Decentralized Estimation and Control for Leader-Follower Networked Systems with Asymmetric Information Structure (2509.15467v1)

Abstract: In this paper, the decentralized estimation and linear quadratic (LQ) control problem for a leader-follower networked system (LFNS) is studied from the perspective of asymmetric information. Specifically, for a leader-follower network, the follower agent will be affected by the leader agent, while the follower agent will not affect the leader agent. Hence, the information sets accessed by the control variables of the leader agent and the follower agent are asymmetric, which will bring essential difficulties in finding the optimal control strategy. To this end, the orthogonal decomposition method is adopted to achieve the main results. The main contributions of this paper can be summarized as follows: Firstly, the optimal iterative estimation is derived using the conditional independence property established in this paper. Secondly, the optimal decentralized control strategy is derived by decoupling the forward-backward stochastic difference equations (FBSDEs), based on the derived optimal iterative estimation. Thirdly, the necessary and sufficient conditions for the feedback stabilization of the LFNS in infinite-horizon are derived. Finally, the proposed theoretical results are applied to solve the decentralized control problem of a leader-follower autonomous underwater vehicle (LF-AUV) system. The optimal control inputs for the AUVs are provided, and simulation results verify the effectiveness of the obtained results.