Distributed Least-Squares over Directed Networks

Abstract

This paper proposes a distributed dynamics that solves the least-squares problem associated with a network system of linear algebraic equations. We consider static directed multi-agent networks. Each agent in the network has access to a private subset of the linear equations. Furthermore, we assume that agents cannot acquire any information about their "out-degrees" at any time. Under the strong connectivity condition on the underlying communication network, we show that the local estimated solution of each agent converges exponentially to the exact least-squares solution of the associated network system of linear algebraic equations.