0368083 - ÚTIA 2012 CZ eng A - Abstract
Tichý, Ondřej - Šmídl, Václav
Decentralization of Fully Probabilistic Control Design using Variational Bayes Approximation.
Abstracts of Contributions to 7th International Workshop on Data - Algorithms - Decision Making. Praha: ÚTIA AVČR, v.v.i, 2011 - (Janžura, M.; Ivánek, J.). s. 37-37
[7th International Workshop on Data – Algorithms – Decision Making. 27.11.2011-29.11.2011, Mariánská]
R&D Projects: GA TA ČR TA01030603
Institutional research plan: CEZ:AV0Z10750506
Keywords : fully probabilistic control design * variational bayes approximation * distributed control design
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2011/AS/tichy-decentralization of fully probabilistic control design using variational bayes approximation.pdf

We are concerned with design of decentralization control strategy for stochastic systems with global performance measure. Such a strategy is required e.g. for creation of a distributed control systems for traffic light signalization. The technique of Fully Probabilistic Control Design (FPD) is capable of solving the task for centralized control strategy via Kullback-Leibler divergence (KLD) minimization. In this contribution, we propose a way for decentralization of FPD using the Variational Bayes (VB) approximation. This approximation is a well known technique of Bayesian estimation and it is based on approximation of the true posterior density by a product of conditionally independent densities, VB-marginals. The fundamental principle is again minimization of the KLD between a product of conditionally independent densities and the true posterior. Typically, the solution is found in the form of a set of implicit equations.
Permanent Link: http://hdl.handle.net/11104/0202538