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Distributed State Estimation over Time-Varying Graphs: Exploiting the Age-of-Information

Aritra Mitra, John A. Richards, Saurabh Bagchi and Shreyas Sundaram A. Mitra, S. Bagchi and S. Sundaram are with the School of Electrical and Computer Engineering at Purdue University. J. A. Richards is with Sandia National Laboratories. Email: {mitra14, sbagchi, sundara2}@purdue.edu, [email protected]. This work was supported in part by NSF CAREER award 1653648, and by the Laboratory Directed Research and Development program at Sandia National Laboratories. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525. The views expressed in the article do not necessarily represent the views of the U.S. Department of Energy or the United States Government.
Abstract

We study the problem of designing a distributed observer for an LTI system over a time-varying communication graph. The limited existing work on this topic imposes various restrictions either on the observation model or on the sequence of communication graphs. In contrast, we propose a single-time-scale distributed observer that works under mild assumptions. Specifically, our communication model only requires strong-connectivity to be preserved over non-overlapping, contiguous intervals that are even allowed to grow unbounded over time. We show that under suitable conditions that bound the growth of such intervals, joint observability is sufficient to track the state of any discrete-time LTI system exponentially fast, at any desired rate. In fact, we also establish finite-time convergence based on our approach. Finally, we develop a variant of our algorithm that is provably robust to worst-case adversarial attacks, provided the sequence of graphs is sufficiently connected over time. The key to our approach is the notion of a “freshness-index” that keeps track of the age-of-information being diffused across the network. Such indices enable nodes to reject stale estimates of the state, and, in turn, contribute to stability of the error dynamics.

I Introduction

Given a discrete-time LTI system 𝐱[k+1]=𝐀𝐱[k]\mathbf{x}[k+1]=\mathbf{Ax}[k], and a linear measurement model 𝐲[k]=𝐂𝐱[k]\mathbf{y}[k]=\mathbf{Cx}[k], a classical result in control theory states that one can design an observer that generates an asymptotically correct estimate 𝐱^[k]\hat{\mathbf{x}}[k] of the state 𝐱[k]\mathbf{x}[k], if and only if the pair (𝐀,𝐂)(\mathbf{A},\mathbf{C}) is detectable [1]. Additionally, if the pair (𝐀,𝐂)(\mathbf{A},\mathbf{C}) is observable, then one can achieve exponential convergence at any desired convergence rate. Over the last couple of decades, significant effort has been directed towards studying the distributed counterpart of the above problem, wherein observations of the process are distributed among a set of sensors modeled as nodes of a communication graph [2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]. A fundamental question that arises in this context is as follows: What are the minimal requirements on the measurement structure of the nodes and the underlying communication graph that guarantee the existence of a distributed observer? Here, by a distributed observer, we imply a set of state estimate update and information exchange rules that enable each node to track the entire state asymptotically. The question posed above was answered only recently in [5, 6, 7, 8, 9, 10] for static graphs. However, when the underlying network changes with time, very little is known about the distributed state estimation problem - a gap that we intend to bridge in this paper. Our study is motivated by applications in environmental monitoring tasks using mobile robot teams [13, 14], where time-varying communication graphs arise naturally either as a consequence of robot-mobility, or due to packet drops and link failures typical in wireless sensor networks.

Related Work: The existing literature on the design of distributed observers can be broadly classified in terms of the assumptions made on the system model, the observation model, and the network structure. Recent works on this topic [5, 6, 7, 8, 9, 10] that make minimal system- and graph-theoretic assumptions can be further classified based on a finer set of attributes, as follows. (i) Does the approach require multiple consensus iterations between two consecutive time-steps of the dynamics?111Such approaches, referred to as two-time-scale approaches, incur high communication cost, and might hence be prohibitive for real-time applications. (ii) What is the dimension of the estimator maintained by each node? (iii) Is the convergence asymptotic, or in finite-time? (iv) In case the convergence is asymptotic, can the convergence rate be controlled? The techniques proposed in [5, 6, 7, 8, 9, 10] operate on a single-time-scale, and those in [6, 8, 9, 10] require observers of dimension no more than that of the state of the system. The notion of convergence in each of the papers [5, 6, 7, 8, 9, 10] is asymptotic; the ones in [7, 8, 10] can achieve exponential convergence at any desired rate. For dynamic networks, there is much less work. Two recent papers [11] and [15] provide theoretical guarantees for certain specific classes of time-varying graphs; while the former proposes a two-time-scale approach, the latter develops a single-time-scale algorithm. However, the extent to which such results can be generalized has remained an open question.

Contributions: The main contribution of this paper is the development of a single-time-scale distributed state estimation algorithm in Section IV that requires each node to maintain an estimator of dimension equal to that of the state (along with some simple counters), and works under assumptions that are remarkably mild in comparison with those in the existing literature. Specifically, in terms of the observation model, we only require joint observability, i.e., the state is observable w.r.t. the collective observations of the nodes. This assumption is quite standard, and can be relaxed to joint detectability, with appropriate implications for the convergence rate.

However, the key departure from existing literature comes from the generality of our communication model, introduced formally in Section II. Based on this model, we require strong-connectivity to be preserved over non-overlapping, contiguous intervals that can even grow linearly with time at a certain rate. In other words, we allow the inter-communication intervals between the nodes to potentially grow unbounded. Even under the regime of such sparse communications, we establish that our proposed approach can track the state of any discrete-time LTI system exponentially fast, at any desired convergence rate. While all the works on distributed state estimation that we are aware of provide an asymptotic analysis, estimating the state of the system in finite-time might be crucial in certain safety-critical applications. To this end, we show that under a suitable selection of the observer gains, one can achieve finite-time convergence based on our approach. To put our results into context, it is instructive to compare them with the work closest to ours, namely [11]. In [11], the authors study a continuous-time analog of the problem under consideration, and develop a solution that leverages an elegant connection to the problem of distributed linear-equation solving [16]. In contrast to our technique, the one in [11] is inherently a two-time-scale approach, requires each node to maintain and update auxiliary state estimates, and works under the assumption that the communication graph is strongly-connected at every instant.

Our work is also related to the vast literature on consensus [17] and distributed optimization [18] over time-varying graphs, where one typically assumes strong-connectivity to be preserved over uniformly bounded intervals - a special case of our communication model. It is important to recognize that, in contrast to these settings, the problem at hand requires tracking potentially unstable external dynamics, making the stability analysis considerably more challenging. In particular, one can no longer directly leverage convergence properties of products of stochastic matrices. From a system-theoretic point of view, the error dynamics under our communication model evolves based on a switched linear system, where certain modes are potentially unstable. Thus, one way to analyze such dynamics is by drawing on techniques from the switched system stability literature [19]. However, such an analysis can potentially obscure the role played by the network structure. Instead, we directly exploit the interplay between the structure of the changing graph patterns on the one hand, and the evolution of the estimation error dynamics on the other. Doing so, we provide a comprehensive stability analysis of our estimation algorithm employing simple, self-contained arguments from linear system theory and graph theory.

Finally, in Section VI, we extend our study of distributed state estimation over dynamic graphs to settings where certain nodes are under attack, and can act arbitrarily. For the problem under consideration, accounting for adversarial behavior is highly non-trivial even for static graphs, with only a few recent results that provide any theoretical guarantees [20, 21, 22, 23]. Accounting for worst-case adversarial behavior over time-varying networks is considerably harder, since the compromised nodes can not only transmit incorrect, inconsistent state estimates, but also lie about the time-stamps of their data. Nonetheless, we develop a novel algorithm to handle such scenarios, and establish its correctness when the graph-sequence is sufficiently connected over time.

The key idea behind our approach is the use of a suitably defined “freshness-index” that keeps track of the age-of-information being diffused across the network. Loosely speaking, the “freshness-index” of a node quantifies the extent to which its estimate of the state is outdated. Exchanging such indices enables a node to assess, in real-time, the quality of the estimate of a neighbor. Accordingly, it can reject estimates that are relatively stale - a fact that contributes to the stability of the error dynamics. We point out that while this is perhaps the first use of the notion of age-of-information (AoI) in a networked control/estimation setting, such a concept has been widely employed in the study of various queuing-theoretic problems arising in wireless networks [24, 25, 26].222The notion of age-of-information (AoI) was first introduced in [24] as a performance metric to keep track of real-time status updates in a communication system. In a wireless network, it measures the time elapsed since the generation of the packet most recently delivered to the destination. In Section IV, we will see how such a concept applies to the present setting.

To sum up, we propose the first single-time-scale distributed state estimation algorithm that provides both finite-time and exponentially fast convergence guarantees, under significantly milder assumptions on the time-varying graph sequences than those in the existing literature. In addition, we show how our algorithm can be extended to allow for worst-case adversarial attacks as well.

A preliminary version of this paper appeared as [27]. Here, we significantly expand upon the content in [27] in two main directions. First, we generalize the results in [27] to allow for unbounded inter-communication intervals. Second, the extension to adversarial scenarios in Section VI is a new addition entirely. We also provide full proofs of all our results.

II Problem Formulation and Background

System and Measurement Model: We are interested in collaborative state estimation of a discrete-time LTI system of the form:

𝐱[k+1]=𝐀𝐱[k],\mathbf{x}[k+1]=\mathbf{A}\mathbf{x}[k], (1)

where kk\in\mathbb{N} is the discrete-time index, 𝐀n×n\mathbf{A}\in\mathbb{R}^{n\times n} is the system matrix, and 𝐱[k]n\mathbf{x}[k]\in\mathbb{R}^{n} is the state of the system.333We use \mathbb{N} and +\mathbb{N}_{+} to denote the set of non-negative integers and the set of positive integers, respectively. A network of sensors, modeled as nodes of a communication graph, obtain partial measurements of the state of the above process as follows:

𝐲i[k]=𝐂i𝐱[k],\mathbf{y}_{i}[k]=\mathbf{C}_{i}\mathbf{x}[k], (2)

where 𝐲i[k]ri\mathbf{y}_{i}[k]\in{\mathbb{R}}^{r_{i}} represents the measurement vector of the ii-th node at time-step kk, and 𝐂iri×n\mathbf{C}_{i}\in{\mathbb{R}}^{r_{i}\times n} represents the corresponding observation matrix. Let 𝐲[k]=[𝐲1T[k]𝐲NT[k]]T\mathbf{y}[k]={\begin{bmatrix}\mathbf{y}^{T}_{1}[k]&\cdots&\mathbf{y}^{T}_{N}[k]\end{bmatrix}}^{T} and 𝐂=[𝐂1T𝐂NT]T\mathbf{C}={\begin{bmatrix}\mathbf{C}^{T}_{1}&\cdots&\mathbf{C}^{T}_{N}\end{bmatrix}}^{T} represent the collective measurement vector at time-step kk, and the collective observation matrix, respectively. The goal of each node ii in the network is to generate an asymptotically correct estimate 𝐱^i[k]\hat{\mathbf{x}}_{i}[k] of the true dynamics 𝐱[k]\mathbf{x}[k]. It may not be possible for any node ii in the network to accomplish this task in isolation, since the pair (𝐀,𝐂i)(\mathbf{A},\mathbf{C}_{i}) may not be detectable in general. Throughout the paper, we will only assume that the pair (𝐀,𝐂)(\mathbf{A},\mathbf{C}) is observable; the subsequent developments can be readily generalized to the case when (𝐀,𝐂)(\mathbf{A},\mathbf{C}) is detectable.

Communication Network Model: As is evident from the above discussion, information exchange among nodes is necessary for all nodes to estimate the full state. At each time-step kk\in\mathbb{N}, the available communication channels are modeled by a directed communication graph 𝒢[k]=(𝒱,[k])\mathcal{G}[k]=(\mathcal{V},\mathcal{E}[k]), where 𝒱={1,,N}\mathcal{V}=\{1,\ldots,N\} represents the set of nodes, and [k]\mathcal{E}[k] represents the edge set of 𝒢[k]\mathcal{G}[k] at time-step kk. Specifically, if (i,j)[k](i,j)\in\mathcal{E}[k], then node ii can send information directly to node jj at time-step kk; in such a case, node ii will be called a neighbor of node jj at time-step kk. We will use 𝒩i[k]\mathcal{N}_{i}[k] to represent the set of all neighbors (excluding node ii) of node ii at time-step kk. When 𝒢[k]=𝒢k\mathcal{G}[k]=\mathcal{G}\hskip 5.69054pt\forall k\in\mathbb{N}, where 𝒢\mathcal{G} is a static, directed communication graph, the necessary and sufficient condition (on the system and network) to solve the distributed state estimation problem is the joint detectability of each source component of 𝒢\mathcal{G} [5].444A source component of a static, directed graph is a strongly connected component with no incoming edges. Our goal in this paper is to extend the above result to scenarios where the underlying communication graph is allowed to change over time. To this end, let the union graph over an interval [k1,k2],0k1k2[k_{1},k_{2}],0\leq k_{1}\leq k_{2}, denoted τ=k1k2𝒢[τ]\bigcup\limits_{\tau=k_{1}}^{k_{2}}\mathcal{G}[\tau], indicate a graph with vertex set equal to 𝒱\mathcal{V}, and edge set equal to the union of the edge sets of the individual graphs appearing over the interval [k1,k2][k_{1},k_{2}]. Based on this convention, we now formally describe the communication patterns (induced by the sequence {G[k]}k=0\{G[k]\}^{\infty}_{k=0}) that are considered in this paper. We assume that there exists a sequence 𝕀={t0,t1,}\mathbb{I}=\{t_{0},t_{1},\ldots\} of increasing time-steps with t0=0t_{0}=0 and each tit_{i}\in\mathbb{N}, satisfying the following conditions.

  1. (C1)

    Define the mapping f:𝕀+f:\mathbb{I}\rightarrow\mathbb{N}_{+} as f(tq)=tq+1tq,tq𝕀.f(t_{q})=t_{q+1}-t_{q},\forall t_{q}\in\mathbb{I}. We assume that f(tq)f(t_{q}) is a non-decreasing function of its argument.

  2. (C2)

    For each kk\in\mathbb{N}, let m(k)max{tq𝕀:tqk}m(k)\triangleq\max\{t_{q}\in\mathbb{I}:t_{q}\leq k\}, and M(k)min{tq𝕀:tq>k}M(k)\triangleq\min\{t_{q}\in\mathbb{I}:t_{q}>k\}. Define g:+g:\mathbb{N}\rightarrow\mathbb{N}_{+} as g(k)=M(k)m(k)=f(m(k)).g(k)=M(k)-m(k)=f(m(k)). Then, we assume that the following holds:

    lim supk2(N1)g(k)k=δ<1.\limsup_{k\to\infty}\frac{2(N-1)g(k)}{k}=\delta<1. (3)
  3. (C3)

    For each tq𝕀t_{q}\in\mathbb{I}, we assume that τ=tqtq+11𝒢[τ]\bigcup\limits_{\tau=t_{q}}^{t_{q+1}-1}\mathcal{G}[\tau] is strongly-connected.

Let us discuss what the above conditions mean. Condition (C1) in conjunction with condition (C3) tells us that the intervals over which strong-connectivity is preserved are non-decreasing in length (evident from the monotonicity of the function f()f(\cdot)).555Our results can be generalized to account for the case when f()f(\cdot) is non-monotonic by suitably modifying condition (C2). Essentially, our aim here is to come up with distributed estimators that function correctly despite sparse communication; hence, we allow for potentially growing inter-communication intervals. Since we place no assumptions at all on the spectrum of the 𝐀\mathbf{A} matrix, stability of the estimation error process imposes natural restrictions on how fast the inter-communication intervals can be allowed to grow. Condition (C2) formalizes this intuition by constraining such intervals to grow at most linearly at a certain rate. Notably, conditions (C1)-(C3) cover a very general class of time-varying graph sequences. In particular, we are unaware of any other work that allows the inter-communication intervals to grow unbounded for the problem under consideration.

Consider the following two examples. (i) The mapping ff satisfies f(tq)=T,tq𝕀f(t_{q})=T,\forall t_{q}\in\mathbb{I}, where TT is some positive integer. (ii) The mapping ff satisfies f(tq)=tq+1,tq𝕀f(t_{q})=\lfloor\sqrt{t_{q}+1}\rfloor,\forall t_{q}\in\mathbb{I}. It is easy to verify that (C2) is satisfied in each case. While example (i) represents the standard “joint strong-connectivity” setting where the inter-communication intervals remain bounded, example (ii) deviates from existing literature by allowing the inter-communication intervals to grow unbounded.

Background: For communication graphs satisfying conditions (C1)-(C3) as described above, our objective will be to design a distributed algorithm that ensures limk𝐱^i[k]𝐱[k]=0,i𝒱\lim_{k\to\infty}\left\|\hat{\mathbf{x}}_{i}[k]-\mathbf{x}[k]\right\|=0,\forall i\in\mathcal{V}, with 𝐱^i[k]\hat{\mathbf{x}}_{i}[k] representing the estimate of the state 𝐱[k]\mathbf{x}[k] maintained by node i𝒱i\in\mathcal{V}. To this end, we recall the following result from [6].

Lemma 1.

Given a system matrix 𝐀\mathbf{A}, and a set of NN sensor observation matrices 𝐂1,𝐂2,,𝐂N\mathbf{C}_{1},\mathbf{C}_{2},\ldots,\mathbf{C}_{N}, define 𝐂[𝐂1T𝐂NT]T\mathbf{C}\triangleq{\begin{bmatrix}\mathbf{C}^{T}_{1}&\cdots&\mathbf{C}^{T}_{N}\end{bmatrix}}^{T}. Suppose (𝐀,𝐂)(\mathbf{A},\mathbf{C}) is observable. Then, there exists a similarity transformation matrix 𝐓\mathbf{T} that transforms the pair (𝐀,𝐂)\mathbf{(A,C)} to (𝐀¯,𝐂¯)(\bar{\mathbf{A}},\bar{\mathbf{C}}), such that

𝐀¯=[𝐀11𝟎𝐀21𝐀22𝟎𝐀N1𝐀N2𝐀N(N1)𝐀NN],𝐂¯=[𝐂¯1𝐂¯2𝐂¯N]=[𝐂11𝟎𝐂21𝐂22𝟎𝐂N1𝐂N2𝐂N(N1)𝐂NN],\begin{aligned} \bar{\mathbf{A}}&=\left[\begin{array}[]{c|c|cc}\mathbf{A}_{11}&\lx@intercol\hfil\mathbf{0}\hfil\lx@intercol\\ \hline\cr\mathbf{A}_{21}&\mathbf{A}_{22}&\lx@intercol\hfil\mathbf{0}\hfil\lx@intercol\\ \cline{2-4}\cr\vdots&\vdots&\ddots&\vdots\\ \mathbf{A}_{N1}&\mathbf{A}_{N2}\hskip 5.69054pt\cdots&\mathbf{A}_{N(N-1)}&\vrule\lx@intercol\hfil\mathbf{A}_{NN}\hfil\lx@intercol\end{array}\right],\\ ~{}\\ \bar{\mathbf{C}}&=\begin{bmatrix}\bar{\mathbf{C}}_{1}\\ \bar{\mathbf{C}}_{2}\vspace{-1mm}\\ \vdots\\ \bar{\mathbf{C}}_{N}\end{bmatrix}=\left[\begin{array}[]{cccc}\mathbf{C}_{{11}}&\vrule\lx@intercol\hfil\mathbf{0}\hfil\lx@intercol\\ \hline\cr\mathbf{C}_{{21}}&\lx@intercol\hfil\mathbf{C}_{{22}}\hfil\lx@intercol&\vrule\lx@intercol\hfil\mathbf{0}\hfil\lx@intercol\\ \hline\cr\vdots&\vdots&\vdots&\vdots\\ \mathbf{C}_{{N1}}&\lx@intercol\hfil\mathbf{C}_{{N2}}\hfil\lx@intercol&\cdots\mathbf{C}_{N(N-1)}&\mathbf{C}_{NN}\\ \end{array}\right],\end{aligned}

(4)

and the pair (𝐀ii,𝐂ii)(\mathbf{A}_{ii},\mathbf{C}_{ii}) is observable i{1,2,,N}\forall i\in\{1,2,\ldots,N\}.

We use the matrix 𝐓\mathbf{T} given by Lemma 1 to perform the coordinate transformation 𝐳[k]=𝐓1𝐱[k]\mathbf{z}[k]=\mathbf{T}^{-1}\mathbf{x}[k], yielding:

𝐳[k+1]\displaystyle\mathbf{z}[k+1] =𝐀¯𝐳[k],\displaystyle=\bar{\mathbf{A}}\mathbf{z}[k], (5)
𝐲i[k]\displaystyle\mathbf{y}_{i}[k] =𝐂¯i𝐳[k],i{1,,N},\displaystyle=\bar{\mathbf{C}}_{i}\mathbf{z}[k],\quad\forall i\in\{1,\ldots,N\},

where 𝐀¯=𝐓1𝐀𝐓\bar{\mathbf{A}}={\mathbf{T}}^{-1}\mathbf{A}\mathbf{T} and 𝐂¯i=𝐂i𝐓\bar{\mathbf{C}}_{i}=\mathbf{C}_{i}\mathbf{T} are given by (4). Commensurate with the structure of 𝐀¯\bar{\mathbf{A}}, the vector 𝐳[k]\mathbf{z}[k] is of the following form:

𝐳[k]=[𝐳(1)[k]T𝐳(N)[k]T]T,\mathbf{z}[k]={\begin{bmatrix}{\mathbf{z}^{(1)}[k]}^{T}&\cdots&{\mathbf{z}^{(N)}[k]}^{T}\end{bmatrix}}^{T}, (6)

where 𝐳(j)[k]\mathbf{z}^{(j)}[k] will be referred to as the jj-th sub-state. By construction, since the pair (𝐀jj,𝐂jj)(\mathbf{A}_{jj},\mathbf{C}_{jj}) is locally observable w.r.t. the measurements of node jj, node jj will be viewed as the unique source node for sub-state jj. In this sense, the role of node jj will be to ensure that each non-source node i𝒱{j}i\in\mathcal{V}\setminus\{j\} maintains an asymptotically correct estimate of sub-state jj. For a time-invariant strongly-connected graph, this is achieved in [6] by first constructing a spanning tree rooted at node jj, and then requiring nodes to only listen to their parents in such a tree for estimating sub-state jj. The resulting unidirectional flow of information from the source jj to the rest of the network guarantees stability of the error process for sub-state jj [6].

However, the above strategy is no longer applicable when the underlying communication graph is time-varying, for the following reasons. (i) For a given sub-state jj, there may not exist a common spanning tree rooted at node jj in each graph 𝒢[k],k\mathcal{G}[k],k\in\mathbb{N}. (ii) Assuming that a specific spanning tree rooted at node jj is guaranteed to repeat at various points in time (not necessarily periodically), is restrictive, and qualifies as only a special case of conditions (C1)-(C3). (iii) Suppose for simplicity that 𝒢[k]\mathcal{G}[k] is strongly-connected at each time-step (as in [11]), and hence, there exists a spanning tree 𝒯j[k]\mathcal{T}_{j}[k] rooted at node jj in each such graph. For estimating sub-state jj, suppose consensus at time-step kk is performed along the spanning tree 𝒯j[k]\mathcal{T}_{j}[k]. As we demonstrate in the next section, switching between such spanning trees can lead to unstable error processes over time. Thus, if one makes no further assumptions on the system model beyond joint observability, or on the sequence of communication graphs beyond conditions (C1)-(C3), ensuring stability of the estimation error dynamics becomes a challenging proposition. Nonetheless, we develop a simple algorithm in Section IV that bypasses the above problems. In the next section, we provide an example that helps to build the intuition behind this algorithm.

III An Illustrative Example

x[k+1]=ax[k]x[k+1]=ax[k]123(a)x[k+1]=ax[k]x[k+1]=ax[k]123(b)
Figure 1: An LTI system is monitored by a network of 3 nodes, where the communication graph 𝒢[k]\mathcal{G}[k] switches between the two graphs shown above.
Refer to caption Refer to caption
Figure 2: Estimation error plots of the nodes for the model in Figure 1. Simulations are performed for a model where a=2a=2. The figure on the left corresponds to the case where consensus weights are distributed uniformly among neighbors, while the one on the right is the case where weights are placed along a tree rooted at node 1.

Consider a network of 3 nodes monitoring a scalar unstable process x[k+1]=ax[k]x[k+1]=ax[k], as shown in Figure 1. The communication graph 𝒢[k]\mathcal{G}[k] switches between the two topologies shown in Figure 1. Specifically, 𝒢[k]\mathcal{G}[k] is the graph in Figure 1(a) at all even time-steps, and the one in 1(b) at all odd time-steps. Node 1 is the only node with non-zero measurements, and thus acts as the source node for this network. Suppose for simplicity that it perfectly measures the state at all time-steps, i.e., its state estimate is x^1[k]=x[k],k\hat{x}_{1}[k]=x[k],\forall k\in\mathbb{N}. Given this setup, a standard consensus based state estimate update rule would take the form (see for example [5, 6, 11]):

x^i[k+1]=a(j𝒩i[k]{i}wij[k]x^j[k]),i{2,3},\hat{x}_{i}[k+1]=a\left(\sum_{j\in\mathcal{N}_{i}[k]\cup\{i\}}w_{ij}[k]\hat{x}_{j}[k]\right),i\in\{2,3\}, (7)

where the weights wij[k]w_{ij}[k] are non-negative, and satisfy j𝒩i[k]{i}wij[k]=1,k\sum_{j\in\mathcal{N}_{i}[k]\cup\{i\}}w_{ij}[k]=1,\forall k\in\mathbb{N}. The key question is: how should the consensus weights be chosen to guarantee stability of the estimation errors of nodes 2 and 3? Even for this simple example, if such weights are chosen naively, then the errors may grow unbounded over time. To see this, consider the following two choices: (1) consensus weights are distributed evenly over the set 𝒩i[k]{i}\mathcal{N}_{i}[k]\cup\{i\}, and (2) consensus weights are placed along the tree rooted at node 11. In each case, the error dynamics are unstable, as depicted in Figure 2. To overcome this problem, suppose nodes 2 and 3 are aware of the fact that node 1 has perfect information of the state. Since nodes 2 and 3 have no measurements of their own, intuitively, it makes sense that they should place their consensus weights entirely on node 1 whenever possible. The trickier question for node 2 (resp., node 3) is to decide when it should listen to node 3 (resp., node 2). Let us consider the situation from the perspective of node 2. At time-step 0, it adopts the information of node 1, and hence, the error of node 2 is zero at time-step 1. However, the error of node 3 is not necessarily zero at time-step 1. Consequently, if node 2 places a non-zero consensus weight on the estimate of node 3 at time-step 1, its error at time-step 2 might assume a non-zero value. Clearly, at time-step 1, node 2 is better off rejecting the information from node 3, and simply running open-loop. The main take-away point here is that adoption or rejection of information from a neighbor should be based on the quality of information that such a neighbor has to offer. In particular, a node that has come in contact with node 1 more recently is expected to have better information about the state than the other. Thus, to dynamically evaluate the quality of an estimate, the above reasoning suggests the need to introduce a metric that keeps track of how recent that estimate is with respect to (w.r.t.) the estimate of the source node 1. In the following section, we formalize this idea by introducing such a metric.

Algorithm 1
1:Initialization: τj(j)[0]=0,τi(j)[0]=ω,i𝒱{j}\tau^{(j)}_{j}[0]=0,\tau^{(j)}_{i}[0]=\omega,\forall i\in\mathcal{V}\setminus\{j\}.
2:Update Rules for the Source Node: Node jj maintains τj(j)[k]=0,k\tau^{(j)}_{j}[k]=0,\forall k\in\mathbb{N}. It updates 𝐳^j(j)[k]\hat{\mathbf{z}}^{(j)}_{j}[k] as:
𝐳^j(j)[k+1]=𝐅jj𝐳^j(j)[k]+q=1(j1)𝐆jq𝐳^j(q)[k]+𝐋j𝐲j[k],\displaystyle\hat{\mathbf{z}}^{(j)}_{j}[k+1]={\mathbf{F}}_{jj}\hat{\mathbf{z}}^{(j)}_{j}[k]+\sum\limits_{q=1}^{(j-1)}\mathbf{G}_{jq}\hat{\mathbf{z}}^{(q)}_{j}[k]+\mathbf{L}_{j}\mathbf{y}_{j}[k], (8)
where 𝐅jj=(𝐀jj𝐋j𝐂jj){\mathbf{F}}_{jj}=(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj}), 𝐆jq=(𝐀jq𝐋j𝐂jq)\mathbf{G}_{jq}=(\mathbf{A}_{jq}-\mathbf{L}_{j}\mathbf{C}_{jq}), and 𝐋j\mathbf{L}_{j} is an observer gain to be designed later.
3:Update Rules for the Non-Source Nodes: Each non-source node i𝒱{j}i\in\mathcal{V}\setminus\{j\} operates as follows.
4:Case 1: τi(j)[k]=ω\tau^{(j)}_{i}[k]=\omega. Define i(j)[k]{l𝒩i[k]:τl(j)[k]ω}.\mathcal{M}^{(j)}_{i}[k]\triangleq\{l\in\mathcal{N}_{i}[k]:\tau^{(j)}_{l}[k]\neq\omega\}. If i(j)[k]\mathcal{M}^{(j)}_{i}[k]\neq\emptyset, let uargminli(j)[k]τl(j)[k]u\in\operatorname*{\arg\!\min}_{l\in\mathcal{M}^{(j)}_{i}[k]}\tau^{(j)}_{l}[k]. Node ii updates τi(j)[k]\tau^{(j)}_{i}[k] and 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k] as:
τi(j)[k+1]=τu(j)[k]+1,\tau^{(j)}_{i}[k+1]=\tau^{(j)}_{u}[k]+1, (9)
𝐳^i(j)[k+1]=𝐀jj𝐳^u(j)[k]+q=1(j1)𝐀jq𝐳^i(q)[k].\hat{\mathbf{z}}^{(j)}_{i}[k+1]=\mathbf{A}_{jj}\hat{\mathbf{z}}^{(j)}_{u}[k]+\sum\limits_{q=1}^{(j-1)}\mathbf{A}_{jq}\hat{\mathbf{z}}^{(q)}_{i}[k]. (10)
If i(j)[k]=\mathcal{M}^{(j)}_{i}[k]=\emptyset, then
τi(j)[k+1]=ω,\tau^{(j)}_{i}[k+1]=\omega, (11)
𝐳^i(j)[k+1]=𝐀jj𝐳^i(j)[k]+q=1(j1)𝐀jq𝐳^i(q)[k].\hat{\mathbf{z}}^{(j)}_{i}[k+1]=\mathbf{A}_{jj}\hat{\mathbf{z}}^{(j)}_{i}[k]+\sum\limits_{q=1}^{(j-1)}\mathbf{A}_{jq}\hat{\mathbf{z}}^{(q)}_{i}[k]. (12)
5:Case 2: τi(j)[k]ω\tau^{(j)}_{i}[k]\neq\omega. Define i(j)[k]{li(j)[k]:τl(j)[k]<τi(j)[k]}\mathcal{F}^{(j)}_{i}[k]\triangleq\{l\in\mathcal{M}^{(j)}_{i}[k]:\tau^{(j)}_{l}[k]<\tau^{(j)}_{i}[k]\}, where i(j)[k]\mathcal{M}^{(j)}_{i}[k] is as defined in line 4. If i(j)[k]\mathcal{F}^{(j)}_{i}[k]\neq\emptyset, let uargminli(j)[k]τl(j)[k]u\in\operatorname*{\arg\!\min}_{l\in\mathcal{F}^{(j)}_{i}[k]}\tau^{(j)}_{l}[k]. Node ii then updates τi(j)[k]\tau^{(j)}_{i}[k] as per (9), and 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k] as per (10). If i(j)[k]=\mathcal{F}^{(j)}_{i}[k]=\emptyset, then τi(j)[k]\tau^{(j)}_{i}[k] is updated as
τi(j)[k+1]=τi(j)[k]+1,\tau^{(j)}_{i}[k+1]=\tau^{(j)}_{i}[k]+1, (13)
and 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k] is updated as per (12).

IV Algorithm

Building on the intuition developed in the previous section, we introduce a new approach to designing distributed observers for a general class of time-varying networks. The main idea is the use of a “freshness-index” that keeps track of how delayed the estimates of a node are w.r.t. the estimates of a source node. Specifically, for updating its estimate of 𝐳(j)[k]\mathbf{z}^{(j)}[k], each node i𝒱i\in\mathcal{V} maintains and updates at every time-step a freshness-index τi(j)[k]\tau^{(j)}_{i}[k]. At each time-step kk\in\mathbb{N}, the index τi(j)[k]\tau^{(j)}_{i}[k] plays the following role: it determines whether node ii should adopt the information received from one of its neighbors in 𝒩i[k]\mathcal{N}_{i}[k], or run open-loop, for updating 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k], where 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k] represents the estimate of 𝐳(j)[k]\mathbf{z}^{(j)}[k] maintained by node ii. In case it is the former, it also indicates which specific neighbor in 𝒩i[k]\mathcal{N}_{i}[k] node ii should listen to at time-step kk; this piece of information is particularly important for the problem under consideration, and ensures stability of the error process. The rules that govern the updates of the freshness indices τi(j)[k]\tau^{(j)}_{i}[k], and the estimates of the jj-th sub-state 𝐳(j)[k]\mathbf{z}^{(j)}[k], are formally stated in Algorithm 1. In what follows, we describe each of these rules.

Discussion of Algorithm 1: Consider any sub-state j{1,,N}.j\in\{1,\ldots,N\}. Each node i𝒱i\in\mathcal{V} maintains an index τi(j)[k]{ω}\tau^{(j)}_{i}[k]\in\{\omega\}\cup\mathbb{N}, where ω\omega is a dummy value. Specifically, τi(j)[k]=ω\tau^{(j)}_{i}[k]=\omega represents an “infinite-delay” w.r.t. the estimate of the source node for sub-state jj, namely node jj, i.e., it represents that node ii has not received any information (either directly or indirectly) from node jj regarding sub-state jj up to time-step kk. For estimation of sub-state jj, since delays are measured w.r.t. the source node jj, node jj maintains its freshness-index τj(j)[k]\tau^{(j)}_{j}[k] at zero for all time, to indicate a zero delay w.r.t. itself. For updating its estimate of 𝐳(j)[k]\mathbf{z}^{(j)}[k], it uses only its own information, as is evident from (8).

Every other node starts out with an “infinite-delay” ω\omega w.r.t. the source (line 1 of Algo. 1). The freshness-index of a node i𝒱{j}i\in\mathcal{V}\setminus\{j\} changes from ω\omega to a finite value when it comes in contact with a neighbor with a finite delay, i.e., with a freshness-index that is not ω\omega (line 4 of Algo. 1). At this point, we say that τi(j)[k]\tau^{(j)}_{i}[k] has been “triggered”. Once triggered, at each time-step kk, a non-source node ii will adopt the information of a neighbor l𝒩i[k]l\in\mathcal{N}_{i}[k] only if node ll’s estimate of 𝐳(j)[k]\mathbf{z}^{(j)}[k] is “more fresh” relative to its own, i.e., only if τl(j)[k]<τi(j)[k]\tau^{(j)}_{l}[k]<\tau^{(j)}_{i}[k].666Under Case 1 or Case 2 in Algo. 1, when a node i𝒱{j}i\in\mathcal{V}\setminus\{j\} updates τi(j)[k]\tau^{(j)}_{i}[k] via (9), and 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k] via (10), we say that “ii adopts the information of uu at time kk for sub-state jj”; else, if it runs open-loop, we say it adopts its own information. Among the set of neighbors in i(j)[k]\mathcal{M}^{(j)}_{i}[k] (if τi(j)[k]\tau^{(j)}_{i}[k] has not yet been triggered), or in i(j)[k]\mathcal{F}^{(j)}_{i}[k] (if τi(j)[k]\tau^{(j)}_{i}[k] has been triggered), node ii only adopts the information (based on (10)) of the neighbor uu with the least delay. At this point, the delay of node ii matches that of node uu, and this fact is captured by the update rule (9). In case node ii has no neighbor that has fresher information than itself w.r.t. sub-state jj (where informativeness is quantified by τi(j)[k])\tau^{(j)}_{i}[k]), it increments its own freshness-index by 11 (as per (13)) to capture the effect of its own information getting older, and runs open-loop based on (12). Based on the above rules, at any given time-step kk, τi(j)[k]\tau^{(j)}_{i}[k] measures the age-of-information of 𝐳^i(j)[k]\hat{\mathbf{z}}^{(j)}_{i}[k], relative to the source node jj. This fact is established later in Lemma 23. Finally, note that Algorithm 1 describes an approach for estimating 𝐳[k]\mathbf{z}[k], and hence 𝐱[k]\mathbf{x}[k], since 𝐱[k]=𝐓𝐳[k]\mathbf{x}[k]=\mathbf{Tz}[k].

V Performance Guarantees For Algorithm 1

V-A Statement of the Results

In this section, we first state the theoretical guarantees afforded by Algorithm 1, and then discuss their implications; proofs of these statements are deferred to Appendix A and B. We begin with one of the main results of this paper.

Theorem 1.

Given an LTI system (1), and a measurement model (2), suppose (𝐀,𝐂)(\mathbf{A,C}) is observable. Let the sequence of communication graphs {𝒢[k]}k=0\{\mathcal{G}[k]\}_{k=0}^{\infty} satisfy conditions (C1)-(C3) in Section II. Then, given any desired convergence rate ρ(0,1)\rho\in(0,1), the observer gains 𝐋1,,𝐋N\mathbf{L}_{1},\ldots,\mathbf{L}_{N} can be designed in a manner such that the estimation error of each node converges to zero exponentially fast at rate ρ\rho, based on Algorithm 1.

The next result states that under the conditions in Theorem 1, one can in fact achieve finite-time convergence.

Proposition 1.

(Finite-Time Convergence) Suppose the conditions stated in Theorem 1 hold. Then, the observer gains 𝐋1,,𝐋N\mathbf{L}_{1},\ldots,\mathbf{L}_{N} can be designed in a manner such that the estimation error of each node converges to zero in finite-time.

The next result follows directly from Prop. 1 and indicates that, when the sequence of communication graphs exhibits certain structure, one can derive a closed form expression for the maximum number of time-steps required for convergence.

Corollary 1.

Suppose the conditions stated in Theorem 1 hold. Additionally, suppose f(tq)T,tq𝕀f(t_{q})\leq T,\forall t_{q}\in\mathbb{I}, where T+T\in\mathbb{N}_{+}. Then, the observer gains 𝐋1,,𝐋N\mathbf{L}_{1},\ldots,\mathbf{L}_{N} can be designed in a manner such that the estimation error of each node converges to zero in at most n+2N(N1)Tn+2N(N-1)T time-steps.

Let us now discuss the implications of our results, and comment on certain aspects of our approach.

Remark 1.

The fact that a network of partially informed nodes can track the state of a dynamical system with arbitrarily large eigenvalues, over inter-communication intervals that can potentially grow unbounded, is non-obvious a priori. Our results in Thm. 1 and Prop. 1 indicate that not only can this be done exponentially fast at any desired rate, it can also be done in finite-time. In contrast, the result closest to ours [11] assumes strong-connectivity at each time-step - an assumption that is significantly stronger than what we make.

Remark 2.

Notice that given a desired convergence rate ρ\rho, the general design approach described in the proof of Thm. 1 (in Appendix A) offers a considerable degree of freedom in choosing the parameters λ1,,λN\lambda_{1},\ldots,\lambda_{N}; the design flexibility so obtained in choosing the observer gains can be exploited to optimize transient performance, or performance against noise. In contrast, the proof of Prop. 1 highlights a specific approach to obtain finite-time convergence. However, such an approach may lead to undesirable transient spikes in the estimation errors, owing to large observer gains.

Remark 3.

Presently, our approach requires a centralized design phase where the agents implement the multi-sensor decomposition in Section II, and design their observer gains to achieve the desired convergence rate as outlined in the proof of Thm. 1. This is of course a limitation, but one that is common to all existing approaches [2, 3, 4, 5, 7, 12, 8, 6, 9, 11, 10] that we are aware of, i.e., each such approach involves a centralized design phase. Our approach also requires the nodes to know an upper-bound on the parameter δ\delta in Eq. (3) while designing their observer gains. If, however, we constrain the inter-communication intervals to grow sub-linearly at worst, i.e, if δ=0\delta=0, then such gains can be designed with no knowledge on the nature of the graph-sequences. Thus, there exists a trade-off between the generality of the graph sequences that can be tolerated, and the information required to do so.

Remark 4.

When strong-connectivity is preserved over uniformly bounded intervals, i.e., when f(tq)T,tq𝕀f(t_{q})\leq T,\forall t_{q}\in\mathbb{I}, for some T+T\in\mathbb{N}_{+}, then our approach leads to bounded estimation errors under bounded disturbances. However, as we will see in Section V-B, this may no longer be the case if the inter-communication intervals grow unbounded, no matter how slowly.

V-B Implications of growing inter-communication intervals under bounded disturbances

While Theorem 1 shows that estimation is possible under growing inter-communication intervals, the goal of this section is to demonstrate via a simple example that this may no longer be true in the presence of disturbances. To this end, consider a scalar, unstable LTI system x[k+1]=ax[k]+dx[k+1]=ax[k]+d, where a>1a>1, and d>0d>0 is a disturbance input to the system. The network comprises of just 2 nodes: node 1 with measurement model y1[k]=c1x[k],c10y_{1}[k]=c_{1}x[k],c_{1}\neq 0, and node 2 with no measurements. Now consider an increasing sequence of time-steps 𝕀={t0,t1,}\mathbb{I}=\{t_{0},t_{1},\ldots\} with t0=0t_{0}=0, and let f(tq)=tq+1tq,tq𝕀f(t_{q})=t_{q+1}-t_{q},\forall t_{q}\in\mathbb{I} be a non-decreasing function of its argument, as in Section II. Suppose the communication pattern comprises of an edge from node 1 to node 2 precisely at the time-steps given by 𝕀\mathbb{I}. Node 1 maintains a standard Luenberger observer given by x^1[k+1]=ax^1[k]+l1(y1[k]c1x^1[k])\hat{x}_{1}[k+1]=a\hat{x}_{1}[k]+l_{1}(y_{1}[k]-c_{1}\hat{x}_{1}[k]), where l1l_{1} is the observer gain. Node 2 applies Algorithm 1, which, in this case, translates to node 2 adopting the estimate of node 1 at each time-step tqt_{q}, and running open-loop at all other time-steps. Accordingly, we have x^2[tq+1]=af(tq)x^1[tq],tq𝕀\hat{x}_{2}[t_{q+1}]=a^{f(t_{q})}\hat{x}_{1}[t_{q}],\forall t_{q}\in\mathbb{I}. With ei[k]=x[k]x^i[k],i{1,2}e_{i}[k]=x[k]-\hat{x}_{i}[k],i\in\{1,2\}, one can then easily verify:

e1[k+1]\displaystyle e_{1}[k+1] =γe1[k]+d,k,\displaystyle=\gamma e_{1}[k]+d,\forall k\in\mathbb{N}, (14)
e2[tq+1]\displaystyle e_{2}[t_{q+1}] =af(tq)e1[tq]+d(af(tq)1)(a1),tq𝕀,\displaystyle=a^{f(t_{q})}e_{1}[t_{q}]+d\frac{(a^{f(t_{q})}-1)}{(a-1)},\forall t_{q}\in\mathbb{I},

where γ=(al1c1)\gamma=(a-l_{1}c_{1}). Now consider a scenario where the inter-communication intervals grow unbounded, i.e., f(tq)f(t_{q})\rightarrow\infty as tqt_{q}\rightarrow\infty. Since a>1a>1 and d>0d>0, it is clear from (14) that the error subsequence e2[tq],tq𝕀e_{2}[t_{q}],t_{q}\in\mathbb{I} will grow unbounded even if node 1 chooses l1l_{1} such that γ=0\gamma=0. For the specific example under consideration, although the above arguments were constructed w.r.t. our algorithm, it seems unlikely that the final conclusion would change if one were to resort to some other approach.777Note that we are only considering single-time-scale algorithms where nodes are not allowed to exchange their measurements. Also, we assume here that the nodes have no knowledge about the nature of the disturbance dd, thereby precluding the use of any disturbance-rejection technique. The discussions in Section V can be thus summarized as follows.

  • For a noiseless, disturbance free LTI system of the form (1), one can achieve exponential convergence at any desired rate, and even finite-time convergence based on Algorithm 1, under remarkably mild assumptions: joint observability, and joint strong-connectivity over intervals that can potentially grow unbounded.

  • For an unstable system, any non-zero persistent disturbance, however small, can lead to unbounded estimation errors when the inter-communication intervals grow unbounded, no matter how slowly. Note however from Eq. (14) that our approach leads to bounded estimation errors under bounded disturbances if the sequence {f(tq)}tq𝕀\{f(t_{q})\}_{t_{q}\in\mathbb{I}} is uniformly bounded above (see Remark 4).

In light of the above points, the reasons for stating our results in full generality, i.e., for unbounded communication intervals, are as follows. First, we do so for theoretical interest, since we believe our work is the first to establish that the distributed state estimation problem can be solved with growing inter-communication intervals. Second, we essentially get this result for “free”, i.e., accounting for such general scenarios incurs no additional steps in terms of the design of Algorithm 1. Finally, we emphasize that, while no existing approach can even handle the case where strong-connectivity is preserved over uniformly bounded time intervals (i.e., T+\exists\hskip 1.42262ptT\in\mathbb{N}_{+} such that f(tq)T,tq𝕀f(t_{q})\leq T,\forall t_{q}\in\mathbb{I}), the analysis for this scenario is simply a special case of that in Appendix A.

VI Resilient Distributed State Estimation over Time-Varying Networks

We now consider a scenario where a subset of agents in the network is adversarial, and can deviate from the prescribed algorithm. We will show how one can employ the notion of freshness-indices to account for such adversarial agents over a time-varying network. To avoid cumbersome notation and to present the key ideas in a clear way, we will consider a scalar LTI system of the form x[k+1]=ax[k]x[k+1]=ax[k]. Later, we will discuss how our approach can be naturally extended to more general system models. We consider a worst-case Byzantine adversary model, where an adversarial node is assumed to be omniscient, and can essentially act arbitrarily: it can transmit incorrect, potentially inconsistent information to its instantaneous out-neighbors, or choose not to transmit anything at all, while colluding with other adversaries in the process [28, 29, 30]. We will focus on an ff-total adversarial model where the total number of adversaries in the network is bounded above by ff, with ff\in\mathbb{N}. The adversarial set will be denoted by 𝒜\mathcal{A}, and the set of regular nodes by =𝒱𝒜\mathcal{R}=\mathcal{V}\setminus\mathcal{A}. Finally, for the scalar model under consideration, we will define the set of source nodes as follows: 𝒮={i𝒱:ci0,whereyi[k]=cix[k]}\mathcal{S}=\{i\in\mathcal{V}:c_{i}\neq 0,\,\textrm{where}\,y_{i}[k]=c_{i}x[k]\}, i.e., i𝒮i\in\mathcal{S} if and only if it can measure the state on its own. Note that we will allow 𝒮𝒜\mathcal{S}\cap\mathcal{A}\neq\emptyset.

VI-A Description of Algorithm 2

Algorithm 2
1:Initialization: For each i𝒱𝒮i\in\mathcal{V}\setminus\mathcal{S}, τi[0]=ω\tau_{i}[0]=\omega; each entry of 𝐯i[0],𝐝i[0]\mathbf{v}_{i}[0],\mathbf{d}_{i}[0], and ϕi[0]\boldsymbol{\phi}_{i}[0] is empty; i[0]=\mathcal{M}_{i}[0]=\emptyset; and qi[0]=0q_{i}[0]=0. For each i𝒮i\in\mathcal{S}, τi[0]=0\tau_{i}[0]=0.
2:Update Rules for Source Nodes: Each i𝒮i\in\mathcal{S} maintains τi[k]=0,k\tau_{i}[k]=0,\forall k\in\mathbb{N}. It updates x^i[k]\hat{x}_{i}[k] based on the following Luenberger observer, where lil_{i} is the observer gain:
x^i[k+1]=ax^i[k]+li(yi[k]cix^i[k]).\displaystyle\hat{x}_{i}[k+1]=a\hat{x}_{i}[k]+l_{i}(y_{i}[k]-c_{i}\hat{x}_{i}[k]). (15)
3:Update Rules for Non-Source Nodes: At each kk\in\mathbb{N}, every non-source node i𝒱𝒮i\in\mathcal{V}\setminus\mathcal{S} operates as follows (lines 4-18).
4:Case 1: τi[k]=ω\tau_{i}[k]=\omega. Define 𝒥i[k]{j𝒩i[k]:τj[k]ω,τj[k],τj[k]k}\mathcal{J}_{i}[k]\triangleq\{j\in\mathcal{N}_{i}[k]:\tau_{j}[k]\neq\omega,\tau_{j}[k]\in\mathbb{N},\tau_{j}[k]\leq k\}.
5:if |𝒥i[k]i[k]|<(2f+1)qi[k]|\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]|<(2f+1)-q_{i}[k] then
6:     Append each l𝒥i[k]i[k]l\in\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k] to i[k]\mathcal{M}_{i}[k] \triangleright This involves adding ll to i[k]\mathcal{M}_{i}[k], and setting vi,l[k]=x^l[k]v_{i,l}[k]=\hat{x}_{l}[k], di,l[k]=τl[k]d_{i,l}[k]=\tau_{l}[k], and ϕi,l[k]=k.\phi_{i,l}[k]=k.
7:     Perform the following updates.
qi[k+1]=qi[k]+|𝒥i[k]i[k]|.q_{i}[k+1]=q_{i}[k]+|\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]|. (16)
di,l[k+1]=di,l[k]+1,li[k].d_{i,l}[k+1]=d_{i,l}[k]+1,l\in\mathcal{M}_{i}[k]. (17)
τi[k+1]=ω.\tau_{i}[k+1]=\omega. (18)
x^i[k+1]=ax^i[k].\hat{x}_{i}[k+1]=a\hat{x}_{i}[k]. (19)
8:else
9:     Sort the nodes in 𝒥i[k]i[k]\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k] in ascending order of their freshness-indices τl[k],l𝒥i[k]i[k]\tau_{l}[k],l\in\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]. Append the first (2f+1)qi[k](2f+1)-q_{i}[k] nodes in the resulting list to i[k]\mathcal{M}_{i}[k].
10:     Set qi[τ]=2f+1,τk+1q_{i}[\tau]=2f+1,\forall\tau\geq k+1; update di,l[k],li[k]d_{i,l}[k],l\in\mathcal{M}_{i}[k] as per (17); update τi[k]\tau_{i}[k] as follows:
τi[k+1]=maxli[k]di,l[k]+1.\tau_{i}[k+1]=\max_{l\in\mathcal{M}_{i}[k]}d_{i,l}[k]+1. (20)
11:     For each li[k]l\in\mathcal{M}_{i}[k], form the following quantity:
x¯i,l[k]=a(kϕi,l[k])x^l[ϕi,l[k]].\bar{x}_{i,l}[k]=a^{(k-\phi_{i,l}[k])}\hat{x}_{l}[\phi_{i,l}[k]]. (21)
12:     Sort x¯i,l[k],li[k]\bar{x}_{i,l}[k],l\in\mathcal{M}_{i}[k] from highest to lowest, and reject the highest ff and the lowest ff of such quantities. Let the quantity that remains after such trimming be denoted x¯i[k].\bar{x}_{i}[k]. Update x^i[k]\hat{x}_{i}[k] as follows:
x^i[k+1]=ax¯i[k].\hat{x}_{i}[k+1]=a\bar{x}_{i}[k]. (22)
13:end if
14:Set i[k+1]=i[k],𝐯i[k+1]=𝐯i[k]\mathcal{M}_{i}[k+1]=\mathcal{M}_{i}[k],\mathbf{v}_{i}[k+1]=\mathbf{v}_{i}[k], and ϕi[k+1]=ϕi[k]\boldsymbol{\phi}_{i}[k+1]=\boldsymbol{\phi}_{i}[k].
15:Case 2: τi[k]ω\tau_{i}[k]\neq\omega. For each l𝒥i[k]i[k]l\in\mathcal{J}_{i}[k]\cap\mathcal{M}_{i}[k], if τl[k]<di,l[k]\tau_{l}[k]<d_{i,l}[k], then set vi,l[k]=x^l[k]v_{i,l}[k]=\hat{x}_{l}[k], di,l[k]=τl[k]d_{i,l}[k]=\tau_{l}[k], and ϕi,l[k]=k\phi_{i,l}[k]=k (we will classify this as an append operation).
16:Sort the nodes in i[k]{𝒥i[k]i[k]}\mathcal{M}_{i}[k]\cup\{\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]\} in ascending order of their freshness-indices, using di,l[k]d_{i,l}[k] as the index for li[k]l\in\mathcal{M}_{i}[k], and τl[k]\tau_{l}[k] as the index for l𝒥i[k]i[k]l\in\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]. Append the first 2f+12f+1 nodes in the resulting list to i[k].\mathcal{M}_{i}[k].
17:For each li[k]l\in\mathcal{M}_{i}[k], update di,l[k]d_{i,l}[k] as per (17). Update τi[k]\tau_{i}[k] as per (20), and x^i[k]\hat{x}_{i}[k] via (22) based on the filtering operation described in lines 11-12.
18:Execute the operations in line 14.

Following the same line of reasoning as in Section IV, we are once again interested in answering the following question: When should a regular non-source node i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R} use the information of a neighbor to update its estimate of the state? Unlike before, however, the presence of adversaries introduces certain complications: not only can an adversary transmit an arbitrary estimate of the state, it can also lie about its freshness-index. In particular, an adversary can follow the strategy of always reporting a freshness-index of 0 so as to prompt its instantaneous out-neighbors to use its estimate value. To carefully account for such misbehavior, we devise a novel protocol, namely Algo. 2. In what follows, we explain the main idea behind Algo. 2 in a nutshell.

High-level idea: Our goal is to ensure that the state estimate x^i[k]\hat{x}_{i}[k] of a regular non-source node ii is “close” to those of the regular source set 𝒮\mathcal{S}\cap\mathcal{R}. To achieve this, we would like x^i[k]\hat{x}_{i}[k] to be updated based on information that is neither too outdated, nor corrupted by the adversarial set. To meet the two requirements above, our main idea is to have node ii store and process information received from a dynamic list of neighbors. At each time-step, the list is first updated so as to retain only those nodes that have the most recent state estimates w.r.t. the source set. Subsequently, x^i[k]\hat{x}_{i}[k] is updated by filtering out extreme estimates in the list in an appropriate manner. We now describe in detail how the above steps are implemented.

Detailed Description: Like Algo. 1, Algo. 2 requires each node ii to maintain a freshness-index τi[k]{ω}\tau_{i}[k]\in\mathbb{N}\cup\{\omega\}. Each source node i𝒮i\in\mathcal{S} maintains τi[k]=0\tau_{i}[k]=0 for all time, and updates x^i[k]\hat{x}_{i}[k] based on a standard Luenberger observer (see Eq. (15)). Given the presence of adversarial nodes in the network, each regular non-source node ii relies on information redundancy for updating its estimate of the state. To achieve this, it maintains four additional vectors 𝐯i[k],𝐝i[k]\mathbf{v}_{i}[k],\mathbf{d}_{i}[k], ϕi[k]\boldsymbol{\phi}_{i}[k], and i[k]\mathcal{M}_{i}[k], each of dimension 2f+12f+1. The vector 𝐯i[k]\mathbf{v}_{i}[k] consists of state estimates received over time from 2f+12f+1 distinct nodes. The labels of such nodes are stored in a list i[k]\mathcal{M}_{i}[k], their freshness-indices in 𝐝i[k]\mathbf{d}_{i}[k], and the time-stamps associated with their estimates (i.e., the time-step at which their estimate is received) are recorded in ϕi[k]\boldsymbol{\phi}_{i}[k]. Algo. 2 requires each non-source node ii to execute two key steps: (1) Maintaining a dynamical list i[k]\mathcal{M}_{i}[k] of those 2f+12f+1 neighbors that have the lowest freshness-indices based on all the information node ii has acquired up to time kk; and (2) Performing a filtering operation to update x^i[k]\hat{x}_{i}[k] based on the latest state estimates of the nodes in the current list i[k]\mathcal{M}_{i}[k]. The second step, however, requires the cardinality of the set i[k]\mathcal{M}_{i}[k] to be 2f+12f+1. Thus, Algo 2 involves an initial pre-filtering phase (lines 4-7) where a non-source node simply gathers enough estimates to later act on.

\bullet Discussion of Case 1: We first describe the rules associated with the pre-filtering phase. Initially, each entry of 𝐯i[0],𝐝i[0]\mathbf{v}_{i}[0],\mathbf{d}_{i}[0], and ϕi[0]\boldsymbol{\phi}_{i}[0] is empty, and i[k]\mathcal{M}_{i}[k] is an empty list (line 1). As time progresses, node ii adds distinct nodes to the list i[k]\mathcal{M}_{i}[k] based on rules that we will discuss shortly. Until the time when |i[k]|=2f+1|\mathcal{M}_{i}[k]|=2f+1, node ii maintains τi[k]=ω\tau_{i}[k]=\omega, and uses a counter qi[k]q_{i}[k] to keep track of the number of entries in i[k]\mathcal{M}_{i}[k]. When τi[k]=ω\tau_{i}[k]=\omega, node ii operates as follows. It first considers the subset of neighbors 𝒥i[k]\mathcal{J}_{i}[k] at time kk that have freshness-indices other than ω\omega, belonging to \mathbb{N}, and at most kk (line 4).888Note that in the absence of adversaries, any node jj following Algo. 1 would satisfy τj[k]\tau_{j}[k]\in\mathbb{N} and τj[k]k\tau_{j}[k]\leq k, whenever τj[k]ω\tau_{j}[k]\neq\omega. We would like the same to hold for any regular node following Algo. 2. Thus, any neighbor reporting otherwise need not be considered for inclusion in i[k].\mathcal{M}_{i}[k]. In line 5 of Algo. 2, node ii checks whether there are enough new nodes (i.e., nodes different from those already in i[k]\mathcal{M}_{i}[k]) in 𝒥i[k]\mathcal{J}_{i}[k] so as to bring the number of distinct entries in i[k]\mathcal{M}_{i}[k] up to (2f+1)(2f+1). If not, it “appends” each node l𝒥i[k]i[k]l\in\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k] to i[k]\mathcal{M}_{i}[k]. By this, we mean that it adds ll to i[k]\mathcal{M}_{i}[k], sets vi,l[k]=x^l[k]v_{i,l}[k]=\hat{x}_{l}[k], di,l[k]=τl[k]d_{i,l}[k]=\tau_{l}[k], and ϕi,l[k]=k\phi_{i,l}[k]=k (see line 6). Here, we use the double subscript i,li,l to indicate the ii-th node’s record of the various quantities associated with a node li[k]l\in\mathcal{M}_{i}[k]. Node ii keeps track of the number of new nodes appended via (16). The entry di,l[k]d_{i,l}[k] is the ii-th node’s internal copy of the freshness-index of node ll, which it updates via (17) for future comparisons (such as those in lines 15 and 16). As an indicator of the fact that it has not yet acquired 2f+12f+1 state estimates to perform a filtering operation, node ii sets τi[k+1]=ω\tau_{i}[k+1]=\omega (see Eq. (18)), and runs open-loop via (19).

Let us now discuss the case when τi[k]\tau_{i}[k] transitions from ω\omega to some value other than ω\omega (lines 8-12). At the transition time-step, node ii appends those nodes from 𝒥i[k]i[k]\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k] to i[k]\mathcal{M}_{i}[k] that have the lowest freshness-indices (see line 9). It does so in a way such that |i[k]||\mathcal{M}_{i}[k]| is precisely 2f+12f+1. Since node ii has now acquired enough estimates to perform the filtering step, it maintains qi[τ]=2f+1q_{i}[\tau]=2f+1 for all τk+1\tau\geq k+1 (see line 10). As in the non-adversarial setting, the freshness-index of a node ii is a measure of how delayed its estimate is w.r.t. that of the source set 𝒮\mathcal{S}. Since node ii’s estimate in turn is updated based on the estimates of nodes in i[k]\mathcal{M}_{i}[k], its freshness-index is essentially dictated by the largest entry in 𝐝i[k]\mathbf{d}_{i}[k], i.e., the entry corresponding to the most delayed estimate. This facet is captured by (20). Lines 11-12 of Algo. 2 constitute the filtering step that a node i𝒱𝒮i\in\mathcal{V}\setminus\mathcal{S} employs to update x^i[k]\hat{x}_{i}[k]. Since the latest estimates of nodes in i[k]\mathcal{M}_{i}[k] might have different time-stamps, we need a way to make meaningful comparisons between them. To this end, for each li[k]l\in\mathcal{M}_{i}[k], node ii constructs an intermediate quantity x¯i,l[k]\bar{x}_{i,l}[k] by propagating forward the latest estimate it has obtained from node ll, namely x^l[ϕi,l[k]]\hat{x}_{l}[\phi_{i,l}[k]], from time ϕi,l[k]\phi_{i,l}[k] to time kk (see Eq. (21)).999One can interpret x¯i,l[k]\bar{x}_{i,l}[k] as node ii’s prediction of node ll’s state estimate at time kk, based on its current information. Note here that ϕi,l[k]\phi_{i,l}[k] is the latest time-step when node ii appended node ll to i[k]\mathcal{M}_{i}[k]. Having constructed the quantities x¯i,l[k],li[k]\bar{x}_{i,l}[k],l\in\mathcal{M}_{i}[k], node ii then rejects the highest ff and the lowest ff of them (i.e., it filters out extreme values), and uses the one that remains, denoted x¯i[k]\bar{x}_{i}[k], to update x^i[k]\hat{x}_{i}[k] via (22).

\bullet Discussion of Case 2: The rules in lines 15-18 are essentially the same as those just discussed above for lines 8-12. The key difference between them stems from the manner in which i[k]\mathcal{M}_{i}[k] is updated. In particular, when τi[k]=ω\tau_{i}[k]=\omega, or when τi[k]\tau_{i}[k] transitions from ω\omega to a value other than ω\omega, node ii is less selective in terms of which nodes to include in i[k]\mathcal{M}_{i}[k]; at this point, its main concern is in gathering enough estimates for implementing the filtering step. In contrast, when τi[k]ω\tau_{i}[k]\neq\omega, node ii carefully examines the freshness-indices of its instantaneous neighbors prior to a potential inclusion in i[k]\mathcal{M}_{i}[k]. This is done in two steps. First, if it comes in contact with a node ll that already exists in i[k]\mathcal{M}_{i}[k], then it checks whether node ll has fresher information to offer than when it was last appended to i[k]\mathcal{M}_{i}[k] (see line 15). If so, node ii replaces the entries corresponding to node ll with their more recent versions. Next, in line 16, node ii considers the set i[k]{𝒥i[k]i[k]}\mathcal{M}_{i}[k]\cup\{\mathcal{J}_{i}[k]\setminus\mathcal{M}_{i}[k]\}, and appends/retains only those 2f+12f+1 nodes that have the lowest freshness-indices.101010In implementing this step, suppose a node ll already existing in i[k]\mathcal{M}_{i}[k] gets retained in i[k]\mathcal{M}_{i}[k]. Suppose the information concerning node ll was stored in the pp-th components of 𝐝i[k],𝐯i[k]\mathbf{d}_{i}[k],\mathbf{v}_{i}[k] and ϕi[k]\boldsymbol{\phi}_{i}[k]. Then, node ii continues to store node ll’s information in the pp-th components of the above vectors. This is done only to simplify some of the arguments (see proof of Lemma 5). The rationale behind breaking up the “appending” operation into two steps (lines 15-16) is to avoid the possibility of having multiple appearances of a single node in i[k]\mathcal{M}_{i}[k]. Note that for both Case 1 and Case 2, the values of i,𝐯i\mathcal{M}_{i},\mathbf{v}_{i} and ϕi\boldsymbol{\phi}_{i} at the beginning of time-step k+1k+1 are initialized with their values at the end of time-step kk (lines 14 and 18); their values at the end of time-step k+1k+1 will naturally depend on the new information available to node ii at time k+1k+1. Finally, we emphasize that the rules of Algo. 2 apply only to the regular nodes; an adversary can deviate from them in arbitrary ways.

VII Performance Guarantees for Algorithm 2

In order to state our main result concerning the performance of Algorithm 2, we need to recall the following concepts.

Definition 1.

(rr-reachable set) [29] Given a graph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V,E}), a set 𝒞𝒱\mathcal{C}\subseteq\mathcal{V}, and an integer r+r\in\mathbb{N}_{+}, 𝒞\mathcal{C} is said to be an rr-reachable set if i𝒞\exists i\in\mathcal{C} such that |𝒩i𝒞|r|\mathcal{N}_{i}\setminus\mathcal{C}|\geq r.

Definition 2.

(Strongly rr-robust graph w.r.t. 𝒮\mathcal{S}) [23] Given a graph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V,E}), a set 𝒮𝒱\mathcal{S}\subset\mathcal{V}, and an integer r+r\in\mathbb{N}_{+}, 𝒢\mathcal{G} is said to be strongly rr-robust w.r.t. 𝒮\mathcal{S} if any non-empty subset 𝒞𝒱𝒮\mathcal{C}\subseteq\mathcal{V}\setminus\mathcal{S} is rr-reachable.

Based on the above concepts, we now introduce the key graph property that will be of primary importance to us.

Definition 3.

(Joint strong rr-robustness w.r.t. 𝒮\mathcal{S}) Given an integer r+r\in\mathbb{N}_{+}, and a set 𝒮𝒱\mathcal{S}\subset\mathcal{V}, a sequence of graphs {𝒢[k]}k=0\{\mathcal{G}[k]\}_{k=0}^{\infty} is said to be jointly strongly rr-robust w.r.t. 𝒮\mathcal{S} if there exists T+{T}\in\mathbb{N}_{+} such that τ=kT(k+1)T1𝒢[τ]\bigcup\limits_{\tau=kT}^{(k+1)T-1}\mathcal{G}[\tau] is strongly rr-robust w.r.t. 𝒮,k\mathcal{S},\forall k\in\mathbb{N}.

The main result of this section is as follows.

Theorem 2.

Consider a scalar LTI system of the form (1), and a measurement model of the form (2). Let the sequence of communication graphs {𝒢[k]}k=0\{\mathcal{G}[k]\}_{k=0}^{\infty} be jointly strongly (3f+1)(3f+1)-robust w.r.t. the source set 𝒮\mathcal{S}. Then, based on Algorithm 2, the estimation error of each node ii\in\mathcal{R} can be made to converge to zero exponentially fast at any desired rate ρ\rho, despite the actions of any ff-total Byzantine adversarial set.

The proof of the above theorem is deferred to Appendix C. Prior to that, a few remarks are in order.

Remark 5.

We briefly point out how the above development can be easily generalized to vector dynamical systems. When the system matrix 𝐀\mathbf{A} contains real, distinct eigenvalues, one can first diagonalize the system. In the new coordinate frame, each state component is a scalar that can be treated analogously as in Algorithm 2. To deal with the case when 𝐀\mathbf{A} has arbitrary spectrum, we can first transform 𝐀\mathbf{A} to its real Jordan canonical form, and then combine ideas from [23] and Section VI. In each of the above cases, if (i) every unstable mode (eigenvalue) has its own set of source nodes that can observe it, and (ii) joint strong (3f+1)(3f+1)-robustness holds w.r.t. each such source set, our results will go through.

Remark 6.

While in Def. 3, we required the strong-robustness property to be preserved over intervals of constant length TT, we can easily allow for such intervals to grow linearly as well, in the spirit of condition (C2) in Section II.

Remark 7.

Following the proof of Theorem 2 in Section C, it is easy to see that one can obtain finite-time convergence in the adversarial setting as well. To do so, each regular source node ii needs to simply choose its observer gain lil_{i} in (15) so that alici=0a-l_{i}c_{i}=0. One can then verify that it would take at most 2(N|𝒮|)T+12(N-|\mathcal{S}|)T+1 time-steps for the errors of all regular nodes to converge to 0.

Remark 8.

In our prior work [15], we studied a restrictive class of time-varying networks, where the restrictiveness arose from the fact that each regular non-source node was constrained ahead of time to only ever listen to certain specific nodes in the network. The main challenge that we address in this paper is to get rid of this constraint, thereby allowing for far more general graph sequences. This, in turn, requires a node to decide in real-time which neighbors to pay attention to (i.e., append to its list) as in Algorithm 2.

Remark 9.

The reason we require joint strong (3f+1)(3f+1)-robustness as opposed to joint strong (2f+1)(2f+1)-robustness is as follows. Consider a scenario where there are precisely 2f+12f+1 source nodes, ff of whom are adversarial, and there is exactly one non-source node ii. Suppose the graph sequence is jointly strongly (2f+1)(2f+1)-robust w.r.t. 𝒮\mathcal{S}, i.e., each source node will be in a position to transmit information to node ii over every interval of the form [kT,(k+1)T),k[kT,(k+1)T),k\in\mathbb{N}. Suppose the ff adversaries do not transmit at all. Node ii will never be able to attribute such a phenomenon to adversarial behavior (since the lack of information from the adversarial nodes could be due to absence of links in the time-varying graph). Thus, τi[k]\tau_{i}[k] will equal ω\omega for all time, and node ii will keep running open-loop forever, thereby causing Algorithm 2 to fail.

VIII Conclusion

We proposed a novel approach to the design of distributed observers for LTI systems over time-varying networks. We proved that our algorithm guarantees exponential convergence at any desired rate (including finite-time convergence) under graph-theoretic conditions that are far milder than those existing. In particular, we showed that these results hold even when the inter-communication intervals grow unbounded over time. We then extended our framework to account for the possibility of worst-case adversarial attacks. In terms of future research directions, it would be interesting to explore the performance of our algorithm when the underlying network changes stochastically, as in [31]. We believe that the notion of a “freshness-index”, as employed in this paper, should be applicable to other related classes of problems that involve some form of collaborative estimation or inference - investigations along this line also merit attention.

Appendix A Proof of Theorem 1

The goal of this section is to prove Theorem 1. Before delving into the technical details, we first provide an informal discussion of the main ideas underlying the proof of Theorem 1. To this end, let us fix a sub-state j{1,,N}j\in\{1,\ldots,N\}. The starting point of our analysis is Lemma 23 which establishes that for any non-source node i𝒱{j}i\in\mathcal{V}\setminus\{j\}, its error in estimation of sub-state jj at time-step kk can be expressed as a delayed version of the corresponding error of the source node jj, where the delay is precisely the freshness-index τi(j)[k].\mathcal{\tau}^{(j)}_{i}[k]. Given this result, we focus on bounding the delay τi(j)[k]\mathcal{\tau}^{(j)}_{i}[k] by exploiting the graph connectivity condition (C3). This is achieved in Lemma 26 where we first establish that τi(j)[k]\mathcal{\tau}^{(j)}_{i}[k] gets triggered after a finite period of time, and then show that it can be bounded above by the function g~(k)=2(N1)g(k)\tilde{g}(k)=2(N-1)g(k), where g(k)g(k) is as defined in Section II. At this point, we appeal to condition (C2) (which caps the rate of growth of g~(k)\tilde{g}(k)) in designing the observer gain 𝐋j\mathbf{L}_{j} at node jj. Specifically, in the proof of Theorem 1, we carefully design 𝐋j\mathbf{L}_{j} such that despite a potentially growing delay, every non-source node i𝒱{j}i\in\mathcal{V}\setminus\{j\} inherits the same exponential convergence to the true dynamics 𝐳(j)[k]\mathbf{z}^{(j)}[k] as that achieved by the corresponding source node jj. With these ideas in place, we first prove a simple result that will be helpful later on; it states that a non-source node for a certain sub-state will always adopt the information of the corresponding source node, whenever it is in a position to do so.

Lemma 2.

Consider any sub-state jj, and suppose that at some time-step kk, we have j𝒩i[k]j\in\mathcal{N}_{i}[k], for some i𝒱{j}i\in\mathcal{V}\setminus\{j\}. Then, based on Algorithm 1, we have:

  1. (i)

    If τi(j)[k]=ω\tau^{(j)}_{i}[k]=\omega, then j=argminli(j)[k]τl(j)[k]j=\operatorname*{\arg\!\min}_{l\in\mathcal{M}^{(j)}_{i}[k]}\tau^{(j)}_{l}[k].

  2. (ii)

    If τi(j)[k]ω\tau^{(j)}_{i}[k]\neq\omega, then j=argminli(j)[k]τl(j)[k]j=\operatorname*{\arg\!\min}_{l\in\mathcal{F}^{(j)}_{i}[k]}\tau^{(j)}_{l}[k].

Proof.

The result follows from two simple observations that are direct consequences of the rules of Algorithm 1: (i) τj(j)[k]=0,k\tau^{(j)}_{j}[k]=0,\forall k\in\mathbb{N}, and (ii) for any i𝒱{j}i\in\mathcal{V}\setminus\{j\}, τi(j)[k]1\tau^{(j)}_{i}[k]\geq 1 whenever τi(j)[k]ω\tau^{(j)}_{i}[k]\neq\omega. In other words, the source node for a given sub-state has the lowest freshness-index for that sub-state at all time-steps. ∎

Lemma 3.

Suppose all nodes employ Algorithm 1. Consider any sub-state jj, and suppose that at some time-step kk, we have τi(j)[k]=m\tau^{(j)}_{i}[k]=m, where i𝒱{j}i\in\mathcal{V}\setminus\{j\}, and m+m\in\mathbb{N}_{+}. Then, there exist nodes v(τ)𝒱{j},τ{km+1,,k}v(\tau)\in\mathcal{V}\setminus\{j\},\tau\in\{k-m+1,\ldots,k\}, such that the following is true:

𝐳^i(j)[k]=𝐀jjm𝐳^j(j)[km]+q=1(j1)τ=(km)(k1)𝐀jj(kτ1)𝐀jq𝐳^v(τ+1)(q)[τ].\hat{\mathbf{z}}^{(j)}_{i}[k]=\mathbf{A}^{m}_{jj}\hat{\mathbf{z}}^{(j)}_{j}[k-m]+\sum\limits_{q=1}^{(j-1)}\sum\limits_{\tau=(k-m)}^{(k-1)}\mathbf{A}_{jj}^{(k-\tau-1)}\mathbf{A}_{jq}\hat{\mathbf{z}}^{(q)}_{v(\tau+1)}[\tau].

(23)
Proof.

Consider any sub-state jj, and suppose that at some time-step kk, we have τi(j)[k]=m\tau^{(j)}_{i}[k]=m, where i𝒱{j}i\in\mathcal{V}\setminus\{j\}, and m+m\in\mathbb{N}_{+}. Given this scenario, we claim that there exist nodes v(τ)𝒱{j},τ{km+1,,k}v(\tau)\in\mathcal{V}\setminus\{j\},\tau\in\{k-m+1,\ldots,k\} such that v(τ)v(\tau) adopts the information of v(τ1)v(\tau-1) at time τ1\tau-1 for sub-state jj, τ{km+1,,k}\forall\tau\in\{k-m+1,\ldots,k\}, with v(km)=jv(k-m)=j and v(k)=iv(k)=i. As we shall see, establishing this claim readily establishes (23); thus, we first focus on proving the former via induction on mm. For the base case of induction, suppose τi(j)[k]=1\tau^{(j)}_{i}[k]=1 for some i𝒱{j}i\in\mathcal{V}\setminus\{j\} at some time-step kk. Based on Algorithm 1 and Lemma 2, note that this is possible if and only if j𝒩i[k1]j\in\mathcal{N}_{i}[k-1]. In particular, v(k)=iv(k)=i would then adopt the information of v(k1)=jv(k-1)=j at time k1k-1 for sub-state jj. This establishes the claim when m=1m=1. Now fix an integer r2r\geq 2, and suppose the claim is true for all m{1,,r1}m\in\{1,\ldots,r-1\}. Suppose τi(j)[k]=r\tau^{(j)}_{i}[k]=r for some i𝒱{j}i\in\mathcal{V}\setminus\{j\} at some time-step kk. From Algorithm 1, observe that this is true if and only if ii adopts the information of some node l𝒩i[k1]{i}l\in\mathcal{N}_{i}[k-1]\cup\{i\} at time k1k-1 for sub-state jj, such that τl(j)[k1]=r1\tau^{(j)}_{l}[k-1]=r-1. Since r11r-1\geq 1, it must be that l𝒱{j}l\in\mathcal{V}\setminus\{j\}; the induction hypothesis thus applies to node ll. Using this fact, and setting v(k1)=lv(k-1)=l completes our inductive proof of the claim. Finally, observe that for any τ{km+1,,k}\tau\in\{k-m+1,\ldots,k\}, whenever v(τ)v(\tau) adopts the information of v(τ1)v(\tau-1) at τ1\tau-1, the following identity holds based on (10) and (12):

𝐳^v(τ)(j)[τ]=𝐀jj𝐳^v(τ1)(j)[τ1]+q=1(j1)𝐀jq𝐳^v(τ)(q)[τ1].\hat{\mathbf{z}}^{(j)}_{v(\tau)}[\tau]=\mathbf{A}_{jj}\hat{\mathbf{z}}^{(j)}_{v(\tau-1)}[\tau-1]+\sum\limits_{q=1}^{(j-1)}\mathbf{A}_{jq}\hat{\mathbf{z}}^{(q)}_{v(\tau)}[\tau-1]. (24)

Using the above identity repeatedly for all τ{km+1,,k}\tau\in\{k-m+1,\ldots,k\} with v(km)=jv(k-m)=j and v(k)=iv(k)=i, immediately leads to (23). This completes the proof. ∎

Lemma 4.

Suppose the sequence {𝒢[k]}k=0\{\mathcal{G}[k]\}^{\infty}_{k=0} satisfies condition (C3) in Section II. Then, for each sub-state jj, Algorithm 1 guarantees the following.

τi(j)[k]ω,kq=0N2f(tq),i𝒱,and\tau^{(j)}_{i}[k]\neq\omega,\forall k\geq\sum_{q=0}^{N-2}f(t_{q}),\forall i\in\mathcal{V},\hskip 5.69054pt\textrm{and} (25)
τi(j)[tp(N1)]q=(p1)(N1)p(N1)1f(tq),p+,i𝒱.\tau^{(j)}_{i}[t_{p(N-1)}]\leq\sum_{q=(p-1)(N-1)}^{p(N-1)-1}f(t_{q}),\forall p\in\mathbb{N}_{+},\forall i\in\mathcal{V}. (26)
Proof.

Fix a sub-state jj, and notice that both (25) and (26) hold for the corresponding source node jj, since τj(j)[k]=0,k\tau^{(j)}_{j}[k]=0,\forall k\in\mathbb{N}. To establish these claims for the remaining nodes, we begin by making the following simple observation that follows directly from (9) and (13), and applies to every node i𝒱{j}i\in\mathcal{V}\setminus\{j\}:

τi(j)[k+1]τi(j)[k]+1,wheneverτi(j)[k]ω.\tau^{(j)}_{i}[k+1]\leq\tau^{(j)}_{i}[k]+1,\hskip 2.84526pt\textrm{whenever}\hskip 2.84526pt\tau^{(j)}_{i}[k]\neq\omega. (27)

Our immediate goal is to establish (26) when p=1p=1 and, in the process, establish (25). Let 𝒞0(j)={j}\mathcal{C}^{(j)}_{0}=\{j\}, and define:

𝒞1(j){i𝒱𝒞0(j):{τ=t0t11𝒩i[τ]}𝒞0(j)}.\mathcal{C}^{(j)}_{1}\triangleq\{i\in\mathcal{V}\setminus\mathcal{C}^{(j)}_{0}:\{\bigcup\limits_{\tau=t_{0}}^{t_{1}-1}\mathcal{N}_{i}[\tau]\}\cap\mathcal{C}^{(j)}_{0}\neq\emptyset\}. (28)

In words, 𝒞1(j)\mathcal{C}^{(j)}_{1} represents the set of non-source nodes (for sub-state jj) that have a direct edge from node jj at least once over the interval [t0,t1)[t_{0},t_{1}). Based on condition (C3), 𝒞1(j)\mathcal{C}^{(j)}_{1} is non-empty (barring the trivial case when 𝒱={j}\mathcal{V}=\{j\}). For each i𝒞1(j)i\in\mathcal{C}^{(j)}_{1}, it must be that ji(j)[k¯]j\in\mathcal{M}^{(j)}_{i}[\bar{k}] for some k¯[t0,t1)\bar{k}\in[t_{0},t_{1}). Thus, based on (9) and (13), it must be that τi(j)[k]ω,kt1=f(t0),i𝒞1(j)\tau^{(j)}_{i}[k]\neq\omega,\forall k\geq t_{1}=f(t_{0}),\forall i\in\mathcal{C}^{(j)}_{1}. In particular, we note based on (27) that τi(j)[t1]t1\tau^{(j)}_{i}[t_{1}]\leq t_{1}, and hence τi(j)[tN1]tN1=q=0N2f(tq),i𝒞1(j)\tau^{(j)}_{i}[t_{N-1}]\leq t_{N-1}=\sum_{q=0}^{{N-2}}f(t_{q}),\forall i\in\mathcal{C}^{(j)}_{1}. We can keep repeating the above argument by recursively defining the sets 𝒞r(j),1r(N1)\mathcal{C}^{(j)}_{r},1\leq r\leq(N-1), as follows:

𝒞r(j){i𝒱q=0(r1)𝒞q(j):{τ=tr1tr1𝒩i[τ]}{q=0(r1)𝒞q(j)}}.\mathcal{C}^{(j)}_{r}\triangleq\{i\in\mathcal{V}\setminus\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}^{(j)}_{q}:\{\bigcup\limits_{\tau=t_{r-1}}^{t_{r}-1}\mathcal{N}_{i}[\tau]\}\cap\{\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}^{(j)}_{q}\}\neq\emptyset\}. (29)

We proceed via induction on rr. Suppose the following is true for all r{1,,m1}r\in\{1,\ldots,m-1\}, where m{2,,N1}m\in\{2,\ldots,N-1\}: τi(j)[tr]ω\tau^{(j)}_{i}[t_{r}]\neq\omega and τi(j)[tr]tr,iq=0r𝒞q(j)\tau^{(j)}_{i}[t_{r}]\leq t_{r},\forall i\in\bigcup\limits_{q=0}^{r}\mathcal{C}^{(j)}_{q}. Now suppose r=mr=m. If 𝒱q=0(m1)𝒞q(j)\mathcal{V}\setminus\bigcup\limits_{q=0}^{(m-1)}\mathcal{C}^{(j)}_{q} is empty, then we are done establishing (25), and (26) for the case when p=1p=1. Else, based on condition (C3), it must be that 𝒞m(j)\mathcal{C}^{(j)}_{m} is non-empty. Consider a node i𝒞m(j)i\in\mathcal{C}^{(j)}_{m}. Based on the way 𝒞m(j)\mathcal{C}^{(j)}_{m} is defined, note that at some time-step k¯[tm1,tm)\bar{k}\in[t_{m-1},t_{m}), node ii has some neighbor vv (say) from the set q=0(m1)𝒞q(j)\bigcup\limits_{q=0}^{(m-1)}\mathcal{C}^{(j)}_{q}. Based on the induction hypothesis and (27), it must be that τv(j)[k¯]ω\tau^{(j)}_{v}[\bar{k}]\neq\omega and τv(j)[k¯]k¯\tau^{(j)}_{v}[\bar{k}]\leq\bar{k}. At this point, if τi(j)[k¯]=ω\tau^{(j)}_{i}[\bar{k}]=\omega, then since vi(j)[k¯]v\in\mathcal{M}^{(j)}_{i}[\bar{k}], node ii would update τi(j)[k¯]\tau^{(j)}_{i}[\bar{k}] based on (9). Else, if τi(j)[k¯]ω\tau^{(j)}_{i}[\bar{k}]\neq\omega, there are two possibilities: (i) vi(j)[k¯]v\in\mathcal{F}^{(j)}_{i}[\bar{k}], implying i(j)[k¯]\mathcal{F}^{(j)}_{i}[\bar{k}]\neq\emptyset; or (ii) vi(j)[k¯]v\notin\mathcal{F}^{(j)}_{i}[\bar{k}], implying τi(j)[k¯]τv(j)[k¯]k¯\tau^{(j)}_{i}[\bar{k}]\leq\tau^{(j)}_{v}[\bar{k}]\leq\bar{k}. The above discussion, coupled with the freshness-index update rules for Case 2 of the algorithm (line 5 of Algo. 1), and (27), imply τi(j)[tm]ω\tau^{(j)}_{i}[t_{m}]\neq\omega and τi(j)[tm]tm\tau^{(j)}_{i}[t_{m}]\leq t_{m}. This completes the induction step. Appealing to (27) once again, and noting that q=0N1𝒞q(j)=𝒱\bigcup_{q=0}^{N-1}\mathcal{C}^{(j)}_{q}=\mathcal{V} and tN1=q=0N2f(tq)t_{N-1}=\sum_{q=0}^{N-2}f(t_{q}), establishes (25)\eqref{eqn:counterinit}, and (26) when p=1p=1.

In order to establish (26) for any p+p\in\mathbb{N}_{+}, one can follow a similar line of argument as above to analyze the evolution of the freshness indices over the interval [t(p1)(N1),tp(N1)][t_{(p-1)(N-1)},t_{p(N-1)}]. In particular, for any p>1p>1, we can set 𝒟0(j)={j}\mathcal{D}^{(j)}_{0}=\{j\}, and define the sets 𝒟r(j),1r(N1)\mathcal{D}^{(j)}_{r},1\leq r\leq(N-1) recursively as follows:

𝒟r(j){i𝒱q=0(r1)𝒟q(j):{τ=th(p,N,r)1th(p,N,r)1𝒩i[τ]}{q=0(r1)𝒟q(j)}},\mathcal{D}^{(j)}_{r}\triangleq\{i\in\mathcal{V}\setminus\bigcup\limits_{q=0}^{(r-1)}\mathcal{D}^{(j)}_{q}:\{\bigcup\limits_{\tau=t_{h(p,N,r)-1}}^{t_{h(p,N,r)}-1}\mathcal{N}_{i}[\tau]\}\cap\{\bigcup\limits_{q=0}^{(r-1)}\mathcal{D}^{(j)}_{q}\}\neq\emptyset\},

(30)

where h(p,N,r)=(p1)(N1)+r.h(p,N,r)=(p-1)(N-1)+r. One can then establish that τi(j)[th(p,N,r)]q=(p1)(N1)h(p,N,r)1f(tq),i𝒟r(j)\tau^{(j)}_{i}[t_{h(p,N,r)}]\leq\sum_{q=(p-1)(N-1)}^{h(p,N,r)-1}f(t_{q}),\forall i\in\mathcal{D}^{(j)}_{r}, r{1,,N1}\forall r\in\{1,\ldots,N-1\}, via induction. ∎

We are now in position to prove Theorem 1.

Proof.

(Theorem 1) The proof is divided into two parts. In the first part, we describe a procedure for designing the observer gains {𝐋i}i=1N\{\mathbf{L}_{i}\}^{N}_{i=1}. In the second part, we establish that our choice of observer gains indeed leads to the desired exponential convergence rate ρ.\rho.

Design of the observer gains: We begin by noting that for each sub-state jj, one can always find scalars βj,γj1\beta_{j},\gamma_{j}\geq 1, such that (𝐀jj)kβjγjk,k\left\|{(\mathbf{A}_{jj})}^{k}\right\|\leq\beta_{j}\gamma^{k}_{j},\forall k\in\mathbb{N} [32].111111We use 𝐀\left\|\mathbf{A}\right\| to refer to the induced 2-norm of a matrix 𝐀\mathbf{A}. Define γmax1jNγj\gamma\triangleq\max\limits_{1\leq j\leq N}\gamma_{j}. Next, fix a δ¯(δ,1)\bar{\delta}\in(\delta,1), where δ\delta is as in (3). Given a desired rate of convergence ρ(0,1)\rho\in(0,1), we now recursively define two sets of positive scalars, namely {ρj}j=1N\{\rho_{j}\}^{N}_{j=1} and {λj}j=1N\{\lambda_{j}\}^{N}_{j=1}, starting with j=Nj=N. With λN=ρ\lambda_{N}=\rho, let ρj,j=N\rho_{j},j=N, be chosen to satisfy:

γδ¯ρj1δ¯λj.\gamma^{\bar{\delta}}\rho^{1-\bar{\delta}}_{j}\leq\lambda_{j}. (31)

Having picked ρj(0,1)\rho_{j}\in(0,1) to meet the above condition, we set λj1\lambda_{j-1} to be any number in (0,ρj)(0,\rho_{j}), pick ρj1\rho_{j-1} to satisfy (31), and then repeat this process till we reach j=1j=1. Observe that the sets {ρj}j=1N\{\rho_{j}\}^{N}_{j=1} and {λj}j=1N\{\lambda_{j}\}^{N}_{j=1} as defined above always exist, and satisfy: ρ1<λ1<ρ2<λ2<<λN1<ρN<λN=ρ.\rho_{1}<\lambda_{1}<\rho_{2}<\lambda_{2}<\cdots<\lambda_{N-1}<\rho_{N}<\lambda_{N}=\rho. For each sub-state j{1,,N}j\in\{1,\ldots,N\}, let the corresponding source node jj design the observer gain 𝐋j\mathbf{L}_{j} (featuring in equation (8)) in a manner such that the matrix (𝐀jj𝐋j𝐂jj)(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj}) has distinct real eigenvalues with spectral radius equal to ρj\rho_{j}. Such a choice of 𝐋j\mathbf{L}_{j} exists as the pair (𝐀jj,𝐂jj)(\mathbf{A}_{jj},\mathbf{C}_{jj}) is observable by construction. This completes our design procedure.

Convergence analysis: We first note that there exists a set of positive scalars {α1,,αN}\{\alpha_{1},\ldots,\alpha_{N}\}, such that [32]:

(𝐀jj𝐋j𝐂jj)kαjρjk,k.\left\|{(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj})}^{k}\right\|\leq\alpha_{j}\rho_{j}^{k},\forall k\in\mathbb{N}. (32)

For a particular sub-state jj, let 𝐞i(j)[k]=𝐳^i(j)[k]𝐳(j)[k]\mathbf{e}^{(j)}_{i}[k]=\hat{\mathbf{z}}^{(j)}_{i}[k]-\mathbf{z}^{(j)}[k]. Consider the first sub-state j=1j=1, and observe that based on (4), (5), and (8), the following is true: 𝐞1(1)[k+1]=(𝐀11𝐋1𝐂11)𝐞1(1)[k]\mathbf{e}^{(1)}_{1}[k+1]=(\mathbf{A}_{11}-\mathbf{L}_{1}\mathbf{C}_{11})\mathbf{e}^{(1)}_{1}[k]. Thus, we obtain

𝐞1(1)[k]=(𝐀11𝐋1𝐂11)k𝐞1(1)[0].\mathbf{e}^{(1)}_{1}[k]={(\mathbf{A}_{11}-\mathbf{L}_{1}\mathbf{C}_{11})}^{k}\mathbf{e}^{(1)}_{1}[0]. (33)

Based on (32) and (33), we then have:

𝐞1(1)[k]c1ρ1k,k,\left\|\mathbf{e}^{(1)}_{1}[k]\right\|\leq c_{1}\rho_{1}^{k},\forall k\in\mathbb{N}, (34)

where c1α1𝐞1(1)[0]c_{1}\triangleq\alpha_{1}\left\|\mathbf{e}^{(1)}_{1}[0]\right\|. Given that node 1’s error for sub-state 1 decays exponentially as per (34), we want to now relate the errors 𝐞i(1)[k],i𝒱{1}\mathbf{e}^{(1)}_{i}[k],i\in\mathcal{V}\setminus\{1\} of the non-source nodes (for sub-state 1) to 𝐞1(1)[k]\mathbf{e}^{(1)}_{1}[k]. To this end, consider any i𝒱{1}i\in\mathcal{V}\setminus\{1\}, and note that for any ktN1k\geq t_{N-1}, Eq. (25) in Lemma 26 implies that τi(1)[k]ω\tau^{(1)}_{i}[k]\neq\omega, and hence τi(1)[k]+.\tau^{(1)}_{i}[k]\in\mathbb{N}_{+}. Invoking Lemma 23, and using the fact that 𝐳(1)[k]=(𝐀11)m𝐳(1)[km],m\mathbf{z}^{(1)}[k]={(\mathbf{A}_{11})}^{m}\mathbf{z}^{(1)}[k-m],\forall m\in\mathbb{N}, we then obtain the following i𝒱{1}\forall i\in\mathcal{V}\setminus\{1\}:

𝐞i(1)[k]=(𝐀11)τi(1)[k]𝐞1(1)[kτi(1)[k]],ktN1.\mathbf{e}^{(1)}_{i}[k]={(\mathbf{A}_{11})}^{\tau^{(1)}_{i}[k]}\mathbf{e}^{(1)}_{1}[k-\tau^{(1)}_{i}[k]],\forall k\geq t_{N-1}. (35)

Our next goal is to bound the delay term τi(1)[k]\tau^{(1)}_{i}[k] in the above relation. For this purpose, consider any time-step ktN1k\geq t_{N-1}, and let p(k)p(k) be the largest integer such that tp(k)(N1)kt_{p(k)(N-1)}\leq k. Then, for any sub-state jj, and any i𝒱{j}i\in\mathcal{V}\setminus\{j\}, we observe:

τi(j)[k]\displaystyle\tau^{(j)}_{i}[k] (a)τi(j)[tp(k)(N1)]+(ktp(k)(N1))\displaystyle\overset{(a)}{\leq}\tau^{(j)}_{i}[t_{p(k)(N-1)}]+(k-t_{p(k)(N-1)}) (36)
(b)q=(p(k)1)(N1)p(k)(N1)1f(tq)+(ktp(k)(N1))\displaystyle\overset{(b)}{\leq}\sum_{q=(p(k)-1)(N-1)}^{p(k)(N-1)-1}f(t_{q})+(k-t_{p(k)(N-1)})
(c)2(N1)f(m(k))=(d)2(N1)g(k).\displaystyle\overset{(c)}{\leq}2(N-1)f(m(k))\overset{(d)}{=}2(N-1)g(k).

In the above inequalities, (a) follows from (25) in Lemma 26 and (27); (b) follows from (26) in Lemma 26; and (c) follows from the monotonicity of f()f(\cdot) in condition (C1), and by recalling that m(k)max{tq𝕀:tqk}m(k)\triangleq\max\{t_{q}\in\mathbb{I}:t_{q}\leq k\}. Finally, (d) follows by recalling that g(k)=f(m(k))g(k)=f(m(k)). Recalling that (𝐀11)kβ1γ1k\left\|{(\mathbf{A}_{11})}^{k}\right\|\leq\beta_{1}\gamma^{k}_{1}, using the bounds in (34) and (36), the fact that γ11\gamma_{1}\geq 1 and ρ1<1\rho_{1}<1, and the sub-multiplicative property of the 2-norm, we obtain the following by taking norms on both sides of (35):

𝐞i(1)[k]c¯1(γ1ρ1)g~(k)ρ1k,ktN1,i𝒱{1},\left\|\mathbf{e}^{(1)}_{i}[k]\right\|\leq\bar{c}_{1}{\left(\frac{\gamma_{1}}{\rho_{1}}\right)}^{\tilde{g}(k)}\rho_{1}^{k},\forall k\geq t_{N-1},\forall i\in\mathcal{V}\setminus\{1\}, (37)

where g~(k)=2(N1)g(k)\tilde{g}(k)=2(N-1)g(k) and c¯1c1β1\bar{c}_{1}\triangleq c_{1}\beta_{1}. Based on condition (C3), and our choice of δ¯\bar{\delta}, observe that there exists k¯(δ¯)\bar{k}(\bar{\delta}) such that g~(k)δ¯k,kk¯(δ¯)\tilde{g}(k)\leq\bar{\delta}k,\forall k\geq\bar{k}(\bar{\delta}). With k1max{tN1,k¯(δ¯)}k_{1}\triangleq\max\{t_{N-1},\bar{k}(\bar{\delta})\}, we then obtain the following based on (31) and (37), for all kk1k\geq k_{1} and for all i𝒱{1}i\in\mathcal{V}\setminus\{1\}:

𝐞i(1)[k]c¯1(γ1δ¯ρ11δ¯)kc¯1(γδ¯ρ11δ¯)kc¯1λ1k.\left\|\mathbf{e}^{(1)}_{i}[k]\right\|\leq\bar{c}_{1}{\left(\gamma^{\bar{\delta}}_{1}\rho^{1-\bar{\delta}}_{1}\right)}^{k}\leq\bar{c}_{1}{\left(\gamma^{\bar{\delta}}\rho^{1-\bar{\delta}}_{1}\right)}^{k}\leq\bar{c}_{1}\lambda^{k}_{1}. (38)

Note that since c¯1c1\bar{c}_{1}\geq c_{1} and λ1>ρ1\lambda_{1}>\rho_{1}, the above bound applies to node 1 as well (see equation (34)). We have thus established that exponential convergence at rate λ1\lambda_{1} for sub-state 1 holds for each node in the network.

Our aim is to now obtain a bound similar to that in (38) for each sub-state j{2,,N}j\in\{2,\ldots,N\}. To this end, with gjq=(𝐀jq𝐋j𝐂jq)g_{jq}=\left\|(\mathbf{A}_{jq}-\mathbf{L}_{j}\mathbf{C}_{jq})\right\| and hjq=𝐀jqh_{jq}=\left\|\mathbf{A}_{jq}\right\|, let us define the following quantities recursively for j{2,,N}j\in\{2,\ldots,N\}:

kj\displaystyle k_{j} kj1(1δ¯),\displaystyle\triangleq\frac{k_{j-1}}{(1-\bar{\delta})}, (39)
cj\displaystyle c_{j} αjρjkj1(𝐞j(j)[kj1]+q=1(j1)gjqc¯q(ρjλq)λqkj1),\displaystyle\triangleq\frac{\alpha_{j}}{\rho_{j}^{k_{j-1}}}\left(\left\|\mathbf{e}^{(j)}_{j}[k_{j-1}]\right\|+\sum\limits_{q=1}^{(j-1)}\frac{g_{jq}\bar{c}_{q}}{(\rho_{j}-\lambda_{q})}\lambda_{q}^{k_{j-1}}\right),
c¯j\displaystyle\bar{c}_{j} βj(cj+q=1(j1)hjqc¯q(γjλq)),\displaystyle\triangleq\beta_{j}\left(c_{j}+\sum\limits_{q=1}^{(j-1)}\frac{h_{jq}\bar{c}_{q}}{(\gamma_{j}-\lambda_{q})}\right),

where k1max{tN1,k¯(δ¯)}k_{1}\triangleq\max\{t_{N-1},\bar{k}(\bar{\delta})\}, c1α1𝐞1(1)[0]c_{1}\triangleq\alpha_{1}\left\|\mathbf{e}^{(1)}_{1}[0]\right\|, and c¯1=c1β1\bar{c}_{1}=c_{1}\beta_{1}. Based on the above definitions, we claim that for each sub-state j{1,,N}j\in\{1,\ldots,N\}, the following is true:

𝐞i(j)[k]c¯jλjk,kkj,i𝒱.\left\|\mathbf{e}^{(j)}_{i}[k]\right\|\leq\bar{c}_{j}\lambda^{k}_{j},\forall k\geq k_{j},\forall i\in\mathcal{V}. (40)

We will prove the above claim via induction on the sub-state number jj. We have already established (40) for the base case when j=1j=1. For j2j\geq 2, our strategy will be to first analyze the evolution of 𝐞j(j)[k]\mathbf{e}^{(j)}_{j}[k] at the source node jj. From (4) and (5), we note that the dynamics of the jj-th sub-state are coupled with those of the first j1j-1 sub-states. Thus, 𝐞j(j)[k]\mathbf{e}^{(j)}_{j}[k] will exhibit exponential decay only when the errors for the first j1j-1 sub-states have already started decaying exponentially, with kj1k_{j-1} (as defined in (39)) representing the instant when exponential decay for the (j1)(j-1)-th sub-state kicks in. Let us now prove that as soon as this happens, the following holds:

𝐞j(j)[k]cjρjk,kkj1.\left\|\mathbf{e}^{(j)}_{j}[k]\right\|\leq{c}_{j}\rho^{k}_{j},\forall k\geq k_{j-1}. (41)

To do so, suppose (40) holds for all j{1,,l1}j\in\{1,\ldots,l-1\}, where l{2,,N}l\in\{2,\ldots,N\}. Now let j=lj=l and observe that equations (4) and (5) yield:

𝐳(l)[k+1]=𝐀ll𝐳(l)[k]+q=1(l1)𝐀lq𝐳(q)[k]=(𝐀ll𝐋l𝐂ll)𝐳(l)[k]+q=1(l1)(𝐀lq𝐋l𝐂lq)𝐳(q)[k]+𝐋l𝐲l[k].\begin{aligned} &\mathbf{z}^{(l)}[k+1]=\mathbf{A}_{ll}\mathbf{z}^{(l)}[k]+\sum_{q=1}^{(l-1)}\mathbf{A}_{lq}\mathbf{z}^{(q)}[k]\\ &=(\mathbf{A}_{ll}-\mathbf{L}_{l}\mathbf{C}_{ll})\mathbf{z}^{(l)}[k]+\sum\limits_{q=1}^{(l-1)}(\mathbf{A}_{lq}-\mathbf{L}_{l}\mathbf{C}_{lq})\mathbf{z}^{(q)}[k]+\mathbf{L}_{l}\mathbf{y}_{l}[k].\end{aligned}

(42)

Based on the above equation and (8), we obtain:

𝐞l(l)[k+1]=(𝐀ll𝐋l𝐂ll)𝐞l(l)[k]+q=1(l1)(𝐀lq𝐋l𝐂lq)𝐞l(q)[k].\mathbf{e}^{(l)}_{l}[k+1]=(\mathbf{A}_{ll}-\mathbf{L}_{l}\mathbf{C}_{ll})\mathbf{e}^{(l)}_{l}[k]+\sum\limits_{q=1}^{(l-1)}(\mathbf{A}_{lq}-\mathbf{L}_{l}\mathbf{C}_{lq})\mathbf{e}^{(q)}_{l}[k].

Rolling out the above equation starting from kl1k_{l-1} yields:

𝐞l(l)[k]=Fll(kkl1)𝐞l(l)[kl1]+q=1(l1)τ=kl1(k1)Fll(kτ1)Glq𝐞l(q)[τ],\mathbf{e}^{(l)}_{l}[k]={F_{ll}}^{(k-k_{l-1})}\mathbf{e}^{(l)}_{l}[k_{l-1}]+\sum\limits_{q=1}^{(l-1)}\sum\limits_{\tau=k_{l-1}}^{(k-1)}{F_{ll}}^{(k-\tau-1)}G_{lq}\mathbf{e}^{(q)}_{l}[\tau],

(43)

where Fll=(𝐀ll𝐋l𝐂ll)F_{ll}=(\mathbf{A}_{ll}-\mathbf{L}_{l}\mathbf{C}_{ll}), and Glq=(𝐀lq𝐋l𝐂lq)G_{lq}=(\mathbf{A}_{lq}-\mathbf{L}_{l}\mathbf{C}_{lq}). Taking norms on both sides of the above equation, using the triangle inequality, and the sub-multiplicative property of the two-norm, we obtain:

𝐞l(l)[k](a)αlρlk(𝐞l(l)[kl1]ρlkl1+1ρlq=1(l1)glqτ=kl1(k1)ρlτ𝐞l(q)[τ])(b)αlρlk(𝐞l(l)[kl1]ρlkl1+1ρlq=1(l1)glqc¯qτ=kl1(λqρl)τ)(c)clρlk,kkl1.\begin{aligned} \left\|\mathbf{e}^{(l)}_{l}[k]\right\|&\overset{(a)}{\leq}\alpha_{l}\rho^{k}_{l}\left(\frac{\left\|\mathbf{e}^{(l)}_{l}[k_{l-1}]\right\|}{\rho_{l}^{k_{l-1}}}+\frac{1}{\rho_{l}}\sum_{q=1}^{(l-1)}g_{lq}\sum\limits_{\tau=k_{l-1}}^{(k-1)}\rho^{-\tau}_{l}\left\|\mathbf{e}^{(q)}_{l}[\tau]\right\|\right)\\ &\overset{(b)}{\leq}\alpha_{l}\rho^{k}_{l}\left(\frac{\left\|\mathbf{e}^{(l)}_{l}[k_{l-1}]\right\|}{\rho_{l}^{k_{l-1}}}+\frac{1}{\rho_{l}}\sum_{q=1}^{(l-1)}g_{lq}\bar{c}_{q}\sum\limits_{\tau=k_{l-1}}^{\infty}{\left(\frac{\lambda_{q}}{\rho_{l}}\right)}^{\tau}\right)\\ &\overset{(c)}{\leq}c_{l}\rho^{k}_{l},\forall k\geq k_{l-1}.\\ \end{aligned}

(44)

In the above inequalities, (a) follows from (32) and by recalling that glq=Glqg_{lq}=\|G_{lq}\|; (b) follows by first applying the induction hypothesis noting that q(l1)q\leq(l-1) and τkl1\tau\geq k_{l-1}, and then changing the upper limit of the inner summation (over time); (c) follows by simplifying the preceding inequality using the fact that λq<ρl,q{1,,l1}\lambda_{q}<\rho_{l},\forall q\in\{1,\ldots,l-1\}, and using the definition of clc_{l} in (39). We have thus obtained a bound on the estimation error of sub-state ll at node ll. To obtain a similar bound for each i𝒱{l}i\in\mathcal{V}\setminus\{l\}, note that equation (42) can be rolled out over time to yield the following for each mm\in\mathbb{N}:

𝐳(l)[k]=𝐀llm𝐳(l)[km]+q=1(l1)τ=(km)(k1)𝐀ll(kτ1)𝐀lq𝐳(q)[τ].\mathbf{z}^{(l)}[k]=\mathbf{A}_{ll}^{m}\mathbf{z}^{(l)}[k-m]+\sum_{q=1}^{(l-1)}\sum_{\tau=(k-m)}^{(k-1)}\mathbf{A}_{ll}^{(k-\tau-1)}\mathbf{A}_{lq}\mathbf{z}^{(q)}[\tau].

Leveraging Lemma 23, we can then obtain the following error dynamics for a node i𝒱{l},ktN1.i\in\mathcal{V}\setminus\{l\},\forall k\geq t_{N-1}.

𝐞i(l)[k]\displaystyle\mathbf{e}^{(l)}_{i}[k] =(𝐀ll)τi(l)[k]𝐞l(l)[kτi(l)[k]]\displaystyle={(\mathbf{A}_{ll})}^{\tau^{(l)}_{i}[k]}\mathbf{e}^{(l)}_{l}[k-\tau^{(l)}_{i}[k]] (45)
+q=1(l1)τ=(kτi(l)[k])(k1)𝐀ll(kτ1)𝐀lq𝐞v(τ+1)(q)[τ].\displaystyle+\sum_{q=1}^{(l-1)}\sum_{\tau=(k-\tau^{(l)}_{i}[k])}^{(k-1)}\mathbf{A}_{ll}^{(k-\tau-1)}\mathbf{A}_{lq}\mathbf{e}^{(q)}_{v(\tau+1)}[\tau].

Based on the above equation, we note that since 𝐀ll\mathbf{A}_{ll} can contain unstable eigenvalues, and since τi(l)[k]\tau^{(l)}_{i}[k] may grow over time (owing to potentially growing inter-communication intervals), we need the decay in 𝐞l(l)[kτi(l)[k]]\mathbf{e}^{(l)}_{l}[k-\tau^{(l)}_{i}[k]] to dominate the growth due to (𝐀ll)τi(l)[k]{(\mathbf{A}_{ll})}^{\tau^{(l)}_{i}[k]} in order for 𝐞i(l)[k]\mathbf{e}^{(l)}_{i}[k] to eventually remain bounded. To show that this is indeed the case, we begin by noting the following inequalities that hold when kklk\geq k_{l}:

kl1k(a)1δ¯(b)1g~(k)k(c)1τi(l)[k]k,\frac{k_{l-1}}{k}\overset{(a)}{\leq}1-\bar{\delta}\overset{(b)}{\leq}1-\frac{\tilde{g}(k)}{k}\overset{(c)}{\leq}1-\frac{\tau^{(l)}_{i}[k]}{k}, (46)

where g~(k)=2(N1)g(k)\tilde{g}(k)=2(N-1)g(k). In the above inequalities, (a) follows directly from (39); (b) follows by noting that kklkk¯(δ¯)k\geq k_{l}\implies k\geq\bar{k}(\bar{\delta}); and (c) follows from (36) and by noting that kklktN1.k\geq k_{l}\implies k\geq t_{N-1}. We conclude that if kklk\geq k_{l}, then kτi(l)[k]kl1k-\tau^{(l)}_{i}[k]\geq k_{l-1}. Thus, when kklk\geq k_{l}, at any time-step τkτi(l)[k]\tau\geq k-\tau^{(l)}_{i}[k], the errors of the first l1l-1 sub-states would exhibit exponential decay based on the induction hypothesis. With this in mind, we fix i𝒱{l}i\in\mathcal{V}\setminus\{l\}, kklk\geq k_{l}, and bound 𝐞i(l)[k]\mathbf{e}^{(l)}_{i}[k] by taking norms on both sides of (45)\eqref{eqn:errornonsourcemodej}, as follows:

𝐞i(l)[k](a)βl(cl(γlρl)g~(k)ρlk+γl(k1)q=1(l1)hlqc¯qτ=(kτi(l)[k])(k1)(λqγl)τ)(b)βl(cl(γlρl)g~(k)ρlk+γl(k1)q=1(l1)hlqc¯qτ=(kg~(k))(λqγl)τ)=(c)βl(cl(γlρl)g~(k)ρlk+q=1(l1)hlqc¯q(γlλq)(γlλq)g~(k)λqk)(d)c¯l(γδ¯ρl1δ¯)k(e)c¯lλlk.\begin{aligned} \left\|\mathbf{e}^{(l)}_{i}[k]\right\|&\overset{(a)}{\leq}\beta_{l}\left(c_{l}{\left(\frac{\gamma_{l}}{\rho_{l}}\right)}^{\tilde{g}(k)}\rho^{k}_{l}+\gamma^{(k-1)}_{l}\sum_{q=1}^{(l-1)}h_{lq}\bar{c}_{q}\sum\limits_{\tau=(k-\tau^{(l)}_{i}[k])}^{(k-1)}{\left(\frac{\lambda_{q}}{\gamma_{l}}\right)}^{\tau}\right)\\ &\overset{(b)}{\leq}\beta_{l}\left(c_{l}{\left(\frac{\gamma_{l}}{\rho_{l}}\right)}^{\tilde{g}(k)}\rho^{k}_{l}+\gamma^{(k-1)}_{l}\sum_{q=1}^{(l-1)}h_{lq}\bar{c}_{q}\sum\limits_{\tau=(k-\tilde{g}(k))}^{\infty}{\left(\frac{\lambda_{q}}{\gamma_{l}}\right)}^{\tau}\right)\\ &\overset{(c)}{=}\beta_{l}\left(c_{l}{\left(\frac{\gamma_{l}}{\rho_{l}}\right)}^{\tilde{g}(k)}\rho^{k}_{l}+\sum_{q=1}^{(l-1)}\frac{h_{lq}\bar{c}_{q}}{(\gamma_{l}-\lambda_{q})}{\left(\frac{\gamma_{l}}{\lambda_{q}}\right)}^{\tilde{g}(k)}\lambda^{k}_{q}\right)\\ &\overset{(d)}{\leq}\bar{c}_{l}{\left(\gamma^{\bar{\delta}}\rho^{1-\bar{\delta}}_{l}\right)}^{k}\overset{(e)}{\leq}\bar{c}_{l}\lambda^{k}_{l}.\end{aligned}

(47)

In the above steps, (a) follows by first recalling that (𝐀ll)kβlγlk,k\left\|{(\mathbf{A}_{ll})}^{k}\right\|\leq\beta_{l}\gamma^{k}_{l},\forall k\in\mathbb{N}, hlq=𝐀lqh_{lq}=\|\mathbf{A}_{lq}\|, g~(k)=2(N1)g(k)\tilde{g}(k)=2(N-1)g(k), and then using the induction hypothesis, equations (36), (40), and (LABEL:eqn:boundsourcemodej), and the facts that ρl<1,γl1\rho_{l}<1,\gamma_{l}\geq 1; (b) follows by suitably changing the upper and lower limits of the inner summation (over time), a change that is warranted since each summand is non-negative; (c) follows by simplifying the preceding inequality; (d) follows by noting that λq<ρl,q{1,,l1}\lambda_{q}<\rho_{l},\forall q\in\{1,\ldots,l-1\}, using the definition of c¯l\bar{c}_{l} in (39), and the fact that g~(k)δ¯k,kkl\tilde{g}(k)\leq\bar{\delta}k,\forall k\geq k_{l}; and finally (e) follows from (31). This completes the induction step. Let 𝐞i[k]=𝐳^i[k]𝐳[k]\mathbf{e}_{i}[k]=\hat{\mathbf{z}}_{i}[k]-\mathbf{z}[k]. Recalling that λjρ,j{1,,N}\lambda_{j}\leq\rho,\forall j\in\{1,\ldots,N\}, we obtain as desired:

𝐞i[k]=j=1N𝐞i(j)[k]2(j=1Nc¯j2)ρk,kkN,i𝒱.\left\|\mathbf{e}_{i}[k]\right\|=\sqrt{\sum\limits_{j=1}^{N}{\left\|\mathbf{e}^{(j)}_{i}[k]\right\|}^{2}}\leq\left(\sqrt{\sum\limits_{j=1}^{N}\bar{c}^{2}_{j}}\right)\rho^{k},\forall k\geq k_{N},\forall i\in\mathcal{V}.

Appendix B Proof of Proposition 1

Proof.

(Proposition 1) For each sub-state j{1,,N}j\in\{1,\ldots,N\}, let the corresponding source node jj design the observer gain 𝐋j\mathbf{L}_{j} (featuring in equation (8)) in a manner such that the matrix (𝐀jj𝐋j𝐂jj)(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj}) has all its eigenvalues at 0. Such a choice of 𝐋j\mathbf{L}_{j} exists based on the fact that the pair (𝐀jj,𝐂jj)(\mathbf{A}_{jj},\mathbf{C}_{jj}) is observable by construction. Let nj=dim(𝐀jj)n_{j}=dim(\mathbf{A}_{jj}). Given the above choice of observer gains, we will prove the result by providing an upper bound on the number of time-steps it takes the error of each node to converge to 𝟎\mathbf{0}. To this end, we first define a sequence {τ¯j}j=1N\{\bar{\tau}_{j}\}_{j=1}^{N} of time-steps as follows:

τ¯1=inf{τ+,τtN1:kg~(k)n1,kτ},\bar{\tau}_{1}=\inf\{\tau\in\mathbb{N}_{+},\tau\geq t_{N-1}:k-\tilde{g}(k)\geq n_{1},\forall k\geq\tau\}, (48)

where g~(k)=2(N1)g(k)\tilde{g}(k)=2(N-1)g(k), and

τ¯j=inf{τ+:kg~(k)τ¯j1+nj,kτ}.\bar{\tau}_{j}=\inf\{\tau\in\mathbb{N}_{+}:k-\tilde{g}(k)\geq\bar{\tau}_{j-1}+n_{j},\forall k\geq\tau\}. (49)

Based on condition (C3), namely lim supkg(k)/k=δ<1\limsup_{k\to\infty}g(k)/k=\delta<1, observe that τ¯j\bar{\tau}_{j} as defined above is finite j{1,,N}\forall j\in\{1,\ldots,N\}. Next, note that by construction, (𝐀jj𝐋j𝐂jj)(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj}) is a nilpotent matrix of index at most njn_{j}. Thus, it is easy to see that 𝐞1(1)[k]=𝟎,kn1\mathbf{e}^{(1)}_{1}[k]=\mathbf{0},\forall k\geq n_{1}, based on (33). Recall from (36) that for each sub-state jj, τi(j)[k]g~(k),ktN1,i𝒱\tau^{(j)}_{i}[k]\leq\tilde{g}(k),\forall k\geq t_{N-1},\forall i\in\mathcal{V}. From the definition of τ¯1\bar{\tau}_{1} in (48), and equation (35), we immediately obtain that 𝐞i(1)[k]=𝟎,kτ¯1,i𝒱\mathbf{e}^{(1)}_{i}[k]=\mathbf{0},\forall k\geq\bar{\tau}_{1},\forall i\in\mathcal{V}. One can easily generalize this argument to the remaining sub-states by using an inductive reasoning akin to that in the proof of Theorem 1. In particular, for any sub-state j{2,,N}j\in\{2,\ldots,N\}, one can roll out the error dynamics for node jj as in (43), starting from time-step τ¯j1\bar{\tau}_{j-1}. By this time, the induction hypothesis would imply that the estimation errors of all nodes on all sub-states q{1,,j1}q\in\{1,\ldots,j-1\} have converged to zero. The nilpotentcy of (𝐀jj𝐋j𝐂jj)(\mathbf{A}_{jj}-\mathbf{L}_{j}\mathbf{C}_{jj}) would then imply that 𝐞j(j)[k]=𝟎,kτ¯j1+nj\mathbf{e}^{(j)}_{j}[k]=\mathbf{0},\forall k\geq\bar{\tau}_{j-1}+n_{j}. From the definition of τ¯j\bar{\tau}_{j} in (49), and (36)\eqref{eqn:delaybound2}, we note that kτ¯jkτi(j)[k]τ¯j1+nj,i𝒱k\geq\bar{\tau}_{j}\implies k-\tau^{(j)}_{i}[k]\geq\bar{\tau}_{j-1}+n_{j},\forall i\in\mathcal{V}. Referring to (45), we conclude that 𝐞i(j)[k]=𝟎,kτ¯j,i𝒱.\mathbf{e}^{(j)}_{i}[k]=\mathbf{0},\forall k\geq\bar{\tau}_{j},\forall i\in\mathcal{V}. Based on the above reasoning, the overall error for each node converges to 𝟎\mathbf{0} in at most τ¯N\bar{\tau}_{N} time-steps. ∎

Appendix C Proof of Theorem 2

In this section, we develop the proof of Theorem 2. We begin with the following lemma that characterizes the evolution of the vector of freshness-indices 𝐝i[k]\mathbf{d}_{i}[k].

Lemma 5.

Suppose at any time-step k+k\in\mathbb{N}_{+}, τi[k]ω\tau_{i}[k]\neq\omega for some i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R}. Then, Algorithm 2 implies the following.

𝐝i[k+1]\displaystyle\mathbf{d}_{i}[k+1] 𝐝i[k]+𝟏2f+1,\displaystyle\leq\mathbf{d}_{i}[k]+\mathbf{1}_{2f+1}, (50)
τi[k+1]\displaystyle\tau_{i}[k+1] τi[k]+1,\displaystyle\leq\tau_{i}[k]+1, (51)

where the first inequality holds component-wise.

Proof.

Consider a node i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R}, and suppose τi[k]ω\tau_{i}[k]\neq\omega. This implies that |i[k]|=2f+1|\mathcal{M}_{i}[k]|=2f+1, and hence, all entries of the vector 𝐝i[k]\mathbf{d}_{i}[k] are populated with non-negative integers. Now fix any component p{1,,2f+1}p\in\{1,\ldots,2f+1\} of 𝐝i[k]\mathbf{d}_{i}[k], and suppose that it corresponds to node li[k]l\in\mathcal{M}_{i}[k], i.e., focus on di,l[k]d_{i,l}[k]. This entry undergoes the following three operations (in order) prior to the end of time-step k+1k+1: (i) It gets incremented by 11 as per (17); (ii) It gets potentially replaced by a value strictly smaller than di,l[k]+1d_{i,l}[k]+1 if node ii hears from node ll at time k+1k+1 (line 15 of Algo. 2); and (iii) It gets subjected to the operation in line 16 of Algo. 2. Clearly, after operations (i) and (ii), the entry corresponding to node ll can increase by at most 11. At the end of operation (iii), node ll either gets retained in i[k+1]\mathcal{M}_{i}[k+1], or gets replaced. In case it is the former, we clearly have di,l[k+1]di,l[k]+1d_{i,l}[k+1]\leq d_{i,l}[k]+1, and di,l[k+1]d_{i,l}[k+1] gets stored in the pp-th component of 𝐝i[k+1]\mathbf{d}_{i}[k+1] (see footnote 10). If node ll gets removed from i[k+1]\mathcal{M}_{i}[k+1], then given that the 2f+12f+1 nodes with the lowest freshness-indices populate i[k+1]\mathcal{M}_{i}[k+1] (line 16 of Algo. 2), it must be that the node replacing ll in i[k+1]\mathcal{M}_{i}[k+1] has freshness-index at most di,l[k]+1d_{i,l}[k]+1 at time k+1k+1. Thus, regardless of whether node ll gets retained or removed, we have argued that the pp-th component of 𝐝i[k]\mathbf{d}_{i}[k] can increase by at most 11 by the end of time-step k+1k+1. Noting that the above argument holds for any component pp of 𝐝i[k]\mathbf{d}_{i}[k] establishes (50); Eq. (51) then follows readily from (20) and (50). ∎

The next lemma is the analogue of Lemma 26 for the adversarial case. It tells us that the freshness-index of a regular node gets “triggered” (i.e., assumes a value other than ω\omega) after a finite period of time, and that it is eventually uniformly bounded above. Here, uniformity is w.r.t. all graph sequences that are jointly strongly (3f+1)(3f+1)-robust w.r.t. 𝒮\mathcal{S}.

Lemma 6.

Suppose the conditions in the statement of Theorem 2 hold. Then, Algorithm 2 guarantees the following.

τi[k]ω,k(N|𝒮|)T,i,and\tau_{i}[k]\neq\omega,\forall k\geq(N-|\mathcal{S}|)T,\forall i\in\mathcal{R},\hskip 5.69054pt\textrm{and} (52)
τi[k]2(N|𝒮|)T,k(N|𝒮|)T,i,\tau_{i}[k]\leq 2(N-|\mathcal{S}|)T,\forall k\geq(N-|\mathcal{S}|)T,\forall i\in\mathcal{R}, (53)

where TT has the same meaning as in Definition 3.

Proof.

The proof of this result mirrors that of Lemma 26; hence, we only sketch the essential details. First, observe that the claims made in the statement of the lemma hold trivially for any i𝒮i\in\mathcal{S}\cap\mathcal{R}, since each such node maintains τi[k]=0\tau_{i}[k]=0 for all time. Let us now focus on establishing (52) for all regular non-source nodes. To this end, let 𝒞0=𝒮\mathcal{C}_{0}=\mathcal{S}, and define:

𝒞1{i𝒱𝒞0:|{τ=0T1𝒩i[τ]}𝒞0|3f+1}.\mathcal{C}_{1}\triangleq\{i\in\mathcal{V}\setminus\mathcal{C}_{0}:|\{\bigcup\limits_{\tau=0}^{T-1}\mathcal{N}_{i}[\tau]\}\cap\mathcal{C}_{0}|\geq 3f+1\}. (54)

In words, i𝒞1i\in\mathcal{C}_{1} if and only if node ii has at least 3f+13f+1 neighbors from the source set 𝒞0=𝒮\mathcal{C}_{0}=\mathcal{S} over the interval [0,T)[0,T). Suppose 𝒱𝒮\mathcal{V}\setminus\mathcal{S}\neq\emptyset (else, there is nothing to prove). Then, 𝒞1\mathcal{C}_{1} must also be non-empty based on the definition of joint strong (3f+1)(3f+1)-robustness w.r.t. 𝒮\mathcal{S}. Now consider any i𝒞1i\in\mathcal{C}_{1}\cap\mathcal{R}. Since at most ff nodes are adversarial, node ii must have heard from at least 2f+12f+1 regular source nodes (not necessarily all at the same time-step) over the interval [0,T)[0,T), with each such node reporting a freshness-index of 0. Regardless of whether or not node ii appends all such nodes to i\mathcal{M}_{i}, the fact that it has the opportunity to do so, implies that τi[T]ω\tau_{i}[T]\neq\omega. Moreover, given the fact that node ii appends a node ll to i[k]\mathcal{M}_{i}[k] only if τl[k]k\tau_{l}[k]\leq k, and appealing to (51), we see that τi[T]T\tau_{i}[T]\leq T. Using (51) again, we have τi[(N|𝒮|)T](N|𝒮|)T.\tau_{i}[(N-|\mathcal{S}|)T]\leq(N-|\mathcal{S}|)T. Now define the sets 𝒞r,1r(N|𝒮|)\mathcal{C}_{r},1\leq r\leq(N-|\mathcal{S}|), recursively as follows:

𝒞r{i𝒱q=0(r1)𝒞q:|{τ=(r1)TrT1𝒩i[τ]}{q=0(r1)𝒞q}|3f+1}.\mathcal{C}_{r}\triangleq\{i\in\mathcal{V}\setminus\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}_{q}:|\{\bigcup\limits_{\tau=(r-1)T}^{rT-1}\mathcal{N}_{i}[\tau]\}\cap\{\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}_{q}\}|\geq 3f+1\}. (55)

We can now employ an inductive argument similar to that in Lemma 26 to establish (52). In particular, proceeding as in the base case when r=1r=1, joint strong (3f+1)(3f+1)-robustness w.r.t. 𝒮\mathcal{S} implies that 𝒞r\mathcal{C}_{r}\neq\emptyset, whenever 𝒱q=0(r1)𝒞q\mathcal{V}\setminus\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}_{q}\neq\emptyset. Since |𝒜|f|\mathcal{A}|\leq f, any node i𝒞ri\in\mathcal{C}_{r}\cap\mathcal{R} must then hear from at least 2f+12f+1 regular nodes in q=0(r1)𝒞q\bigcup\limits_{q=0}^{(r-1)}\mathcal{C}_{q} over the interval [(r1)T,rT)[(r-1)T,rT). Moreover, based on an inductive reasoning, each such node would be a potential candidate for getting appended upon making contact with node ii. It is easy to then see that for each i𝒞ri\in\mathcal{C}_{r}\cap\mathcal{R}, τi[rT]ω\tau_{i}[rT]\neq\omega and, in particular, τi[rT]rT\tau_{i}[rT]\leq rT based on (51). This establishes the claim in equation (52).

We now turn to establishing the correctness of (53). Let T¯=(N|𝒮|)T.\bar{T}=(N-|\mathcal{S}|)T. We claim τi[pT¯]T¯,p+,i\tau_{i}[p\bar{T}]\leq\bar{T},\forall p\in\mathbb{N}_{+},\forall i\in\mathcal{R}. Note that the argument for the case when p=1p=1 follows from the above discussion, and by using (51). To prove the claim, it suffices to prove it for the case when p=2p=2, since an identical reasoning applies for all p2p\geq 2. For analyzing the case when p=2p=2, let 𝒟0=𝒮\mathcal{D}_{0}=\mathcal{S}, and define the sets 𝒟r\mathcal{D}_{r}, 1r(N|𝒮|)1\leq r\leq(N-|\mathcal{S}|), recursively as follows:

𝒟r{i𝒱q=0(r1)𝒟q:|{τ=T¯+(r1)TT¯+rT1𝒩i[τ]}{q=0(r1)𝒟q}|3f+1}.\mathcal{D}_{r}\triangleq\{i\in\mathcal{V}\setminus\bigcup\limits_{q=0}^{(r-1)}\mathcal{D}_{q}:|\{\bigcup\limits_{\tau=\bar{T}+(r-1)T}^{\bar{T}+rT-1}\mathcal{N}_{i}[\tau]\}\cap\{\bigcup\limits_{q=0}^{(r-1)}\mathcal{D}_{q}\}|\geq 3f+1\}. (56)

Let us first consider the case when r=1r=1, and accordingly focus on the interval [T¯,T¯+T)[\bar{T},\bar{T}+T). Fix τ[0,T1]\tau\in[0,T-1], and suppose a regular non-source node i𝒟1i\in\mathcal{D}_{1}\cap\mathcal{R} hears from mm regular source nodes over the interval [T¯,T¯+τ][\bar{T},\bar{T}+\tau]. We then claim that at least mm components of 𝐝i[T¯+τ]\mathbf{d}_{i}[\bar{T}+\tau] are at most τ\tau. This is immediate when m=1m=1 based on (50). In particular, whenever a regular source node transmits to node ii, given that it always reports a freshness-index of 0, at least one of the entries of 𝐝i\mathbf{d}_{i} will take on a value of 0 at that instant. Now suppose m=2m=2, and let node ii hear from regular source nodes v1v_{1} and v2v_{2} at time-steps T¯+τ1\bar{T}+\tau_{1} and T¯+τ2\bar{T}+\tau_{2}, respectively, where 0τ1τ2τ0\leq\tau_{1}\leq\tau_{2}\leq\tau. Given that node ii hears from v1v_{1} at T¯+τ1\bar{T}+\tau_{1}, based on (50), it must be that at least one component of 𝐝i[T¯+τ2]\mathbf{d}_{i}[\bar{T}+\tau_{2}] is at most τ2τ1τ2\tau_{2}-\tau_{1}\leq\tau_{2}. Given this, the fact that node ii hears from v2v_{2} at T¯+τ2\bar{T}+\tau_{2}, and noting that node ii appends/retains those 2f+12f+1 nodes in i[T¯+τ2]\mathcal{M}_{i}[\bar{T}+\tau_{2}] that have the lowest freshness-indices (see line 16 of Algo. 2), observe that at the end of time-step T¯+τ2\bar{T}+\tau_{2}, at least two components of 𝐝i[T¯+τ2]\mathbf{d}_{i}[\bar{T}+\tau_{2}] are at most τ2\tau_{2}; from (50), it follows that each of these components in 𝐝i[T¯+τ]\mathbf{d}_{i}[\bar{T}+\tau] are at most τ\tau. It is easy to see that the above argument can be generalized for m2m\geq 2. Now based on joint strong (3f+1)(3f+1)-robustness w.r.t. 𝒮\mathcal{S}, 𝒟1\mathcal{D}_{1}\neq\emptyset whenever 𝒱𝒟0\mathcal{V}\setminus\mathcal{D}_{0}\neq\emptyset. Since |𝒜|f|\mathcal{A}|\leq f, any node i𝒟1i\in\mathcal{D}_{1}\cap\mathcal{R} is guaranteed to hear from m=2f+1m=2f+1 regular source nodes over the interval [T¯,T¯+T1][\bar{T},\bar{T}+T-1]. The above discussion then implies that each component of 𝐝i[T¯+T1]\mathbf{d}_{i}[\bar{T}+T-1] is at most T1T-1. It then follows from (20) that for each i𝒟1i\in\mathcal{D}_{1}\cap\mathcal{R}, τi[T¯+T]T\tau_{i}[\bar{T}+T]\leq T, and hence τi[2T¯]T¯\tau_{i}[2\bar{T}]\leq\bar{T} based on (51). To establish that τi[2T¯]T¯,i\tau_{i}[2\bar{T}]\leq\bar{T},\forall i\in\mathcal{R}, one can proceed via induction to establish that τi[T¯+rT]rT,i𝒟r\tau_{i}[\bar{T}+rT]\leq rT,\forall i\in\mathcal{D}_{r}\cap\mathcal{R}. This can be done using arguments similar to when r=1r=1, and hence we omit them. The rest of the proof can be completed as in Lemma 26. ∎

The next lemma reveals the implication of τi[k]\tau_{i}[k] taking on a finite value, based on the rules of Algorithm 2. To state the result, let us define Ω(r)[k]{arx^s[kr]:s𝒮}\Omega^{(r)}[k]\triangleq\{a^{r}\hat{x}_{s}[k-r]:s\in\mathcal{S}\cap\mathcal{R}\}, where rr\in\mathbb{N}. We will use Conv(Ω)Conv(\Omega) to denote the convex hull of a finite set of points Ω\Omega.

Lemma 7.

Suppose that at any time-step k+k\in\mathbb{N}_{+}, τi[k]=m\tau_{i}[k]=m for some i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R}, where m+m\in\mathbb{N}_{+}. Then, Algorithm 2 implies the following.

x^i[k]Conv(r=1mΩ(r)[k]).\hat{x}_{i}[k]\in Conv\left(\bigcup\limits_{r=1}^{m}\Omega^{(r)}[k]\right). (57)
Proof.

We will prove the result via induction on mm. For the base case of induction with m=1m=1, suppose that τi[k]=1\tau_{i}[k]=1 for some node i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R} at some time-step kk. Based on (20), it must then be the case that maxli[k1]di,l[k1]=0\max_{l\in\mathcal{M}_{i}[k-1]}d_{i,l}[k-1]=0. Since each entry of 𝐝i[k1]\mathbf{d}_{i}[k-1] is non-negative by definition, we have di,l[k1]=0,li[k1]d_{i,l}[k-1]=0,\forall l\in\mathcal{M}_{i}[k-1]. Since i[k1]\mathcal{M}_{i}[k-1] consists of 2f+12f+1 distinct nodes, and |𝒜|f|\mathcal{A}|\leq f, at least f+1f+1 entries in i[k1]\mathcal{M}_{i}[k-1] correspond to regular nodes, each of which are source nodes (all regular non-source nodes have freshness-indices strictly larger than 11). Thus, node ii must have appended at least f+1f+1 regular source nodes at time k1k-1. For each li[k1]{𝒮}l\in\mathcal{M}_{i}[k-1]\cap\{\mathcal{S}\cap\mathcal{R}\}, observe that x¯i,l[k1]=x^l[k1]\bar{x}_{i,l}[k-1]=\hat{x}_{l}[k-1]. Given the fact that |𝒜|f|\mathcal{A}|\leq f, it is easy to see that the following holds based on the filtering operation in line 12 of Algo. 2:

x¯i[k1]Conv({x¯i,l[k1]:li[k1]}).\bar{x}_{i}[k-1]\in Conv(\{\bar{x}_{i,l}[k-1]:l\in\mathcal{M}_{i}[k-1]\cap\mathcal{R}\}). (58)

Based on the above discussion, we then have that x¯i[k1]Conv(Ω(0)[k1])\bar{x}_{i}[k-1]\in Conv(\Omega^{(0)}[k-1]), and hence x^i[k]Conv(Ω(1)[k])\hat{x}_{i}[k]\in Conv(\Omega^{(1)}[k]), since x^i[k]=ax¯i[k1]\hat{x}_{i}[k]=a\bar{x}_{i}[k-1]. This completes the proof of the base case.

To generalize the above result, let us first observe the following identity which holds for any li[k]l\in\mathcal{M}_{i}[k]\cap\mathcal{R}, and follows directly from the rules of Algo. 2:121212Essentially, (59) suggests that the difference between node ii’s internal copy of node ll’s freshness-index at time kk, namely di,l[k]d_{i,l}[k], and the actual freshness-index τl[ϕi,l[k]]\tau_{l}[\phi_{i,l}[k]] of node ll when it was last appended by node ii, is simply the time that has elapsed since node ll was last appended by node ii, namely (kϕi,l[k])(k-\phi_{i,l}[k]): this observation follows directly from (17).

τl[ϕi,l[k]]+(kϕi,l[k])=di,l[k].\tau_{l}[\phi_{i,l}[k]]+(k-\phi_{i,l}[k])=d_{i,l}[k]. (59)

Now fix an integer q2q\geq 2, and suppose the inclusion in (57) holds for all m{1,,q1}m\in\{1,\ldots,q-1\}. Suppose τi[k]=q\tau_{i}[k]=q for some i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R} at some time-step kk. Then, based on (20)\eqref{eqn:tau_update}, we have maxli[k1]di,l[k1]=q1\max_{l\in\mathcal{M}_{i}[k-1]}d_{i,l}[k-1]=q-1. Combining this with (59), we obtain the following for each li[k1]l\in\mathcal{M}_{i}[k-1]\cap\mathcal{R}:

τl[ϕi,l[k1]]+((k1)ϕi,l[k1])q1.\tau_{l}[\phi_{i,l}[k-1]]+((k-1)-\phi_{i,l}[k-1])\leq q-1. (60)

Fix li[k1]l\in\mathcal{M}_{i}[k-1]\cap\mathcal{R}. The above relation can be now exploited to make certain inferences about the estimate of node ll at the time-step ϕi,l[k1]\phi_{i,l}[k-1] when it was last appended by node ii. To see this, consider the case when ll is a non-source node. Since ((k1)ϕi,l[k1])((k-1)-\phi_{i,l}[k-1]) is non-negative, τl[ϕi,l[k1]]q1\tau_{l}[\phi_{i,l}[k-1]]\leq q-1 based on (60). The induction hypothesis thus applies to node ll, and we have:

x^l[ϕi,l[k1]]Conv(r=1τl[ϕi,l[k1]]Ω(r)[ϕi,l[k1]]).\hat{x}_{l}[\phi_{i,l}[k-1]]\in Conv\left(\bigcup\limits_{r=1}^{\tau_{l}[\phi_{i,l}[k-1]]}\Omega^{(r)}[\phi_{i,l}[k-1]]\right). (61)

On the other hand, if ll is a source node, then clearly x^l[ϕi,l[k1]]Conv(Ω(0)[ϕi,l[k1]]).\hat{x}_{l}[\phi_{i,l}[k-1]]\in Conv(\Omega^{(0)}[\phi_{i,l}[k-1]]). Combining the two cases above, and noting that x¯i,l[k1]=agi,l[k1]x^l[ϕi,l[k1]]\bar{x}_{i,l}[k-1]=a^{g_{i,l}[k-1]}\hat{x}_{l}[\phi_{i,l}[k-1]] based on (21), where gi,l[k1]=((k1)ϕi,l[k1])g_{i,l}[k-1]=((k-1)-\phi_{i,l}[k-1]), we have:

x¯i,l[k1]\displaystyle\bar{x}_{i,l}[k-1] Conv(r=gi,l[k1]gi,l[k1]+τl[ϕi,l[k1]]Ω(r)[k1])\displaystyle\in Conv\left(\bigcup\limits_{r=g_{i,l}[k-1]}^{g_{i,l}[k-1]+\tau_{l}[\phi_{i,l}[k-1]]}\Omega^{(r)}[k-1]\right) (62)
Conv(r=0q1Ω(r)[k1]),\displaystyle\in Conv\left(\bigcup\limits_{r=0}^{q-1}\Omega^{(r)}[k-1]\right),

where the last inclusion follows by noting that gi,l[k1]0g_{i,l}[k-1]\geq 0, and that gi,l[k1]+τl[ϕi,l[k1]]q1g_{i,l}[k-1]+\tau_{l}[\phi_{i,l}[k-1]]\leq q-1 based on (60). Appealing to (58)\eqref{eqn:convhull}, and using (62), we conclude that

x¯i[k1]Conv(r=0q1Ω(r)[k1]).\bar{x}_{i}[k-1]\in Conv\left(\bigcup\limits_{r=0}^{q-1}\Omega^{(r)}[k-1]\right). (63)

Since x^i[k]=ax¯i[k1]\hat{x}_{i}[k]=a\bar{x}_{i}[k-1], we then have

x^i[k]Conv(r=1qΩ(r)[k]),\hat{x}_{i}[k]\in Conv\left(\bigcup\limits_{r=1}^{q}\Omega^{(r)}[k]\right), (64)

which is precisely the desired conclusion. ∎

We are now in position to prove Theorem 2.

Proof.

(Theorem 2) Let us begin by noting that given any desired convergence rate ρ(0,1)\rho\in(0,1), each node i𝒮i\in\mathcal{S}\cap\mathcal{R} can choose its observer gain lil_{i} to guarantee |ei[k]|αρk,k|e_{i}[k]|\leq\alpha\rho^{k},\forall k\in\mathbb{N}, based on the observer (15)\eqref{eqn:algo2luen}. Here, ei[k]=x^i[k]x[k]e_{i}[k]=\hat{x}_{i}[k]-x[k], and α\alpha is some suitable constant.

Now consider any i{𝒱𝒮}i\in\{\mathcal{V}\setminus\mathcal{S}\}\cap\mathcal{R}, and suppose k(N|𝒮|)Tk\geq(N-|\mathcal{S}|)T. From Lemma 6, we know that τi[k]ω\tau_{i}[k]\neq\omega, and hence τi[k]+\tau_{i}[k]\in\mathbb{N}_{+}. Based on Lemma 57, we conclude that there exist non-negative weights wis(r)[k]w^{(r)}_{is}[k], such that s𝒮r=1τi[k]wis(r)[k]=1\sum_{s\in\mathcal{S}\cap\mathcal{R}}\sum_{r=1}^{\tau_{i}[k]}w^{(r)}_{is}[k]=1, and

x^i[k]=s𝒮r=1τi[k]wis(r)[k]arx^s[kr].\hat{x}_{i}[k]=\sum_{s\in\mathcal{S}\cap\mathcal{R}}\sum_{r=1}^{\tau_{i}[k]}w^{(r)}_{is}[k]a^{r}\hat{x}_{s}[k-r]. (65)

Based on the convexity of the weights wis(r)[k]w^{(r)}_{is}[k], note that x[k]=s𝒮r=1τi[k]wis(r)[k]arx[kr]{x}[k]=\sum_{s\in\mathcal{S}\cap\mathcal{R}}\sum_{r=1}^{\tau_{i}[k]}w^{(r)}_{is}[k]a^{r}{x}[k-r]. Using this and (65) yields:

ei[k]=s𝒮r=1τi[k]wis(r)[k]ares[kr].{e}_{i}[k]=\sum_{s\in\mathcal{S}\cap\mathcal{R}}\sum_{r=1}^{\tau_{i}[k]}w^{(r)}_{is}[k]a^{r}{e}_{s}[k-r]. (66)

Taking norms on both sides of the above equation, we obtain:

|ei[k]|\displaystyle|e_{i}[k]| αs𝒮r=1τi[k]wis(r)[k](|a|ρ)rρk\displaystyle\leq\alpha\sum_{s\in\mathcal{S}\cap\mathcal{R}}\sum_{r=1}^{\tau_{i}[k]}w^{(r)}_{is}[k]{\left(\frac{|a|}{\rho}\right)}^{r}\rho^{k} (67)
α(|a|ρ)τi[k]ρk\displaystyle\leq\alpha{\left(\frac{|a|}{\rho}\right)}^{\tau_{i}[k]}\rho^{k} (68)
α(|a|ρ)2(N|𝒮|)Tρk.\displaystyle\leq\alpha{\left(\frac{|a|}{\rho}\right)}^{2(N-|\mathcal{S}|)T}\rho^{k}. (69)

In the above steps, we have assumed |a|1|a|\geq 1 (to avoid trivialities) and exploited the convexity of the weights wis(r)[k]w^{(r)}_{is}[k] to arrive at the second inequality, and used (53) to arrive at the final inequality. This concludes the proof. ∎

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