Robust and scalable distributed recursive least squares
File(s)Azzollini_Bin_Parisini_Marconi_Automatica_2023.pdf (1.12 MB)
Published version
Author(s)
Azzollini, Ilario Antonio
Bin, Michelangelo
Marconi, Lorenzo
Parisini, Thomas
Type
Journal Article
Abstract
We consider a problem of robust estimation over a network in an errors-in-variables context. Each agent measures noisy samples of a local pair of signals related by a linear regression defined by a common unknown parameter, and the agents must cooperate to find the unknown parameter in presence of uncertainty affecting both the regressor and the regressand variables. We propose a recursive least squares estimation method providing global exponential convergence to the unknown parameter in absence of uncertainty, and robust stability of the estimate, formalized in terms of input-to-state stability, in presence of uncertainty affecting all the variables. The result relies on a cooperative excitation assumption that is proved to be strictly weaker than persistency of excitation of each local data set. The proposed estimator is validated on an adaptive road pricing application.
Date Issued
2023-12
Date Acceptance
2023-07-21
Citation
Automatica, 2023, 158
ISSN
0005-1098
Publisher
Elsevier
Journal / Book Title
Automatica
Volume
158
Copyright Statement
© 2023 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:001078789100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
Subjects
ADAPTATION
ALGORITHMS
Automation & Control Systems
Distributed least squares
Distributed optimization
Engineering
Engineering, Electrical & Electronic
INFORMATION
MEAN SQUARES
NETWORKS
OPTIMIZATION
RLS
Robust estimation
Science & Technology
STABILITY
STRATEGIES
SYSTEMS
Technology
Publication Status
Published
Article Number
111265
Date Publish Online
2023-09-13