Stochastic Consensus Seeking With Noisy and Directed Inter-Agent Communication: Fixed and Randomly Varying Topologies

Abstract

We consider consensus seeking of networked agents on directed graphs where each agent has only noisy measurements of its neighbors' states. Stochastic approximation type algorithms are employed so that the individual states converge both in mean square and almost surely to the same limit. We further generalize the algorithm to networks with random link failures and prove convergence results.