Optimal output feedback architecture for triangular LQG problems
Optimal output feedback architecture for triangular LQG problems
复制标题
三角 LQG 问题的最优输出反馈架构
DOI：
--
复制
发表时间：
2014
期刊：
影响因子：
--
通讯作者：
P. Parrilo
中科院分区：
文献类型：
--
作者：
Takashi Tanaka;P. Parrilo
某些特定信息约束下的分布式控制问题可以表示为(可能是无限维的)凸优化问题。这项工作的根本动机是发展对此类问题的最佳决策架构的理解。本文重点研究了N人三角LQG问题，证明了最优输出反馈控制器具有吸引人的状态空间实现。最优控制器可以由2N个线性耦合的代数Riccati方程的一组稳定解来综合，在合理的假设下，这些解是容易解的。
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.