison function for random weighted averaging dynamics and its implications
Author :
Behrouz Touri;Angelia Nedić
Author_Institution :
Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, 61801, USA
Abstract :
In this paper we study the stability and limiting behavior of discrete-time deterministic and random weighted averaging dynamics. We show that any such dynamics admits infinitely many comparison functions including a quadratic one. Using a quadratic comparison function, we establish the stability and characterize the set of equilibrium points of a broad class of random and deterministic averaging dynamics. This class includes a set of balanced chains, which itself contains many of the previously studied chains. Finally, we provide some implications of the developed results for products of independent random stochastic matrices.
Keywords :
"Vectors","Stochastic processes","Lyapunov methods","Convergence","Stability analysis","Trajectory","Asymptotic stability"
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Print_ISBN :
978-1-61284-800-6
DOI :
10.1109/CDC.2011.6160502