Approximation by Simple Poles -- Part II: System Level Synthesis Beyond Finite Impulse Response

Abstract: In Part I, a novel Galerkin-type method for finite dimensional approximations of transfer functions in Hardy space was developed based on approximation by simple poles. In Part II, this approximation is applied to system level synthesis, a recent approach based on a clever reparameterization, to develop a new technique for optimal control design. To solve system level synthesis problems, prior work relies on finite impulse response approximations that lead to deadbeat control, and that can experience infeasibility and increased suboptimality, especially in systems with large separation of time scales. The new design method does not result in deadbeat control, is convex and tractable, always feasible, can incorporate prior knowledge, and works well for systems with large separation of time scales. Suboptimality bounds with convergence rate depending on the geometry of the pole selection are provided. An example demonstrates superior performance of the method.