Optimal Output Feedback Architecture for Triangular LQG Problems

Abstract

Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal decision making architecture for such problems. In this paper, we particularly focus on the N-player triangular LQG problems and show that the optimal output feedback controllers have attractive state space realizations. The optimal controller can be synthesized using a set of stabilizing solutions to 2N linearly coupled algebraic Riccati equations, which turn out to be easily solvable under reasonable assumptions.