Gradient Methods for Large-Scale and Distributed Linear Quadratic Control

This thesis considers methods for synthesis of linear quadratic controllers for large-scale, interconnected systems. Conventional methods that solve the linear quadratic control problem are only applicable to systems with moderate size, due to the rapid increase in both computational time and memory requirements as the system size increases. The methods presented in this thesis show a much slower increase in these requirements when faced with system matrices with a sparse structure. Hence, they are useful for control design for systems of large order, since they usually have sparse systems matrices. An equally important feature of the methods is that the controllers are restricted to have a distributed nature, meaning that they respect a potential interconnection structure of the system. The controllers considered in the thesis have the same structure as the centralized LQG solution, that is, they are consisting of a state predictor and feedback from the estimated states. Strategies for determining the feedback matrix and predictor matrix separately, are suggested. The strategies use gradient directions of the cost function to iteratively approach a locally optimal solution in either problem. A scheme to determine bounds on the degree of suboptimality of the partial solution in every iteration, is presented. It is also shown that these bounds can be combined to give a bound on the degree of suboptimality of the full output feedback controller. Another method that treats the synthesis of the feedback matrix and predictor matrix simultaneously is also presented. The functionality of the developed methods is illustrated by an application, where the methods are used to compute controllers for a large deformable mirror, found in a telescope to compensate for atmospheric disturbances. The model of the mirror is obtained by discretizing a partial differential equation. This gives a linear, sparse representation of the mirror with a very large state space, which is suitable for the methods presented in the thesis. The performance of the controllers is evaluated using performance measures from the adaptive optics community.