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Optimal output feedback architecture for triangular LQG problems

Author(s)
Tanaka, Takashi; Parrilo, Pablo A.
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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.
Date issued
2014-06
URI
http://hdl.handle.net/1721.1/100984
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
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
ISBN
978-1-4799-3274-0
978-1-4799-3272-6
978-1-4799-3271-9

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