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A Distributed Newton-Raphson Extremum Seeking Algorithm for Heterogeneous Linear Multi-Agent Systems over Unbalanced Digraphs

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

This paper first proposes a distributed continuous-time Newton-Raphson algorithm for heterogeneous linear multi-agent systems over unbalanced digraphs. Then this approach extends to cases where the local cost functions and Hessian matrices are unknown. While local exponential stability of the inverse Hessian matrix estimator has been established for single-agent systems, this paper proves local exponential stability in multi-agent systems, ensuring the stability of the proposed distributed Newton-Raphson extremum seeking algorithm. A numerical example demonstrates the effectiveness of the proposed algorithms. © The Editorial Office of JSSC & Springer-Verlag GmbH Germany 2025.
Original languageEnglish
Pages (from-to)902-918
JournalJournal of Systems Science and Complexity
Volume38
Issue number2
DOIs
Publication statusPublished - Apr 2025

Funding

This research was supported in part by the National Natural Science Foundation of China (NSFC) under Grant No. 62373314; in part by the Research Grants Council of the Hong Kong Special Administrative Region of China under Project CityU/11207323; and in part by the NSFC-Excellent Young Scientists Fund (Hong Kong and Macao) under Grant No. 62222318.

Research Keywords

  • Distributed optimization
  • extremum seeking
  • multi-agent systems
  • Newton-Raphson method
  • unbalanced digraphs

RGC Funding Information

  • RGC-funded

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