Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 64, Issue 10, Pages 4217-4222Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2019.2894588
Keywords
Distributed algorithms; least squares solutions; linear equations; multiagent networks
Funding
- Northrop Grumman Corporation
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In this technical note, a distributed algorithm is proposed for multiagent networks to achieve a least squares solution of a system of linear equations, in which each agent only knows part of the overall equations and communicates only with its nearby neighbors. The proposed algorithm is discrete time but does not involve small or time-varying step sizes. Given that the network is fixed, connected, and undirected, the proposed algorithm enables all agents in the network to achieve exponentially fast the same least squares solution; this is validated by simulations.
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