Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers

@article{Lin2013DesignOO,
  title={Design of Optimal Sparse Feedback Gains via the Alternating Direction Method of Multipliers},
  author={Fu Lin and Makan Fardad and Mihailo R. Jovanovix0107},
  journal={IEEE Transactions on Automatic Control},
  year={2013},
  volume={58},
  pages={2426-2431}
}
We design sparse and block sparse feedback gains that minimize the variance amplification (i.e., the H2 norm) of distributed systems. Our approach consists of two steps. First, we identify sparsity patterns of feedback gains by incorporating sparsity-promoting penalty functions into the optimal control problem, where the added terms penalize the number of communication links in the distributed controller. Second, we optimize feedback gains subject to structural constraints determined by the… CONTINUE READING
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