Localized LQG optimal control for large-scale systems

Localized LQG optimal control for large-scale systems
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大规模系统的局部LQG最优控制

DOI:
10.1109/acc.2016.7525205
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发表时间:
2016
期刊:
2016 American Control Conference (ACC)
影响因子:
--
通讯作者:
N. Matni
N. Matni
中科院分区:
--
文献类型:
--
作者:
Yuh;N. Matni

文献摘要

被引文献

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提出并求解了局部线性二次高斯(LLQG)最优控制问题。特别是,我们表明,对于大规模可局部化系统,也就是说,尽管子控制器之间存在通信延迟,但每个干扰的闭环效应都可以包含在局部邻域内的系统,LLQG最优控制器的合成和实现可以以可扩展的方式执行。我们联合收割机结合我们以前的结果,这个问题的状态反馈版本的交替方向的乘法器(ADMM)算法,制定一个合成算法,可以解决在一个分布式的方式,每个子系统解决一个问题的恒定尺寸独立的全球问题的大小。其结果是控制器的合成和实施方案,可以扩展到任意尺寸的系统,通信,致动和传感方案举行的某些条件。仿真结果表明,对于某些系统,LLQG最优控制器可以实现类似于集中式H2最优控制器的瞬态性能。我们还证明了我们的算法上的系统,约104个国家组成的异构和动态耦合的子系统-在这里的分布式和集中式的最优控制器不能计算。
This paper poses and solves the localized linear quadratic Gaussian (LLQG) optimal control problem. In particular, we show that for large-scale localizable systems, that is to say systems for which the closed loop effect of each disturbance can be contained to within a local neighborhood despite communication delays between sub-controllers, the synthesis and implementation of a LLQG optimal controller can be performed in a scalable way. We combine our prior results on the state-feedback version of this problem with the alternating direction method of multipliers (ADMM) algorithm to formulate a synthesis algorithm that can be solved in a distributed fashion, with each subsystem solving a problem of constant dimension independent of the global problem size. The result is a controller synthesis and implementation scheme that can scale to systems of arbitrary dimension, subject to certain conditions on the communication, actuation and sensing schemes holding. Simulations show that for some systems, the LLQG optimal controller can achieve transient performance similar to that of a centralized H2 optimal controller. We also demonstrate our algorithm on a system with about 104 states composed of heterogeneous and dynamically coupled subsystems - here the distributed and centralized optimal controllers cannot be computed.