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arXiv 2203.02737eess.SYcs.SY
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协同非持续激励下随机动态系统的分布式稀疏辨识

Distributed Sparse Identification for Stochastic Dynamic Systems under Cooperative Non-Persistent Excitation Condition

Die Gan, Zhixin Liu

摘要:

研究了无线传感器网络中的分布式稀疏辨识问题,即所有传感器利用邻居节点的局部信息协同估计随机动态系统的未知稀疏参数向量。提出了一种分布式稀疏最小二乘算法,该算法通过最小化局部信息准则,将局部信息准则表示为累积局部估计误差和L1正则项的线性组合。给出了该算法自适应预测器的估计误差和估计误差的上界。此外,通过基于局部观测数据设计合适的自适应加权系数,得到了在合作非持续激励条件下,有限观测数下零元的集合收敛性.结果表明,所提出的分布式算法可以很好地工作在一个合作的方式,即使没有一个单独的传感器可以完成估计任务。我们的理论结果是在不依赖于回归信号的独立性假设,已在现有文献中常用的。因此,我们的结果有望应用于随机反馈系统。最后,通过数值模拟验证了理论结果的有效性.

英文摘要:

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information from neighbors. A distributed sparse least squares algorithm is proposed by minimizing a local information criterion formulated as a linear combination of accumulative local estimation error and L_1-regularization term. The upper bounds of the estimation error and the regret of the adaptive predictor of the proposed algorithm are presented. Furthermore, by designing a suitable adaptive weighting coefficient based on the local observation data, the set convergence of zero elements with a finite number of observations is obtained under a cooperative non-persistent excitation condition. It is shown that the proposed distributed algorithm can work well in a cooperative way even though none of the individual sensors can fulfill the estimation task. Our theoretical results are obtained without relying on the independency assumptions of regression signals that have been commonly used in the existing literature. Thus, our results are expected to be applied to stochastic feedback systems. Finally, the numerical simulations are provided to demonstrate the effectiveness of our theoretical results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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