Stability and Convergence Properties of
Dynamic Average Consensus Estimators
Randy A. Freeman Peng Yang
Abstract— We analyze two different estimation algorithms
for dynamic average consensus in sensing and communication
networks, a proportional algorithm and a proportional-integral
algorithm. We investigate the stability properties of these
estimators under changing inputs and network topologies as
well as their convergence properties under constant or slowly-
varying inputs. In doing so, we discover that the more complex
proportional-integral algorithm has performance benefits over
the simpler proportional algorithm.
I. I NTRODUCTION
We are pursuing a framework for systematic design of
emergent behaviors in sensing and communication networks
of mobile agents. The desired emergent behavior is encoded
in an objective function of the states of the agents in
the network. Each agent, through communication with its
neighbors, simultaneously estimates the global performance
of the system and controls its own motion to improve this
performance. For some problems, the distributed system can
be guaranteed to converge to a global performance optimum
if each agent implements a version of a simple gradient-
following control, despite the nonlinear coupling of the
estimators and controllers, changing network topologies, and
addition and deletion of agents. This approach is applied to
formation control in [1].
To implement this approach to distributed estimation and
control, each agent must maintain an estimate of the global
performance of the system. As each agent is estimating
the same quantity, this is a consensus estimation problem.
One useful form of this problem is the average consensus
problem, where each agent estimates the average of inputs
to all the agents in the system. The inputs could be sensor
readings such as agent position, local temperature, distance
to a target, etc. In static average consensus, a snapshot of
the input vector is used to initialize the estimator states, after
which the input is ignored. Each agent communicates its
estimate, or decision variable, to its neighbors in the com-
munication graph, and each agent uses a linear weighting of
the information it receives to update its own estimate [2], [3],
[4], [5]. In dynamic average consensus, the inputs continually
drive the estimators, and the goal of the distributed estimators
is to track the average of the changing inputs [6]. Of course,
This work was supported in part by NSF grants IIS-0308224, ECS-
0115317, and ECS-0601661.
Randy Freeman is with the Department of Electrical Engineering and
Computer Science, Northwestern University, Evanston, IL 60208, USA
freeman@ece.northwestern.edu.
Peng Yang and Kevin Lynch are with the Department of Mechan-
ical Engineering, Northwestern University, Evanston, IL 60208, USA
p-yang@northwestern.edu, kmlynch@northwestern.edu.
Kevin M. Lynch
if these inputs are changing too rapidly, then we cannot
expect accurate tracking as it takes time for information to
flow across the network. Nevertheless, we will still require
bounded behavior of the estimators in the presence of rapidly
changing inputs.
In [1], we introduced two algorithms for dynamic average
consensus: proportional (or P) dynamic average consensus
(closely related to the algorithm in [6]) and proportional-
integral (or PI) dynamic average consensus. In both al-
gorithms, each agent implements a linear estimator with
internal state that receives input from neighbors and the
environment. In this paper we examine the performance of
these algorithms under general assumptions on the weighting
each agent applies to the information it receives from its
neighbors. For example, as shown in [3], [7], the network
may converge more quickly if agents are allowed to apply
a negative weight to information from their neighbors. In
addition to allowing negative weights, we allow two commu-
nicating agents to weight each other’s information differently.
We provide conditions on these weights guaranteeing input-
to-state stability (ISS) and convergence of the estimates to
their correct values. The ISS property was also used in [8]
in the analysis of a different class of consensus problems.
In Section II we define classes of graph Laplacians in-
duced by different weighting schemes between agents in a
network, and we provide some useful relationships between
these classes. Sections III and IV contain our analyses of
the proportional and proportional-integral estimators, respec-
tively. In these sections, we account for changing network
topologies as agents enter or leave the network or gain or lose
connections with neighbors as time progresses. We discover
that the PI estimator, although more complex than the P
estimator, generates a better steady-state response to constant
or slowly-varying inputs. Furthermore, the P estimator has
unity high-frequency gain, whereas the PI estimator has zero
high-frequency gain and thus provides additional filtering of
any noise present in the input signal. Finally, we present
some simulations in Section V and concluding remarks in
Section VI. The appendix contains three technical lemmas
used in the proofs in Section IV.
II. G RAPH L APLACIANS
We consider the collection G of weighted directed graphs
having n > 2 nodes labeled 1 through n such that each
ordered pair (i, j) of nodes is connected by a single directed
arc with weight ai j ∈ R (here a weight of zero represents
the absence of an arc, and we explicitly allow negative
weights). The matrix A = [ai j ] ∈ Rn×n represents the adja-
cency matrix for such a graph, and its Laplacian is the matrix
L = diag(A1) − A, where 1 ∈ Rn denotes the vector of n ones
and diag(A1) is the diagonal matrix whose n diagonal entries
are the n elements of the vector A1. Hence the set of all
possible Laplacians for such graphs is precisely the set
L = L ∈ Rn×n : L1 = 0 = L ∈ Rn×n : LΠ = L , (1)
 
where Π ∈ Rn×n denotes the projection matrix
11T
Π=I−
n
which satisfies Π = ΠT = Π2 > 0 and Π1 = 0. We have not
assumed that the diagonal weights aii are zero, but because
these diagonal weights do not affect the Laplacian, we are
free to ignore them. In fact, if we ignore these diagonal
weights (or assume they are zero), then we obtain a one-
to-one correspondence between the graphs in G and the
Laplacians in L.
If the weights between distinct nodes of the graph are all
positive (or zero), then the off-diagonal entries `i j of the
Laplacian L will be all nonpositive, so we define
Lpos = L ∈ L : `i j 6 0 for i 6= j .

(3)
We define the set of symmetric Laplacians as
Lsym = L ∈ L : L = LT ,

whereas
Lbal = L ∈ L : LT 1 = 0

= L ∈ Rn×n : ΠL = LΠ = L

represents the set of Laplacians for balanced graphs [2]. Note
that the set Lsym ∩ Lpos coincides with the set of weighted
Laplacians as defined in [9]. Because every Laplacian has an
eigenvalue at zero with eigenvector 1, the highest possible
rank of a Laplacian is n − 1, and we define
Lrnk = L ∈ L : rank(L) = n − 1 .

(7)
An undirected path on a graph in G is a finite sequence
of nodes i1 , i2 , . . . , i p such that either the weight ai j i j+1 or
the weight ai j+1 i j is nonzero for 1 6 j < p. Likewise, a
directed path is a finite sequence of nodes i1 , i2 , . . . , i p such
that ai j i j+1 6= 0 for 1 6 j < p. A directed cycle is a directed
path i1 , i2 , . . . , i p for which i1 = i p . A graph in G is weakly
connected when every pair of distinct nodes lies on some
undirected path, and it is strongly connected when every pair
of distinct nodes lies on some directed cycle. We let Lwk
and Lstr denote the sets of Laplacians for all weakly and
strongly connected graphs in G, respectively. Finally, for each
real parameter ε we define
Lε = L ∈ L : Π(L + LT )Π > 2εΠ ,

and we let L+ denote the union
L+ = Lε .
[
ε>0
We next establish some relationships between these var-
ious subsets of L. These relationships can be used to help
verify the conditions given in the next sections which guaran-
tee the stability and convergence properties of our estimators.
Due to space constraints, their proofs are omitted.
Lemma 1: The following statements are true:
(a) Lsym ⊂ Lbal , and if L ∈ Lbal then L + LT ∈ Lsym ,
(b) L+ ⊂ L0 ⊂ ε Lε = L,
S
(c) Lrnk ∪ Lstr ⊂ Lwk ,
(d) Lsym ∩ Lstr = Lsym ∩ Lwk ,
(2) (e) Lbal ∩ Lpos ∩ Lstr = Lbal ∩ Lpos ∩ Lwk ,
(f) Lpos ∩ Lstr ⊂ Lrnk ,
(g) Lsym ∩ Lstr 6⊂ Lrnk ,
(h) Lbal ∩ Lpos ⊂ L0 ,
(i) Lsym ∩ L0 ∩ Lrnk = Lsym ∩ L+ ,
(j) Lbal ∩ L0 ∩ Lrnk 6⊂ L+ , and
(k) Lbal ∩ Lpos ∩ Lrnk = Lbal ∩ Lpos ∩ L+ .
If we want to guarantee that a Laplacian L for a strongly
connected graph belongs to Lrnk , then it would appear from
Lemma 1 parts (f) and (g) that we should constrain the
graph to have only positive weights. However, the following
result implies that the cases in which L belongs to Lstr but
not to Lrnk are pathological and will disappear under small
perturbations of the weights. In other words, if L ∈ Lstr then
we are practically guaranteed that L ∈ Lrnk , even when the
graph has negative weights.
(4) Lemma 2: Let L : U → L be a real analytic function from
an open subset U ⊂ R p to L such that L(U)∩Lrnk 6= ∅. Then
L−1 (Lrnk ) is open and dense in U.
(5)
III. P ROPORTIONAL DYNAMIC C ONSENSUS
(6)
Suppose each agent implements a proportional dynamic
consensus estimator of the form
 
ẇi (t) = −γwi (t) − ∑ ai j (t) xi (t) − x j (t) (10)
j6=i
xi (t) = wi (t) + ui (t) , (11)
where ui (t) ∈ R is the input, xi (t) ∈ R is the decision variable,
wi (t) ∈ R is the internal estimator state, γ > 0 is a global
estimator parameter, and ai j (t) are piecewise-continuous,
time-varying estimator gains. We impose the constraint that
ai j (t) = a ji (t) = 0 if agents i and j cannot communicate with
each other at time t. We may write the collection of these n
estimators in vector form as
ẇ(t) = −γw(t) − L(t)x(t)
 
= − γI + L(t) w(t) − L(t)u(t) (12)
x(t) = w(t) + u(t) (13)
where L(t) is the Laplacian for the network graph. We are
interested in achieving average consensus, namely, we would
like the error vector
(8)
11T
ex (t) = x(t) − u(t) (14)
n
(9) to approach zero as t → ∞. However, we will first show that
the state equation (12) is ISS under appropriate assumptions.
 Theorem 3: Let L : R → Lbal be a piecewise-continuous,
time-varying, uniformly bounded, balanced Laplacian ma-
trix, suppose there exists ε ∈ R such that L(t) ∈ Lε for
all t ∈ R, and suppose both γ > 0 and γ + ε > 0. Then the
state equation (12) is ISS.
The proof of this result, omitted here, is based on the ISS
Lyapunov function candidate V (t) = |Πw(t)|2 . Note that if
γ + ε > 0 but γ = 0 in Theorem 3, then 1T w(t) is a constant,
and if we exclude this uncontrollable constant state then the
remaining dynamics are still ISS.
We next consider convergence, namely, whether or not
the error vector ex (t) in (14) approaches zero. We cannot
expect to achieve small steady-state errors when the input
vector u(t) is changing too rapidly, because it takes time
for the effects of u(t) to flow across the network. For this
reason we will assume that both u(t) and its derivative u̇(t)
are bounded.
Theorem 4: Let L : R → Lbal be a piecewise-continuous,
time-varying, balanced Laplacian matrix, and suppose there
exist ε,t0 ∈ R such that L(t) ∈ Lε for all t > t0 . Let γ > 0 be
such that γ + ε > 0, and suppose there exists µ > 0 such that
the input vector u(t) is absolutely continuous and satisfies
|γu(t) + u̇(t)| 6 µ (15)
for almost all t > t0 . Then the consensus estimator (12)–(13)
is such that the error vector ex (t) in (14) satisfies
1 time t. We may write the collection of these n estimators in
|ex (t)| 6 √ |1T w(t0 )|e−γ(t−t0 )
n vector form as
1 µ
+ |Πx(t0 )|e− 2 (γ+ε)(t−t0 ) +
(16)
γ +ε
for all t > t0 .
The proof of this result, omitted here, is based on exam-
ining the dynamics of the disagreement vector δ (t) = Πx(t)
as done in [2]. There is nothing in this proof which requires
the parameter ε to be positive; in particular, the estimate (16)
holds even when L(t) ≡ 0, namely, when there is no commu-
nication at all between the agents. However, in this case the
steady-state value of the bound (16) on the error |ex (t)| will
be no smaller than |u| for a constant input u (take µ = γ|u|).
To achieve small steady-state errors for constant (or slowly
varying) inputs, we need ε > 0 and γ  ε. Furthermore, we
see from (8) that ε scales with the estimator weights, so
when ε > 0 we can simply increase these weights to achieve
arbitrarily small steady-state errors for given values of γ
and µ. However, in doing so we also increase the maximum
eigenvalue of the graph Laplacian and thereby reduce the
robustness of the estimator to communication delays between
agents [2]. Hence the presence of any such delays will limit
the bound on the derivative u̇(t) under which we can achieve
accurate tracking.
The choice γ = 0 is appealing for the case ε > 0 because
then for constant inputs we have δ (t) → 0 as t → ∞ (take
µ = 0). However, in this case 1T w(t) is constant and thus
ex (t) → 11T w(t0 )/n as t → ∞. In other words, only a correct
estimator initialization (say w(t0 ) = 0) will lead to zero
steady-state error. One consequence of this property is that
if an agent enters or leaves the network, a simultaneous
reinitialization of the estimators will be required to guarantee
zero steady-state error for the new consensus system. In
contrast, choosing a small but positive γ would introduce
a small steady-state error but would also allow the network
to slowly “forget” any larger errors introduced by incorrect
estimator initializations. To eliminate steady-state errors en-
tirely without the need for correct initializations, at least for
the case of constant inputs and Laplacians, we introduce an
integral term in the estimator as described in the next section.
IV. P ROPORTIONAL -I NTEGRAL DYNAMIC C ONSENSUS
Suppose each agent implements a proportional-integral
dynamic consensus estimator of the form

ẋi (t) = −γxi (t) − ∑ ai j (t) xi (t) − x j (t)

j6=i
 
+ ∑ b ji (t) wi (t) − w j (t) + γui (t) (17)
j6=i
 
ẇi (t) = − ∑ bi j (t) xi (t) − x j (t) , (18)
j6=i
where ui (t) ∈ R is the input, xi (t) ∈ R is the decision
variable, [xi (t) wi (t)]T ∈ R2 is the internal estimator state,
γ > 0 is a global estimator parameter, and ai j (t) and bi j (t)
are piecewise-continuous time-varying estimator gains. We
impose the constraint that ai j (t) = a ji (t) = bi j (t) = b ji (t) = 0
if agents i and j cannot communicate with each other at
−γI − LP (t) LIT (t)
    
ẋ(t) x(t)
=
ẇ(t) −LI (t) 0 w(t)

γI

+ u(t) , (19)
0
where LP (t) is the proportional Laplacian (constructed from
the weights ai j ) and LI (t) is the integral Laplacian (con-
structed from the weights bi j ). Note the presence of the
transposed integral Laplacian in the estimator: to implement
this scheme, agent i must know not only the entries in row i
of LI (t) (which are its own weights on its neighbors’ data)
but also those in column i of LI (t) (which are its neighbors’
weights on its own data). Thus weight information must be
communicated between agents in addition to the estimator
state values. Of course, such additional communication is
unnecessary when all agents weight their incoming data the
same way, or more generally when LI (t) ∈ Lsym , but impos-
ing this restriction in the design might adversely constrain
the achievable performance of the estimator. Otherwise, for
asymmetric LI (t), this weight communication effectively
creates the balancing required for the correct convergence
of the estimates.
In contrast to the P estimator in (10)–(11), the PI estimator
in (17)–(18) has no direct feedthrough from the inputs ui (t)
to the decision variables xi (t); in other words, the estimator
has zero high-frequency gain. For this reason we would
expect the PI estimator to provide better filtering of noise
in the inputs ui (t).
 We are again interested in achieving average consensus, we may define the constant vectors
namely, we would like the error vector ex (t) in (14) to  T 
r u
approach zero as t → ∞. We first examine the case in which  0 
the proportional and integral Laplacians are constant. z̄ =  .  , ȳ? = −γ(ST LIT Q)−1 ST u (30)
 
Theorem 5: Fix LI ∈ Lrnk and LP ∈ L, let ε ∈ R be such  .. 
that LP ∈ Lε , and suppose the estimator parameter γ > 0 0
is chosen such that γ + ε > 0. Then for any constant input which have the property that
u ∈ Rn and any initial states x(t0 ), w(t0 ) ∈ Rn , the trajectories  
of the system
  z̄
A B 
ȳ?  = 0 . (31)
C D
−γI − LP LIT u
      
ẋ(t) x(t) γI
= + u (20)
ẇ(t) −LI 0 w(t) 0 Next we shift the origin in the state space by defining
   
are such that x(t) and w(t) converge to constant vectors and z(t) z̄
ζ (t) = − (32)
ex (t) → 0 exponentially as t → ∞. y? (t) ȳ?
√
Proof: Let r = 1/ n and ` ∈ Rn be right and left which from (31) satisfies
unit eigenvectors of LI (respectively) corresponding to its
ζ˙ (t)
      
A B ζ (t) A
eigenvalue at zero, so that LI r = LIT ` = 0. Let Q, S ∈ Rn×(n−1) =
C D 0
=
C
ζ (t) . (33)
ex (t)
be such that [` Q] and [r S] are orthogonal matrices, and
consider the state coordinate change We have left to show that A is Hurwitz, because in this case
 T  both ζ (t) and ex (t) will converge to zero exponentially as
  r t → ∞. We observe from (28) that A is block upper triangular,
x(t) = r S z(t) z(t) = x(t) (21)
ST with a scalar block of −γ in the upper left corner and the
 T  (2n − 2) × (2n − 2) block
  `
w(t) = ` Q y(t) y(t) = w(t) . (22) 
−γI − ST LP S ST LIT Q

QT F= (34)
−QT LI S 0
In these new state coordinates, our system becomes
in the remaining lower right corner. Because ΠS = S we have
 
−γ −rT LP S ST (LP + LPT )S = ST Π(LP + LPT )ΠS
ż(t) = z(t)
0 −γI − ST LP S
   T  > 2εST ΠS = 2εST S = 2εI , (35)
0 0 γr
+ y(t) + u (23) and it follows from Lemma 9, Lemma 10, and the fact that
0 ST LIT Q γST
  γ + ε > 0 that this matrix F in (34) is Hurwitz.
0 0 Neither LP nor LI is required to belong to Lbal or even
ẏ(t) = z(t) (24)
0 −QT LI S to Lpos in Theorem 5. Furthermore, if it is known that ε > 0
  11T (which can be guaranteed via the simplification LP = 0), then
ex (t) = r S z(t) − u. (25)
n any value of γ > 0 will satisfy γ + ε > 0. Hence the primary
The first element y1 of the vector y represents an uncontrol- assumption is that LI ∈ Lrnk , which from Lemma 1 part (c)
lable, unobservable state with dynamics ẏ1 (t) = 0. If we drop implies a weakly connected network.
this state and define y? (t) = [y2 (t) . . . yn (t)]T = QT w(t), then We next turn our attention to the case of time-varying
we can write the remaining dynamics as Laplacians. First, we show that under mild assumptions,
there is a finite uniform L2 -gain from the input u(t) to the
disagreement vector δ (t) = Πx(t).
   
ż(t) z(t)
=A + Bu (26) Theorem 6: Let LP , LI : R → L be piecewise-continuous,
ẏ? (t) y? (t)
  time-varying Laplacian matrices, let ε,t0 ∈ R be such that
z(t)
ex (t) = C + Du , (27) LP (t) ∈ Lε for all t > t0 , and suppose γ + ε > 0. Then the
y? (t)
disagreement vector δ (t) = Πx(t) for the system (19) satisfies
where Z t
1 h i
|δ (τ)|2 dτ 6 |δ (t0 )|2 + |w(t0 )|2

−γ −rT LP S 0
 t0 γ +ε
γ2
Z t
A =  0 −γI − ST LP S ST LIT Q  , (28) + |Πu(τ)|2 dτ (36)
0 −QT LI S 0 (γ + ε)2 t0
 T 
γr for all t > t0 .
  11T
B =  γST  , C = r S 0 , D = − . (29) The proof of this theorem, omitted here, is based on the
n storage function V (t) = |δ (t)|2 + |w(t)|2 .
0
Next, we consider the case in which the integral Lapla-
Now it follows from Lemma 10 that QT LI S is invertible, so cian LI (t) remains balanced even as it changes in time.
 Theorem 7: Let LP , LI : R → L be piecewise-continuous,
time-varying Laplacian matrices, and suppose there exist
ε ∈ R and ρ > 0 such that LP (t) ∈ Lε and LI (t) ∈ Lbal ∩ Lρ
for all t ∈ R. Suppose further that kLP (t)k and kLI (t)k are
uniformly bounded in t, and let γ > 0 be such that γ + ε > 0.
Then excluding a single uncontrollable scalar state which
remains constant, the remaining dynamics of the system (19)
are ISS. If in addition ε > 0 and LP (t) ∈ Lbal for all t ∈ R,
then for any β > 0 we can choose a sufficiently small γ > 0
such that for any constant input u and any initial state we
have |ex (t)| 6 β |u| for sufficiently large t.
Proof: Because LI (t) ∈ Lbal , we can choose ` = r
and Q = S in the coordinate change (21)–(22). In the
new coordinates we again obtain ẏ1 (t) = 0 together with
(26)–(27), where now the matrix A in (28) depends on
time A = A(t) through the Laplacians. Introducing z? (t) =
[z2 (t) . . . zn (t)]T = ST x(t), we can write these dynamics as
ż1 (t) = −γz1 (t) − rT LP (t)Sz? (t) + γrT u(t)
     
ż? (t) z? (t) γST
= F(t) + u(t) ,
ẏ? (t) y? (t) 0 lengths of these intervals are bounded away from zero.
where F(t) is the matrix (34) which is now time-varying
through the Laplacians. We conclude from Lemma 11 with
ε2 = γ + ε > 0 and ρ1 = ρ that these dynamics are ISS
Next suppose u is constant and LP (t) ∈ Lbal for all t ∈ R.
Then (37) becomes
ż1 (t) = −γz1 (t) + γrT u
which implies
z1 (t) = e−γ(t−t0 ) z1 (t0 ) − rT u + rT u
 
= e−γ(t−t0 ) rT x(t0 ) − u + rT u
 
and therefore
−γ(t−t0 ) 11
T   2
ex (t) = e x(t0 ) − u + Sz? (t) .
(41)
n 1
If ε > 0 then we can apply Lemma 11 to (38) with ε2 = ε
and ρ1 = ρ, and we conclude that |Sz? (t)| = |z? (t)| converges
to a ball whose size is proportional to γ|u| (with the con-
stant of proportionality being independent of γ). Thus by
choosing γ sufficiently small we can arbitrarily reduce the
influence of the input u on the steady state value of |z? (t)|
and thus also on |ex (t)| through (41).
We see in Theorem 7 that by choosing γ to be small
relative to ε and ρ, we can guarantee small steady-state errors
for constant (or slowly varying) inputs, even for arbitrarily
fast time-varying Laplacians. However, the error ex (t) in (41)
has a term which decays slowly when γ is small. We
can avoid exciting this slow mode by choosing the initial
estimator states as x(t0 ) = u, but initialization errors would
be only slowly forgotten.
Finally, we examine the case in which LI (t) is time-
varying but unbalanced; in this case we provide conditions
under which the zero state of the system (19) under zero
input u(t) ≡ 0 is exponentially stable (and hence the system
with input is ISS). In particular, there will no longer be a
single uncontrollable scalar state which remains constant—
all states will converge to zero exponentially under zero
input. Let us suppose for the moment that LI (t) is piecewise-
C1 and such that LI (t) ∈ Lrnk for all t ∈ R. It follows
from [10, Theorem 2.4] that there exists a piecewise-C1 unit
vector `(t) such that LIT (·)`(·) ≡ 0. Here `(·) is a left unit
eigenvector of the single zero eigenvalue of LI (·) and hence
the matrix `(·)`T (·) is uniquely determined by LI (·), namely,
`(·)`T (·) ≡ I − LI (·)LI+ (·), where LI+ represents the Moore-
Penrose pseudoinverse of LI . The following theorem, whose
proof we omit due to space constraints, is a straightforward
consequence of the results in [11].
Theorem 8: Let LP : R → L be a piecewise-continuous,
time-varying Laplacian matrix such that kLP (·)k is uniformly
bounded, let ε ∈ R be such that LP (t) ∈ Lε for all t ∈ R,
and let γ > 0 be such that γ + ε > 0. Let LI : R → L be a
piecewise-C1 time-varying Laplacian matrix such that both
kLI (·)k and kLI+ (·)k are uniformly bounded, and suppose
(37) LI (t) ∈ Lrnk for all t ∈ R. Suppose kL̇I (·)k is uniformly
bounded over its intervals of existence, and suppose the
(38)
Finally, suppose there exist T > 0 and µ < 1 such that
Z t+T
1
`(τ)`T (τ) dτ 6 µI (42)
T t
for all t ∈ R, where `(·) is a unit vector with LIT (·)`(·) ≡ 0.
Then under zero input u(·) ≡ 0, the zero equilibrium state
(39) (x(·), w(·)) ≡ (0, 0) of the system (19) is exponentially stable.
In particular, the system (19) is ISS.
V. S IMULATIONS
We first considered a constant graph with Laplacian
(40)
1
 
2 −2 0 0
1
 −1 1 0 0 
L= . (43)
 0 −1 2 −1 
0 0 1 −1
−1
This graph is unbalanced and weakly connected with both
positive and negative weights, and its Laplacian L belongs to
Lrnk ∩ Lε with ε = −0.77. For γ = 1.5 and a constant input
vector u = [3 −2 −3 2]T , the P estimator converged to
a steady-state value of ex = [0.8 −0.9 0.1 5.8]T from a
zero initial state, whereas the PI estimator with LP = LI = L
converged to ex = 0 from any initial state.
We next ran a simulation of the P and PI estimators for
a network with five nodes whose graph Laplacians switch
at random times, with the last switch at time t = 100 and
with 20 other switches before that. At each switch, the new
Laplacians were randomly generated subject to the following
constraints. The Laplacian L(t) for the P estimator in (12)–
(13) was chosen identical to the proportional Laplacian LP (t)
for the PI estimator in (19). This Laplacian was constrained
to belong to the set Lsym ∩Lpos ∩Lrnk for each t. The integral
Laplacian LI (t) in (19) was constrained only to the set Lrnk
for each t (and it was usually unbalanced with both positive
 1

Lemma 11: Let A, B : R → R p×p be piecewise-continuous

10
PI
P
0
10
and such that
kA(t)k2 6 ε1 , A(t) + AT(t) 6 −2ε2 I , and
−1
10
2ρ1 I 6 B(t) + BT(t) 6 ρ2 I (45)
−2
10 for all t ∈ R and for some constants ε1 , ε2 , ρ1 , ρ2 > 0. If σ
is a constant such that 0 < σ < 1 and
|ex|

−3
10 ρ1 ε2
σ6 , (46)
−4
ε1 + ρ1 ρ2
10
then the matrices
   
−5
10 A(t) BT(t) I −σ I
F(t) = , P= , and
−B(t) 0 −σ I I
−6  
10
0 20 40 60 80 100 120 ε2 I 0
t
Q= (47)
0 σ ρ1 I
Fig. 1. Comparison of |ex (t)| for the P and PI estimators. satisfy (1 − σ )I 6 P 6 (1 + σ )I (48)
PF(t) + F T(t)P + Q 6 0 (49)
and negative weights). We chose γ = 0.1 and the same
for all t ∈ R. Furthermore, for any t0 ∈R, the state χ(t) of
constant input vector u in each estimator, and the results
the system I
from a nonzero initial state are shown in Fig. 1. Observe χ̇(t) = F(t)χ(t) + ν(t) (50)
that after the last switch, the PI estimator error goes to zero 0
but the P estimator exhibits nonzero steady-state error (note with bounded, piecewise-C0 input ν : R → R p satisfies
the logarithmic scale on the vertical axis in Fig. 1). 1 + σ h −α(t−t0 ) 1 i
|χ(t)|2 6 e |χ(t0 )|2 + kνk2∞ (51)
VI. C ONCLUDING R EMARKS 1−σ ακ
for all t > t0 , where κ can be any constant chosen such that
We have provided stability and convergence analyses for
0 < κ < min{ε2 , ρ1 }, and
two different estimation algorithms for dynamic average
consensus in sensing and communication networks. For 1 
α= min ε2 − κ, σ (ρ1 − κ) . (52)
constant, strongly connected graphs, the PI estimator solves 1+σ
the consensus problem under constant (or slowly-varying) In particular, the system (50) is ISS.
inputs for virtually any choices of the estimator weights. R EFERENCES
Under more restrictive assumptions on these choices, both
[1] R. A. Freeman, P. Yang, and K. M. Lynch, “Distributed estimation
the P and the PI estimators remain stable in the presence of and control of swarm formation statistics,” in Proceedings of the 2006
changing graph topologies and inputs. More work is needed American Control Conference, (Minneapolis, MN), pp. 749–755, June
to fully investigate the noise and robustness properties of 2006.
[2] R. Olfati-Saber and R. M. Murray, “Consensus problems in networks
these estimators. In addition, it would be useful to have of agents with switching topology and time-delays,” IEEE Trans.
heuristics for decentralized weight selection for the purpose Automat. Contr., vol. 49, pp. 1520–1533, Sept. 2004.
of improving estimator performance. [3] L. Xiao and S. Boyd, “Fast linear iterations for distributed averaging,”
Syst. Contr. Lett., vol. 53, pp. 65–78, Sept. 2004.
[4] L. Xiao, S. Boyd, and S. Lall, “A scheme for robust distributed sensor
A PPENDIX fusion based on average consensus,” in Int. Conf. Info. Processing in
Due to space constraints, we omit the proofs of the Sensor Networks, pp. 63–70, Apr. 2005.
[5] W. Ren, R. W. Beard, and E. M. Atkins, “A survey of consensus
following lemmas. problems in multi-agent coordination,” in Proceedings of the 2005
Lemma 9: Suppose matrices A, B ∈ R p×p are such that American Control Conference, (Portland, Oregon), pp. 1859–1864,
A + AT < 0 and B is invertible. Then the matrix June 2005.
  [6] D. P. Spanos, R. Olfati-Saber, and R. M. Murray, “Dynamic consen-
A BT sus for mobile networks,” in Proceedings of the 2005 IFAC World
F= (44)
−B 0 Congress, (Prague), 2005.
[7] P. Yang, R. A. Freeman, and K. M. Lynch, “Optimal information
is Hurwitz. propagation in sensor networks,” in IEEE Int. Conf. Robotics and
Automation, (Orlando, Florida), pp. 3122–3127, May 2006.
Note that the conclusion of Lemma 9 fails to hold in [8] D. B. Kingston, W. Ren, and R. W. Beard, “Consensus algorithms are
general if A is merely Hurwitz. input-to-state stable,” in Proceedings of the 2005 American Control
Lemma 10: Suppose the matrix A ∈ R p×p has rank p − 1, Conference, (Portland, Oregon), pp. 1686–1690, June 2005.
and let `, r ∈ R p be left and right eigenvectors (respectively) [9] C. Godsil and G. Royle, Algebraic Graph Theory, vol. 207 of Graduate
Texts in Mathematics. New York: Springer-Verlag, 2001.
of its zero eigenvalue. Let B ∈ R p×(p−1) be a matrix whose [10] J.-L. Chern and L. Dieci, “Smoothness and periodicity of some matrix
columns form a basis for span{`}⊥ , and let C ∈ R p×(p−1) be decompositions,” SIAM J. Matrix Anal. Appl., vol. 22, no. 3, pp. 772–
a matrix whose columns form a basis for span{r}⊥ . Then 792, 2000.
[11] A. P. Morgan and K. S. Narendra, “On the stability of nonautonomous
BTAC is invertible. differential equations ẋ = [A + B(t)]x, with skew symmetric matrix
A time-varying extension of Lemma 9 is as follows: B(t),” SIAM J. Control Optim., vol. 15, pp. 163–176, Jan. 1977.