未知但有界扰动下的部分观测分布式优化

Q3 Physics and Astronomy

Cybernetics and Physics Pub Date : 2023-06-30 DOI:10.35470/2226-4116-2023-12-1-16-22

V. Erofeeva, Natalia Kizhaeva

{"title":"未知但有界扰动下的部分观测分布式优化","authors":"V. Erofeeva, Natalia Kizhaeva","doi":"10.35470/2226-4116-2023-12-1-16-22","DOIUrl":null,"url":null,"abstract":"In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communication matrix defined for each parameter separately. We propose the new distributed algorithm combining the accelerated Simultaneous Perturbation Stochastic Approximation (SPSA) and the described communication scheme as well as show its theoretical properties. The simulation validates the proposed algorithm in multi-sensor multi-target tracking problem over delayed channels.","PeriodicalId":37674,"journal":{"name":"Cybernetics and Physics","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Partially observed distributed optimization under unknown-but-bounded disturbances\",\"authors\":\"V. Erofeeva, Natalia Kizhaeva\",\"doi\":\"10.35470/2226-4116-2023-12-1-16-22\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communication matrix defined for each parameter separately. We propose the new distributed algorithm combining the accelerated Simultaneous Perturbation Stochastic Approximation (SPSA) and the described communication scheme as well as show its theoretical properties. The simulation validates the proposed algorithm in multi-sensor multi-target tracking problem over delayed channels.\",\"PeriodicalId\":37674,\"journal\":{\"name\":\"Cybernetics and Physics\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Cybernetics and Physics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.35470/2226-4116-2023-12-1-16-22\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Physics and Astronomy\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Cybernetics and Physics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.35470/2226-4116-2023-12-1-16-22","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Physics and Astronomy","Score":null,"Total":0}

引用次数: 0

摘要

本文基于Y. Nesterov提出的估计序列，考虑具有部分观测参数和加速度的非平稳分布优化。我们将这种部分可观测性表述为对每个参数分别定义的时变通信矩阵。将加速同步摄动随机逼近(SPSA)与所描述的通信方案相结合，提出了一种新的分布式算法，并证明了它的理论性质。仿真结果验证了该算法在延迟信道上的多传感器多目标跟踪问题中的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Partially observed distributed optimization under unknown-but-bounded disturbances

In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communication matrix defined for each parameter separately. We propose the new distributed algorithm combining the accelerated Simultaneous Perturbation Stochastic Approximation (SPSA) and the described communication scheme as well as show its theoretical properties. The simulation validates the proposed algorithm in multi-sensor multi-target tracking problem over delayed channels.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Cybernetics and Physics Chemical Engineering-Fluid Flow and Transfer Processes

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

10 weeks

期刊介绍： The scope of the journal includes: -Nonlinear dynamics and control -Complexity and self-organization -Control of oscillations -Control of chaos and bifurcations -Control in thermodynamics -Control of flows and turbulence -Information Physics -Cyber-physical systems -Modeling and identification of physical systems -Quantum information and control -Analysis and control of complex networks -Synchronization of systems and networks -Control of mechanical and micromechanical systems -Dynamics and control of plasma, beams, lasers, nanostructures -Applications of cybernetic methods in chemistry, biology, other natural sciences The papers in cybernetics with physical flavor as well as the papers in physics with cybernetic flavor are welcome. Cybernetics is assumed to include, in addition to control, such areas as estimation, filtering, optimization, identification, information theory, pattern recognition and other related areas.