Decentralized Laplacian Eigenvalues Estimation and Collaborative Network Topology Identification

In this paper we first study observability conditions on networks. Based on spectral properties of graphs, we state new sufficient or necessary conditions for observability. These conditions are based on properties of the Khatri-Rao product of matrices. Then we consider the problem of estimating the eigenvalues of the Laplacian matrix associated with the graph modeling the interconnections between the nodes of a given network. Eventually, we extend the study to the identification of the network topology by estimating both eigenvalues and eigenvectors of the network matrix. In addition, we show how computing, in finite-time, some linear functionals of the state initial condition, including average consensus. Specifically, based on properties of the observability matrix, we show that Laplacian eigenvalues can be recovered by solving a local eigenvalue decomposition on an appropriately constructed matrix of observed data. Unlike FFT based methods recently proposed in the literature, in the approach considered herein, we are also able to estimate the multiplicities of the eigenvalues. Then, for identifying the network topology, the eigenvectors are estimated by means of a consensus-based least squares method.

[1]  J. Chang,et al.  Analysis of individual differences in multidimensional scaling via an n-way generalization of “Eckart-Young” decomposition , 1970 .

[2]  Fan Chung,et al.  Spectral Graph Theory , 1996 .

[3]  Andrzej Banaszuk,et al.  Wave equation based algorithm for distributed eigenvector computation , 2010, 49th IEEE Conference on Decision and Control (CDC).

[4]  J. Kruskal Three-way arrays: rank and uniqueness of trilinear decompositions, with application to arithmetic complexity and statistics , 1977 .

[5]  Gordon F. Royle,et al.  Algebraic Graph Theory , 2001, Graduate texts in mathematics.

[6]  Magnus Egerstedt,et al.  Observability and estimation in distributed sensor networks , 2007, 2007 46th IEEE Conference on Decision and Control.

[7]  Andrea Gasparri,et al.  Decentralized Laplacian eigenvalues estimation for networked multi-agent systems , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[8]  Siddhartha S. Srinivasa,et al.  Decentralized estimation and control of graph connectivity in mobile sensor networks , 2008, ACC.

[9]  Alain Y. Kibangou,et al.  Graph Laplacian based matrix design for finite-time distributed average consensus , 2012, 2012 American Control Conference (ACC).

[10]  Alain Y. Kibangou Finite-time average consensus based protocol for distributed estimation over AWGN channels , 2011, IEEE Conference on Decision and Control and European Control Conference.

[11]  R. Merris Laplacian matrices of graphs: a survey , 1994 .

[12]  N.D. Sidiropoulos,et al.  Blind multiuser detection in W-CDMA systems with large delay spread , 2001, IEEE Signal Processing Letters.

[13]  Shreyas Sundaram,et al.  Distributed function calculation and consensus using linear iterative strategies , 2008, IEEE Journal on Selected Areas in Communications.

[14]  Nikos D. Sidiropoulos,et al.  Parallel factor analysis in sensor array processing , 2000, IEEE Trans. Signal Process..

[15]  Giuseppe Notarstefano,et al.  On the Reachability and Observability of Path and Cycle Graphs , 2011, IEEE Transactions on Automatic Control.