Kamgarpour, MaryamSummers, Tyler H.2021-12-012021-12-012021-12-012016-07https://infoscience.epfl.ch/handle/20.500.14299/183439We 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.text::conference output::conference proceedings::conference paper