On the Nearest Quadratically Invariant Information Constraint

DOI10.1109/TAC.2011.2173411MaRDI QIDQ5352829zbMATH OpenFDO

Authors Michael C. Rotkowitz, Nuno C. Martins

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.6259

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Decentralized systems (93A14) Linear systems in control theory (93C05)

Abstract: Quadratic invariance is a condition which has been shown to allow for optimal decentralized control problems to be cast as convex optimization problems. The condition relates the constraints that the decentralization imposes on the controller to the structure of the plant. In this paper, we consider the problem of finding the closest subset and superset of the decentralization constraint which are quadratically invariant when the original problem is not. We show that this can itself be cast as a convex problem for the case where the controller is subject to delay constraints between subsystems, but that this fails when we only consider sparsity constraints on the controller. For that case, we develop an algorithm that finds the closest superset in a fixed number of steps, and discuss methods of finding a close subset.

Cited in

(4)

• Learning decentralized linear quadratic regulators with \(\sqrt{T}\) regret
• Computing the value of information of quadratic decision problems and its non-negativity conditions
• Quadratically Constrained Information Theoretic Analysis
• An accelerated proximal alternating direction method of multipliers for optimal decentralized control of uncertain systems

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