Methods of linear transfer speed estimation in the data grid
Proceedings of the 1st ACM workshop on Data grids for eScience
SIAM Journal on Control and Optimization
Distributed consensus over digital networks with limited bandwidth and time-varying topologies
Automatica (Journal of IFAC)
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First, the paper gives a stability study for the random linear equation $X_{n+1}=(I-A_{n})x_n$. It is shown that for a quite general class of random matrices $\{A_n\}$ of interest, the stability of such a vector equation can be guaranteed by that of a corresponding scalar linear equation, for which various results are given without requiring stationary or mixing conditions. Then, these results are applied to the main topic of the paper, i.e., to the estimation of time varying parameters in linear stochastic systems, giving a unified stability condition for various tracking algorithms including the standard Kalman filter, least mean squares, and least squares with forgetting factor.