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An explicit state-space solution for a decentralized two-player optimal linear-quadratic regulator

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2 Author(s)
Swigart, J. ; Dept. of Aeronaut. & Astronaut., Stanford Univ., Stanford, CA, USA ; Lall, S.

We develop controller synthesis algorithms for decentralized control problems, where individual subsystems are connected over a network. We focus on the simplest information structure, consisting of two interconnected linear systems, and construct the optimal controller subject to a decentralization constraint via a spectral factorization approach. We provide explicit state-space formulae for the optimal controller, characterize its order, and show that its states are those of a particular optimal estimator.

Published in:

American Control Conference (ACC), 2010

Date of Conference:

June 30 2010-July 2 2010