A Convex Approach to Sparse H∞ Analysis & Synthesis

In this paper, we propose a new robust analysis tool motivated by large-scale systems. The H∞ norm of a system measures its robustness by quantifying the worst-case behavior of a system perturbed by a unit-energy disturbance. However, the disturbance that induces such worst-case behavior requires perfect coordination among all disturbance channels. Given that many systems of interest, such as the power grid, the internet and automated vehicle platoons, are large-scale and spatially distributed, such coordination may not be possible, and hence the H∞ norm, used as a measure of robustness, may be too conservative. We therefore propose a cardinality constrained variant of the H∞ norm in which an adversarial disturbance can use only a limited number of channels. As this problem is inherently combinatorial, we present a semidefinite programming (SDP) relaxation based on the ℓ_1 norm that yields an upper bound on the cardinality constrained robustness problem. We further propose a simple rounding heuristic based on the optimal solution of our SDP relaxation, which provides a corresponding lower bound. Motivated by privacy in large-scale systems, we also extend these relaxations to computing the minimum gain of a system subject to a limited number of inputs. Finally, we also present a SDP based optimal controller synthesis method for minimizing the SDP relaxation of our novel robustness measure. The effectiveness of our semidefinite relaxation is demonstrated through numerical examples

Optimal Two Player LQR State Feedback With Varying Delay

This paper presents an explicit solution to a two player distributed LQR problem in which communication between controllers occurs across a communication link with varying delay. We extend known dynamic programming methods to accommodate this varying delay, and show that under suitable assumptions, the optimal control actions are linear in their information, and that the resulting controller has piecewise linear dynamics dictated by the current effective delay regime.Comment: Extended version of IFAC '14 submissio