Distributed online multi‐task sparse identification for multiple systems with asynchronous updates

Abstract

Simultaneous online identification of the structure and parameters for multiple systems can use the multi‐task learning to share parameter sparse patterns across different identification tasks to improve the estimation accuracy. To reduce the communication and computational burden, improve the convergence rate and increase the reliability of the identification task, a distributed asynchronous multi‐task sparse identification algorithm is proposed. The alternating minimization algorithm is applied to design a distributed multi‐task loss function. Then by constructing the auxiliary matrix and transforming the sparse constraint on the parameter matrix to the constructed auxiliary matrix, the asynchronous parameter update and sparse model update can be realized. The algorithm uses a recursive form to complete online identification which is feasible to analyze. After proving the convergence of the identification algorithm, we present an example to support the theoretical analysis and show the advantages of the proposed algorithm.