Decentralized LQG Control With d-Step Delayed Information Sharing Pattern

• 成果类型: Article
• 署名作者: Xu, Juanjuan; Zhang, Huanshui; Basar, Tamer
• 署名单位: Shandong University; Shandong University of Science & Technology; University of Illinois System; University of Illinois Urbana-Champaign
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2022.3145624
• 发表日期: 2023
• 页码: 604-611
• 关键词: d-step delayed information sharing pattern; de-centralized linear-quadratic-Gaussian (LQG); forward-backward stochastic difference equations

摘要

In this article, we study a class of discrete-time decentralized linear-quadratic-Gaussian (LQG) control problems with two controllers and $d$-step delayed information sharing pattern. An explicit form of the pair of optimal linear controllers is obtained in terms of backward Riccati equations and forward equations of estimation error covariance. To overcome the difficulty that arises due to the coupling of the backward-forward equations, we propose a forward iteration approach to derive a steady-state solution. This accordingly leads to an asymptotically optimal linear controller where the feedback gains are designed by using the convergent steady-state solutions.