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An approximate solution to the decentralized two-controller infinite-horizon scalar LQG problem: Part I- fast dynamics

2013/08/23 by Se Yong Park, Park, Se Yong, Anant Sahai +1
Computer Science · Engineering · Mathematics · #Advanced Wireless Communication Techniques #Cooperative Communication and Network Coding #FOS: Mathematics #Optimization and Control (math.OC) #Wireless Communication Security Techniques #math.OC

paper · pdf · doi:10.48550/arxiv.1308.5044

arxiv created 2013/08/23 · openalex publication_date 2013/08/23 · arxiv updated 2013/08/26 · openalex created_date 2024/04/11 · openalex updated_date 2026/07/28

Abstract

We consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers, focusing on the fast dynamics case when the (scalar) eigenvalue of the system is large. It is shown that the best linear controllers' performance can be an arbitrary factor worse than the optimal performance. We propose a set of finite-dimensional nonlinear controllers, and prove that the proposed set contains an easy-to-find approximately optimal solution that achieves within a constant ratio of the optimal quadratic cost. The insight for nonlinear strategies comes from revealing the relationship between information flow in control and wireless information flow. More precisely, we discuss a close relationship between the high-SNR limit in wireless communication and fast-dynamics case in decentralized control, and justify how the proposed nonlinear control strategy can be understood as exploiting the generalized degree-of-freedom gain in wireless communication theory. For a rigorous justification of this argument, we develop new mathematical tools and ideas. To reveal the relationship between infinite-horizon problems and generalized MIMO Witsenhausen's counterexamples, we introduce the idea of geometric slicing. To analyze the nonlinear strategy performance, we introduce an approximate-comb-lattice model for the relevant random variables.

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