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Author Lessard, L. ♦ Nayyar, A.
Sponsorship IEEE Control Syst. Soc.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©2013
Language English
Subject Domain (in DDC) Technology ♦ Engineering & allied operations ♦ Other branches of engineering
Subject Keyword Equations ♦ Vectors ♦ Decentralized control ♦ Delays ♦ Estimation ♦ History ♦ Ear
Abstract It is well-known that linear dynamical systems with Gaussian noise and quadratic cost (LQG) satisfy a separation principle. Finding the optimal controller amounts to solving separate dual problems; one for control and one for estimation. For the discrete-time finite-horizon case, each problem is a simple forward or backward recursion. In this paper, we consider a generalization of the LQG problem with two controllers and a partially nested information structure. Each controller is responsible for one of two system inputs, but has access to different subsets of the available measurements. Our paper has three main contributions. First, we prove a fundamental structural result: sufficient statistics for the controllers can be expressed as conditional means of the global state. Second, we give explicit state-space formulae for the optimal controller. These formulae are reminiscent of the classical LQG solution with dual forward and backward recursions, but with the important difference that they are intricately coupled. Lastly, we show how these recursions can be solved efficiently, with computational complexity comparable to that of the centralized problem.
Description Author affiliation: Dept. of Electr. Eng. & Comput. Sci., Univ. of California, Berkeley, Berkeley, CA, USA (Nayyar, A.) || Dept. of Mech. Eng., Univ. of California, Berkeley, Berkeley, CA, USA (Lessard, L.)
ISBN 9781467357142
ISSN 07431546
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2013-12-10
Publisher Place Italy
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
e-ISBN 9781467357173
Size (in Bytes) 299.84 kB
Page Count 8
Starting Page 6542
Ending Page 6549


Source: IEEE Xplore Digital Library