Stochastic Control-A Moment Approach to Sparse Control Design‬
Kamgarpour, Maryam; Summers, Tyler H.
2016

Abstract

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.

Details

Title Stochastic Control-A Moment Approach to Sparse Control Design‬
Author(s) Kamgarpour, Maryam ; Summers, Tyler H.
Published in Proceedings of the 22nd International Symposium on Mathematical Theory of Networks and Systems
Conference International Symposium on Mathematical Theory of Networks and Systems, University of Minnesota, 2016-07
Date 2016-07
Publisher University of Minnesota, University of Minnesota
ISBN 978-1-5323-1358-5
Additional link https://hdl.handle.net/11299/181518
Laboratories SYCAMORE
Record Appears in Scientific production and competences > STI - School of Engineering > IGM - Institute of Mechanical Engineering > SYCAMORE - Systems Control And Multiagent Optimization Research
Peer-reviewed publications
Work outside EPFL
Conference Papers
Published
Record creation date 2021-12-01

Actions