Sparse Linear-Quadratic-Gaussian Control

Wednesday, September 6, 2017 - 9:35am - 10:10am
Lind 305
Fu Lin (United Technologies Corporation)
We consider the sparsity-promoting Linear Quadratic Gaussian (LQG) control for
a network of linear systems. A sparse LQG controller requires fewer communication channels
with the networked system. The bidirectional communication implies that the column-block-
sparsity pattern of the Kalman filter and the row-block-sparsity pattern of the state feedback
controller must be the same. We develop a two-step procedure: the first step being a sparsity-
promoting design of the Kalman filter and the second step leveraging the structure identified
in the first step to design the respective controllers.