Optimal Control with Information Pattern Constraints

Abstract

Despite the abundance of available literature that starts with the seminal paper of Wang and Davison almost forty years ago, when dealing with the problem of decentralized control for linear dynamical systems, one faces a surprising lack of

general design methods, implementable via computationally tractable algorithms.

This is mainly due to the fact that for decentralized control configurations, the classical control theoretical framework falls short in providing a systematic analysis

of the stabilization problem, let alone cope with additional optimality criteria.

Recently, a significant leap occurred through the theoretical machinery developed in Rotkowitz and Lall, IEEE-TAC, vol. 51, 2006, pp. 274-286 which unifies and consolidates many previous results, pinpoints certain tractable decentralized control structures, and outlines the most general known class of convex problems in

decentralized control. The decentralized setting is modeled via the structured sparsity constraints paradigm, which proves to be a simple and effective way to formalize many decentralized configurations where the controller feature a given sparsity pattern. Rotkowitz and Lall propose a computationally tractable algorithm for the design of H2 optimal, decentralized controllers for linear and time invariant systems, provided that the plant is strongly stabilizable. The method is built on the assumption that the sparsity constraints imposed on the controller satisfy a certain

condition (named quadratic invariance) with respect to the plant and that some decentralized, strongly stablizable, stabilizing controller is available beforehand.

For this class of decentralized feedback configurations modeled via sparsity constraints, so called quadratically invariant, we provided complete solutions to several open problems. Firstly, the strong stabilizability assumption was removed via

the so called coordinate free parametrization of all, sparsity constrained controllers.

Next we have addressed the unsolved problem of stabilizability/stabilization via sparse controllers, using a particular form of the celebrated Youla parametrization.

Finally, a new result related to the optimal disturbance attenuation problem in the presence of stable plant perturbations is presented. This result is also valid for quadratically invariant, decentralized feedback configurations. Each result provides a computational, numerically tractable algorithm which is meaningful in the

synthesis of sparsity constrained optimal controllers.