On the Nearest Quadratically Invariant Information Constraint
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Publication:5352829
DOI10.1109/TAC.2011.2173411zbMATH Open1369.93044arXiv1109.6259MaRDI QIDQ5352829FDOQ5352829
Michael C. Rotkowitz, Nuno C. Martins
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1109.6259
Applications of mathematical programming (90C90) Decentralized systems (93A14) Linear systems in control theory (93C05)
Cited In (4)
- Computing the value of information of quadratic decision problems and its non-negativity conditions
- Learning decentralized linear quadratic regulators with \(\sqrt{T}\) regret
- An accelerated proximal alternating direction method of multipliers for optimal decentralized control of uncertain systems
- Quadratically Constrained Information Theoretic Analysis
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