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This paper develops a controller synthesis algorithm for distributed LQG control problems under output feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While…
This paper presents an explicit solution to a two player distributed LQR problem in which communication between controllers occurs across a communication link with varying delay. We extend known dynamic programming methods to accommodate…
This technical report is concerned with the convergence properties of what we call the split optimal policy iteration for coupled LQR problems; see section 3.1 in the manuscript. Interestingly, the iteration shows different convergence…
In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…
We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…
This paper develops a controller synthesis method for distributed LQG control problems under output-feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While the…
Recent developments in cyber-physical systems and event-triggered control have led to an increased interest in the impact of sparse disturbances on dynamical processes. We study Linear Quadratic Regulator (LQR) control under sparse…
In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…
This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectations of the state and control given the history of Markov chain…
This paper studies the relationship between state feedback policies and disturbance response policies for the standard Linear Quadratic Regulator (LQR). For open-loop stable plants, we establish a simple relationship between the optimal…
We consider the problem of controlling a linear dynamical system from bilinear observations with minimal quadratic cost. Despite the similarity of this problem to standard linear quadratic Gaussian (LQG) control, we show that when the…
With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication…
A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint…
We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
The design of optimal disturbance accommodation and servomechanism controllers with limited plant model information is considered in this paper. Their closed-loop performance are compared using a performance metric called competitive ratio…
This paper is about output-feedback control problems for general linear systems in the presence of given state-, control-, disturbance-, and measurement error constraints. Because the traditional separation theorem in stochastic control is…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…