Efficient convex relaxation for stochastic optimal distributed control problem

• Published in: 2014 52nd Annual Allerton Conference on Communication, Control, and Computing (Allerton) pp. 589 - 596
• Main Authors: Kalbat, Abdulrahman, Madani, Ramtin, Fazelnia, Ghazal, Lavaei, Javad
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.09.2014
• Subjects: Convex functions; Decentralized control; Noise; Optimal control; Optimized production technology; Vectors

This paper is concerned with the design of an efficient convex relaxation for the notorious problem of stochastic optimal distributed control (SODC). The objective is to find an optimal structured controller for a dynamical system subject to input disturbance and measurement noise. With no loss of g...