Optimal control of systems with delayed observation sharing patterns via input-output methods

Abstract In this paper we present an input–output point of view of certain optimal control problems with constraints on the processing of the measurement data. In particular, we consider norm minimization optimal control problems under the so-called one-step delay observation sharing pattern. We present a Youla parametrization approach that leads to their solution by converting them to nonstandard, yet convex, model matching problems. This conversion is always possible whenever the part of the plant that relates controls to measurements possesses the same structure in its feedthrough term with the one imposed by the observation pattern on the feedthrough term of the controller, i.e., (block-)diagonal. When that is not the case, it amounts to the so-called non-classical information pattern problems. For the H ∞ case, using loop-shifting ideas, a simple sufficient condition is given under which the problem can be still converted to a convex, model matching problem. We also demonstrate that there are several nontrivial classes of problems satisfying this condition. Finally, we extend these ideas to the case of a N -step delay observation sharing pattern.

[1]  Munther A. Dahleh,et al.  H∞ and H2 optimal controllers for periodic and multirate systems , 1994, Autom..

[2]  Carsten W. Scherer,et al.  From mixed to multi-objective control , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[3]  Tamer Basar,et al.  Team decision theory for linear continuous-time systems , 1980 .

[4]  R. Radner,et al.  Team Decision Problems , 1962 .

[5]  Mathukumalli Vidyasagar,et al.  Control System Synthesis , 1985 .

[6]  J. Speyer,et al.  The dynamic linear exponential Gaussian team problem , 1981, 1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.

[7]  Tamer Ba csar Two-criteria LQG decision problems with one-step delay observation sharing pattern , 1978 .

[8]  Tamer Basar,et al.  The theory of teams: A selective annotated bibliography , 1989 .

[9]  Tryphon T. Georgiou,et al.  A constructive algorithm for sensitivity optimization of Periodic systems , 1987 .

[10]  J. Shamma,et al.  Rejection of persistent bounded disturbances: nonlinear controllers , 1992 .

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

[12]  R. Srikant Relationship between decentralized controller design using H∞ and stochastic risk-averse criteria , 1994, IEEE Trans. Autom. Control..

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

[14]  Munther A. Dahleh,et al.  Optimal and robust controllers for periodic and multirate systems , 1992 .

[15]  Steven I. Marcus,et al.  Static team problems--Part II: Affine control laws, projections, algorithms, and the LEGT problem , 1982 .

[16]  J. Shamma,et al.  Time-varying versus time-invariant compensation for rejection of persistent bounded disturbances and robust stabilization , 1991 .

[17]  S. Marcus,et al.  Static team problems--Part I: Sufficient conditions and the exponential cost criterion , 1982 .

[18]  Yu-Chi Ho,et al.  Correction to "Team decision theory and information structures in optimal control problems," Parts I and II , 1972 .

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

[20]  Athanasios Sideris,et al.  H∞ optimization with time-domain constraints , 1994, IEEE Trans. Autom. Control..

[21]  Tamer Basar,et al.  Two-Criteria LQG Decision Problems with One-Step Delay Observation Sharing Pattern , 1978, Inf. Control..

[22]  B. Francis,et al.  A Course in H Control Theory , 1987 .

[23]  Munther A. Dahleh,et al.  Time-varying vs. time-invariant compensation for rejection of persistent bounded disturbances and robust stabilization , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[24]  M. Athans,et al.  Solution of some nonclassical LQG stochastic decision problems , 1974 .

[25]  J. Speyer,et al.  Centralized and decentralized solutions of the linear-exponential-Gaussian problem , 1994, IEEE Trans. Autom. Control..

[26]  Tongwen Chen,et al.  Multirate sampled-data systems: all H∞ suboptimal controllers and the minimum entropy controller , 1999, IEEE Trans. Autom. Control..

[27]  Steven Marcus,et al.  A decentralized team decision problem with an exponential cost criterion , 1979, 1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.