— We consider the problem of designing optimal distributed controllers whose impulse response has limited propagation speed. We introduce a state-space framework in which such controllers can be described. We show that the optimal control problem is not convex with respect to certain state-space design parameters, and demonstrate a reasonable relaxation that renders the problem convex. This relaxation is associated with an iterative numerical scheme known as the Steiglitz-McBride (SM) algorithm. We improve the SM algorithm by using the algebraic Lyapunov equation to relieve time integration, thus significantly reducing computational costs.
Makan Fardad, Mihailo R. Jovanovic