July 2006.
The problem of finding an optimal decentralized controller is
considered, where both the plant and the controllers under
consideration are rational. It has been shown that a condition called
quadratic invariance, which relates the plant and the constraints
imposed on the desired controller, allows the optimal decentralized
control problem to be cast as a convex optimaization problem, provided
that a controller is given which is both stable and stabilizing. This
paper shows how, even when such a controller is not provided, the
optimal decentralized control problem may still be cast as a convex
optimization problem, albeit a more complicated one. The solution of
the resulting convex problem is then discussed.
The result that quadratic invariance gives convexity is thus extended
to all finite-dimensional linear problems. In particular, this result
may now be used for plants which are not strongly stablizable, or for
which a stabilizing controller is simply difficult to find. The
results hold in continuous-time or discrete-time.