Mathematics – Optimization and Control
Scientific paper
2011-11-07
Mathematics
Optimization and Control
39 pages, 2 figures, submitted to IEEE Transactions on Automatic Control
Scientific paper
We develop a complete state-space solution to H_2-optimal decentralized control of poset-causal systems with state-feedback. Our solution is based on the exploitation of a key separability property of the problem, that enables an efficient computation of the optimal controller by solving a small number of uncoupled standard Riccati equations. Our approach gives important insight into the structure of optimal controllers, such as controller degree bounds that depend on the structure of the poset. A novel element in our state-space characterization of the controller is a remarkable pair of transfer functions, that belong to the incidence algebra of the poset, are inverses of each other, and are intimately related to prediction of the state along the different paths on the poset. The results are illustrated by a numerical example.
Parrilo Pablo A.
Shah Parikshit
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