Risk-Constrained LQR Design Framework for Non-Gaussian Interconnected Systems Defined Over a Digraph

• 成果类型: Article
• 署名作者: Wang, Yan; Lv, Mingsong; Wu, Zhiying; Xu, Yunjian; Guan, Nan; Su, Rong
• 署名单位: Harbin Institute of Technology; Hong Kong Polytechnic University; Chinese Academy of Sciences; Chinese University of Hong Kong; The Chinese University of Hong Kong, Shenzhen; CUHK Shenzhen Research Institute; City University of Hong Kong; Nanyang Technological University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3523508
• 发表日期: 2025
• 关键词: Decentralized control

摘要

This article studies the risk-constrained linear-quadratic regulation (Rc-LQR) for a class of interconnected systems (ISs) with non-Gaussian noise. The IS is of a weakly connected topology. The standard linear-quadratic regulation (LQR) controller is optimal in expectation for the quadratic cost and, thus, is called risk-neutral LQR (Rn-LQR) controller. However, the Rn-LQR system may suffer from low-probability yet statistically significant/risky events. The Rc-LQR controller can well trade between the standard LQR performance and the risk cost. The Rc-LQR control problem has been studied for the traditional single systems in the literature. The extension of the Rc-LQR to the ISs has not been reported. The information constraint induced by the system topology complicates the Rc-LQR design of the non-Gaussian ISs. In this article, an orthogonal projection method is proposed to handle the information constraint of the subsystem controller for the non-Gaussian ISs. Then, the Rc-LQR of the non-Gaussian ISs can be successfully designed. Finally, the effectiveness of the proposed methods is illustrated by simulations.