Optimal controller synthesis for the decentralized two-player problem with output feedback

In this paper, we present a controller synthesis algorithm for a decentralized control problem. We consider an architecture in which there are two interconnected linear subsystems. Both controllers seek to optimize a global quadratic cost, despite having access to different subsets of the available measurements. Many special cases of this problem have previously been solved, most notably the state-feedback case. The generalization to output-feedback is nontrivial, as the classical separation principle does not hold. Herein, we present the first explicit state-space realization for an optimal controller for the general two-player problem.

[1]  Dante C. Youla,et al.  Modern Wiener-Hopf Design of Optimal Controllers. Part I , 1976 .

[2]  C. Scherer Structured finite-dimensional controller design by convex optimization , 2002 .

[3]  Pablo A. Parrilo,et al.  $ {\cal H}_{2}$-Optimal Decentralized Control Over Posets: A State-Space Solution for State-Feedback , 2010, IEEE Transactions on Automatic Control.

[4]  S. Lall,et al.  An explicit state-space solution for a decentralized two-player optimal linear-quadratic regulator , 2010, Proceedings of the 2010 American Control Conference.

[5]  S. Lall,et al.  Optimal controller synthesis for a decentralized two-player system with partial output feedback , 2011, Proceedings of the 2011 American Control Conference.

[6]  Nuno C. Martins,et al.  On the stabilization of LTI decentralized configurations under quadratically invariant sparsity constraints , 2010, 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[7]  Sanjay Lall,et al.  Optimal Controller Synthesis for Decentralized Systems Over Graphs via Spectral Factorization , 2014, IEEE Transactions on Automatic Control.

[8]  A. Rantzer Linear quadratic team theory revisited , 2006, 2006 American Control Conference.

[9]  Michael Rotkowitz On information structures, convexity, and linear optimality , 2008, 2008 47th IEEE Conference on Decision and Control.

[10]  Sanjay Lall,et al.  A Characterization of Convex Problems in Decentralized Control$^ast$ , 2005, IEEE Transactions on Automatic Control.

[11]  Sanjay Lall,et al.  A unifying condition for separable two player optimal control problems , 2011, IEEE Conference on Decision and Control and European Control Conference.

[12]  H. Witsenhausen A Counterexample in Stochastic Optimum Control , 1968 .

[13]  Fernando Paganini,et al.  A Course in Robust Control Theory , 2000 .

[14]  Mehran Mesbahi,et al.  H2 analysis and synthesis of networked dynamic systems , 2009, 2009 American Control Conference.

[15]  Sanjay Lall,et al.  A state-space solution to the two-player decentralized optimal control problem , 2011, 2011 49th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[16]  G. Dullerud,et al.  A Course in Robust Control Theory: A Convex Approach , 2005 .

[17]  S. Lall,et al.  Convexiflcation of Optimal Decentralized Control Without a Stabilizing Controller , 2006 .

[18]  John Doyle,et al.  On the structure of state-feedback LQG controllers for distributed systems with communication delays , 2011, IEEE Conference on Decision and Control and European Control Conference.

[19]  J. Doyle,et al.  Robust and optimal control , 1995, Proceedings of 35th IEEE Conference on Decision and Control.

[20]  Y. Ho,et al.  Team decision theory and information structures in optimal control problems--Part II , 1972 .

[21]  D. Luenberger Optimization by Vector Space Methods , 1968 .

[22]  Petros G. Voulgaris,et al.  Control of nested systems , 2000, Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).