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

On the complexity of strongly connected components in directed hypergraphs

We study the complexity of some algorithmic problems on directed hypergraphs and their strongly connected components (SCCs). The main contribution is an almost linear time algorithm computing the terminal strongly connected components (i.e. SCCs which do not reach any components but themselves). "Almost linear" here means that the complexity of the algorithm is linear in the size of the hypergraph up to a factor alpha(n), where alpha is the inverse of Ackermann function, and n is the number of vertices. Our motivation to study this problem arises from a recent application of directed hypergraphs to computational tropical geometry. We also discuss the problem of computing all SCCs. We establish a superlinear lower bound on the size of the transitive reduction of the reachability relation in directed hypergraphs, showing that it is combinatorially more complex than in directed graphs. Besides, we prove a linear time reduction from the well-studied problem of finding all minimal sets among a given family to the problem of computing the SCCs. Only subquadratic time algorithms are known for the former problem. These results strongly suggest that the problem of computing the SCCs is harder in directed hypergraphs than in directed graphs.Comment: v1: 32 pages, 7 figures; v2: revised version, 34 pages, 7 figure