High Dimensional Robust Consensus Over Networks With Limited Capacity

Abstract

We investigate robust linear consensus over networks under capacity-constrained communication. The capacity of each edge is encoded as an upper bound on the number of state variables that can be communicated instantaneously. When the edge capacities are small compared to the dimensionality of the state vectors, it is not possible to instantaneously communicate full state information over every edge. We investigate how robust consensus (small steady state variance of the states) can be achieved within a linear time-invariant setting by optimally assigning edges to state-dimensions. We show that a finite steady state variance of the states can be achieved if and only if the minimum cut capacity of the network is not smaller than the dimensionality of the state vectors. Optimal and approximate solutions are provided for some special classes of graphs. We also consider the related problem of optimally allocating additional capacity on a feasible initial solution. We show that this problem corresponds to the maximization of a submodular function subject to a matroid constraint, which can be approximated via a greedy algorithm.