Optimal output feedback architecture for triangular LQG problems
Name
Parrilo_Optimal output.pdf
Size
810.03 KB
Format
Adobe PDF
Checksum (MD5)
e7d03553bb3c11cfdf278563bd2d2ae8
Author(s)
Tanaka, Takashi
Parrilo, Pablo A.
Date Issued
June 2014
Journal
Proceedings of the 2014 American Control Conference
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Citation
Tanaka, Takashi, and Pablo A. Parrilo. “Optimal Output Feedback Architecture for Triangular LQG Problems.” 2014 American Control Conference (June 2014).
Version
Original manuscript
Abstract
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.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/ACC.2014.6858989
