The asymptotical error of broadcast gossip averaging algorithms

Details The asymptotical error of broadcast gossip averaging algorithms The asymptotical error of broadcast gossip averaging algorithms

2010-12-15

arxiv.org/abs/1012.3310v1

Mathematics

Optimization and Control

10 pages, 3 figures. Based on a draft submitted to IFACWC2011

Scientific paper

In problems of estimation and control which involve a network, efficient distributed computation of averages is a key issue. This paper presents theoretical and simulation results about the accumulation of errors during the computation of averages by means of iterative "broadcast gossip" algorithms. Using martingale theory, we prove that the expectation of the accumulated error can be bounded from above by a quantity which only depends on the mixing parameter of the algorithm and on few properties of the network: its size, its maximum degree and its spectral gap. Both analytical results and computer simulations show that in several network topologies of applicative interest the accumulated error goes to zero as the size of the network grows large.

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