A separation principle for decentralized state-feedback optimal control

A cooperative control problem is considered in which dynamically decoupled subsystems must control their own states through state feedback in order to optimize a global quadratic cost. The states of the subsystems are coupled only through the cost function and correlated external disturbances. The architecture is truly decentralized; no communication between subsystems or their controllers is permitted. The main result of this paper is that the optimal decentralized controller satisfies a new separation principle that is strikingly similar to the celebrated result from centralized optimal control theory, but does not appear to follow from it. Roughly speaking, the optimal decentralized control strategy for each subsystem is the product of a static control gain and a global state estimate, and each can be separately computed.