Optimal Control of a Fully Decentralized Quadratic Regulator
(2013) 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)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/3987173
- author
- Lessard, Laurent LU
- organization
- publishing date
- 2013
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- 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)
- conference dates
- 2012-10-01 - 2012-10-05
- 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
- 2016-04-04 12:10:47
- date last changed
- 2022-02-28 21:01:33
@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}},
doi = {{10.1109/Allerton.2012.6483198}},
year = {{2013}},
}