Identification of a quadratic performance index in multi-agent network

In optimal control of a multi-agent network, each agent communicates their internal informations with the other agents and makes a decision on its behavior based on its local performance index. Moreover, those agents also may optimize another performance index for the whole network system. In order to realize a good welfare of the whole system, it is necessary to know those performance indices for the governor of the system. In this paper, we propose an identification method with the input and output data to estimate the performance index in quadratic form.