Globally Optimal State-Feedback LQG Control for Large-Scale Systems With Communication Delays and Correlated Subsystem Process Noises
Related Research Unit(s)
|Journal / Publication||IEEE Transactions on Automatic Control|
|Online published||11 Jan 2019|
|Publication status||Published - Oct 2019|
|Link to Scopus||https://www.scopus.com/record/display.uri?eid=2-s2.0-85072589525&origin=recordpage|
This paper studies the optimal decentralized state-feedback control of large-scale systems. The large-scale system is composed of subsystems and defined over a connected digraph. One step time is required for information to travel across an edge in the graph. Under the above-mentioned setup, when subsystem process noises are uncorrelated, the explicit optimal state-feedback controller can be designed by independence decomposition based on information hierarchy graph. However, this decomposition method fails when the subsystem process noises are correlated. In this paper, we propose a new decomposition method for system state and control input, and split the optimal state-feedback control problem with correlated process noises into two subproblems that can be solved separately. The solution to the first subproblem can be obtained by solving a linear matrix equation. The second subproblem is solved by algebraic Ricatti equation.
- Communication delay, decentralized control, large-scale systems, optimal control, DECENTRALIZED STOCHASTIC-CONTROL
IEEE Transactions on Automatic Control, Vol. 64, No. 10, 10.2019, p. 4196-4201.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Wang, Y, Xiong, J & Ho, DWC 2019, 'Globally Optimal State-Feedback LQG Control for Large-Scale Systems With Communication Delays and Correlated Subsystem Process Noises', IEEE Transactions on Automatic Control, vol. 64, no. 10, pp. 4196-4201. https://doi.org/10.1109/TAC.2019.2892490