Agent-level optimal LQG control of dynamically decoupled systems with processing delays

Abstract: We consider the problem of controlling a set of dynamically decoupled plants where the plants' subcontrollers communicate with each other according to a fixed and known network topology. We assume the communication to be instantaneous but there is a fixed processing delay associated with incoming transmissions. We provide explicit closed-form expressions for the optimal decentralized controller under these communication constraints and using standard LQG assumptions for the plants and cost function. Although this problem is convex, it is challenging due to the irrationality of continuous-time delays and the decentralized information-sharing pattern. We show that the optimal subcontrollers each have an observer-regulator architecture containing LTI and FIR blocks and we characterize the signals that subcontrollers should transmit to each other across the network.