2,000 research outputs found
Optimal Control of Two-Player Systems with Output Feedback
In this article, we consider a fundamental decentralized optimal control
problem, which we call the two-player problem. Two subsystems are
interconnected in a nested information pattern, and output feedback controllers
must be designed for each subsystem. Several special cases of this architecture
have previously been solved, such as the state-feedback case or the case where
the dynamics of both systems are decoupled. In this paper, we present a
detailed solution to the general case. The structure of the optimal
decentralized controller is reminiscent of that of the optimal centralized
controller; each player must estimate the state of the system given their
available information and apply static control policies to these estimates to
compute the optimal controller. The previously solved cases benefit from a
separation between estimation and control which allows one to compute the
control and estimation gains separately. This feature is not present in
general, and some of the gains must be solved for simultaneously. We show that
computing the required coupled estimation and control gains amounts to solving
a small system of linear equations
Optimal Decentralized State-Feedback Control with Sparsity and Delays
This work presents the solution to a class of decentralized linear quadratic
state-feedback control problems, in which the plant and controller must satisfy
the same combination of delay and sparsity constraints. Using a novel
decomposition of the noise history, the control problem is split into
independent subproblems that are solved using dynamic programming. The approach
presented herein both unifies and generalizes many existing results
Optimal Control for LQG Systems on Graphs---Part I: Structural Results
In this two-part paper, we identify a broad class of decentralized
output-feedback LQG systems for which the optimal control strategies have a
simple intuitive estimation structure and can be computed efficiently. Roughly,
we consider the class of systems for which the coupling of dynamics among
subsystems and the inter-controller communication is characterized by the same
directed graph. Furthermore, this graph is assumed to be a multitree, that is,
its transitive reduction can have at most one directed path connecting each
pair of nodes. In this first part, we derive sufficient statistics that may be
used to aggregate each controller's growing available information. Each
controller must estimate the states of the subsystems that it affects (its
descendants) as well as the subsystems that it observes (its ancestors). The
optimal control action for a controller is a linear function of the estimate it
computes as well as the estimates computed by all of its ancestors. Moreover,
these state estimates may be updated recursively, much like a Kalman filter
Optimal Output Feedback Architecture for Triangular LQG Problems
Distributed control problems under some specific information constraints can
be formulated as (possibly infinite dimensional) convex optimization problems.
The underlying motivation of this work is to develop an understanding of the
optimal decision making architecture for such problems. In this paper, we
particularly focus on the N-player triangular LQG problems and show that the
optimal output feedback controllers have attractive state space realizations.
The optimal controller can be synthesized using a set of stabilizing solutions
to 2N linearly coupled algebraic Riccati equations, which turn out to be easily
solvable under reasonable assumptions.Comment: To be presented at 2014 American Control Conferenc
Localized LQR Optimal Control
This paper introduces a receding horizon like control scheme for localizable
distributed systems, in which the effect of each local disturbance is limited
spatially and temporally. We characterize such systems by a set of linear
equality constraints, and show that the resulting feasibility test can be
solved in a localized and distributed way. We also show that the solution of
the local feasibility tests can be used to synthesize a receding horizon like
controller that achieves the desired closed loop response in a localized manner
as well. Finally, we formulate the Localized LQR (LLQR) optimal control problem
and derive an analytic solution for the optimal controller. Through a numerical
example, we show that the LLQR optimal controller, with its constraints on
locality, settling time, and communication delay, can achieve similar
performance as an unconstrained H2 optimal controller, but can be designed and
implemented in a localized and distributed way.Comment: Extended version for 2014 CDC submissio
H_2-Optimal Decentralized Control over Posets: A State-Space Solution for State-Feedback
We develop a complete state-space solution to H_2-optimal decentralized
control of poset-causal systems with state-feedback. Our solution is based on
the exploitation of a key separability property of the problem, that enables an
efficient computation of the optimal controller by solving a small number of
uncoupled standard Riccati equations. Our approach gives important insight into
the structure of optimal controllers, such as controller degree bounds that
depend on the structure of the poset. A novel element in our state-space
characterization of the controller is a remarkable pair of transfer functions,
that belong to the incidence algebra of the poset, are inverses of each other,
and are intimately related to prediction of the state along the different paths
on the poset. The results are illustrated by a numerical example.Comment: 39 pages, 2 figures, submitted to IEEE Transactions on Automatic
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