conference paper
Stochastic Control-A Moment Approach to Sparse Control Design
July 2016
Proceedings of the 22nd International Symposium on Mathematical Theory of Networks and Systems
We consider design of sparse controllers for a stochastic linear system with infinite horizon quadratic objective. We formulate the non-sparse optimal solution through a semidefinite program for the second order moments of the states and inputs. Given that the centralized non-sparse controller solves a linear equation in these moments, we find sparse least squares approximate solutions to this linear equation. The performance of the approach is shown with several simulations.
Type
conference paper
Author(s)
Summers, Tyler H.
Date Issued
2016-07
Publisher
Publisher place
University of Minnesota
Published in
Proceedings of the 22nd International Symposium on Mathematical Theory of Networks and Systems
ISBN of the book
978-1-5323-1358-5
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
| Event name | Event place | Event date |
University of Minnesota | 2016-07 | |
Available on Infoscience
December 1, 2021
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