Parametrical Optimization Approach For Decentralized Regulation Of Discrete Systems.

The problem of optimal decentralized control for an interconnected discrete system has been investigated. The approach used is called parametrical optimization which consists of defining a parameterized class of control and then using some nonlinear optimization algorithm in order to determine, in this case, an element which is, at least, locally optimum. Starting from a linear quadratic dynamic optimization problem, the parametric optimization problem is first defined and written in a matrix formulation. For that, a simple way to find the cost gradient matrix with respect to the feedback gain is derived.2312313