Optimal Decentralized Control with Asymmetric Partial Information Sharing

arXiv1911.02395MaRDI QIDQ6328660FDOQ6328660

Authors: Xiao Liang, Qingyuan Qi, Huanshui Zhang, Lihua Xie 

Publication date: 6 November 2019

Abstract: This paper considers the optimal decentralized control for networked control systems (NCSs) with asymmetric partial information sharing between two controllers. In this NCSs model, the controller 2 (C2) shares its observations and part of its historical control inputs with the controller 1 (C1), whereas C2 cannot obtain the information of C1 due to network constraints. We present the optimal estimators for C1 and C2 respectively based on asymmetric observations. Since the information for C1 and C2 are asymmetric, the estimation error covariance (EEC) is coupled with the controller which means that the classical separation principle fails. By applying the Pontryagin's maximum principle, we obtain a solution to the forward and backward stochastic difference equations. Based on this solution, we derive the optimal controllers to minimize a quadratic cost function. Combining the optimal controllers with the EEC, the controller C1 is decoupled from the ECC. It should be emphasized that the control gain is dependent on the estimation gain. What's more, the estimation gain satisfies the forward Riccati equation and the control gain satisfies the backward Riccati equation which makes the problem more challenging. We propose iterative solutions to the Riccati equations and give a suboptimal solution to the optimal decentralized control problem.

This page was built for publication: Optimal Decentralized Control with Asymmetric Partial Information Sharing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6328660)