Abstract
A convergent version of the Anderson-Moore algorithm for the optimal output feedback problem is applied to a class of optimal decentralized control problems. The algorithm is based on a positive definite approximation of the second-order Taylor-series expansion of the loss function. Numerical results show that the algorithm performs favourably when compared with the method of Geromel and Bernussou (1979) ( Automatica, 15, 489) and with variable metric function minimization techniques.
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