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Optimal Control of a Fully Decentralized Quadratic Regulator

Lessard, Laurent LU (2013) 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton) In 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton) p.48-54
Abstract
In this paper, we consider a fully decentralized control problem with two dynamically decoupled agents. The objective is to design a state-feedback controller for each agent such that a global quadratic cost is minimized. No communication, explicit or implicit, is permitted between the agents. However, the performance of the agents is coupled via the cost function as well as the process noise. We provide an explicit state-space construction of the optimal controllers, showing that the optimal controllers are dynamic, where the number of states depends on the joint covariance matrix of the process noise. The key step is a novel decomposition of the noise covariance matrix, which allows the convex program associated with the controller... (More)
In this paper, we consider a fully decentralized control problem with two dynamically decoupled agents. The objective is to design a state-feedback controller for each agent such that a global quadratic cost is minimized. No communication, explicit or implicit, is permitted between the agents. However, the performance of the agents is coupled via the cost function as well as the process noise. We provide an explicit state-space construction of the optimal controllers, showing that the optimal controllers are dynamic, where the number of states depends on the joint covariance matrix of the process noise. The key step is a novel decomposition of the noise covariance matrix, which allows the convex program associated with the controller synthesis to be split into simpler problems and thereby solved. (Less)
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author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton)
pages
48 - 54
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
50th Annual Allerton Conference on Communication, Control, and Computing (Allerton)
external identifiers
  • WOS:000320654000007
  • Scopus:84875695047
ISBN
978-1-4673-4539-2
DOI
10.1109/Allerton.2012.6483198
language
English
LU publication?
yes
id
9f9491a2-6f24-4a40-9cb2-334a5d3e76e3 (old id 3987173)
date added to LUP
2013-09-06 12:19:50
date last changed
2017-01-01 08:07:22
@inproceedings{9f9491a2-6f24-4a40-9cb2-334a5d3e76e3,
  abstract     = {In this paper, we consider a fully decentralized control problem with two dynamically decoupled agents. The objective is to design a state-feedback controller for each agent such that a global quadratic cost is minimized. No communication, explicit or implicit, is permitted between the agents. However, the performance of the agents is coupled via the cost function as well as the process noise. We provide an explicit state-space construction of the optimal controllers, showing that the optimal controllers are dynamic, where the number of states depends on the joint covariance matrix of the process noise. The key step is a novel decomposition of the noise covariance matrix, which allows the convex program associated with the controller synthesis to be split into simpler problems and thereby solved.},
  author       = {Lessard, Laurent},
  booktitle    = {2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton)},
  isbn         = {978-1-4673-4539-2},
  language     = {eng},
  pages        = {48--54},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Optimal Control of a Fully Decentralized Quadratic Regulator},
  url          = {http://dx.doi.org/10.1109/Allerton.2012.6483198},
  year         = {2013},
}