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 pap...
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Institute of Electrical and Electronics Engineers (IEEE)
2016
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Online Access: | http://hdl.handle.net/1721.1/100984 https://orcid.org/0000-0002-5675-1060 https://orcid.org/0000-0003-1132-8477 |
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author | Tanaka, Takashi Parrilo, Pablo A. |
author2 | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science |
author_facet | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Tanaka, Takashi Parrilo, Pablo A. |
author_sort | Tanaka, Takashi |
collection | MIT |
description | 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. |
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format | Article |
id | mit-1721.1/100984 |
institution | Massachusetts Institute of Technology |
language | en_US |
last_indexed | 2024-09-23T09:43:58Z |
publishDate | 2016 |
publisher | Institute of Electrical and Electronics Engineers (IEEE) |
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spelling | mit-1721.1/1009842022-09-30T16:30:22Z Optimal output feedback architecture for triangular LQG problems Tanaka, Takashi Parrilo, Pablo A. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Tanaka, Takashi Parrilo, Pablo A. 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. 2016-01-25T18:17:27Z 2016-01-25T18:17:27Z 2014-06 Article http://purl.org/eprint/type/ConferencePaper 978-1-4799-3274-0 978-1-4799-3272-6 978-1-4799-3271-9 http://hdl.handle.net/1721.1/100984 Tanaka, Takashi, and Pablo A. Parrilo. “Optimal Output Feedback Architecture for Triangular LQG Problems.” 2014 American Control Conference (June 2014). https://orcid.org/0000-0002-5675-1060 https://orcid.org/0000-0003-1132-8477 en_US http://dx.doi.org/10.1109/ACC.2014.6858989 Proceedings of the 2014 American Control Conference Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Institute of Electrical and Electronics Engineers (IEEE) arXiv |
spellingShingle | Tanaka, Takashi Parrilo, Pablo A. Optimal output feedback architecture for triangular LQG problems |
title | Optimal output feedback architecture for triangular LQG problems |
title_full | Optimal output feedback architecture for triangular LQG problems |
title_fullStr | Optimal output feedback architecture for triangular LQG problems |
title_full_unstemmed | Optimal output feedback architecture for triangular LQG problems |
title_short | Optimal output feedback architecture for triangular LQG problems |
title_sort | optimal output feedback architecture for triangular lqg problems |
url | http://hdl.handle.net/1721.1/100984 https://orcid.org/0000-0002-5675-1060 https://orcid.org/0000-0003-1132-8477 |
work_keys_str_mv | AT tanakatakashi optimaloutputfeedbackarchitecturefortriangularlqgproblems AT parrilopabloa optimaloutputfeedbackarchitecturefortriangularlqgproblems |