Stochastic linear control over a communication channel
Tatikonda, S.
Sahai, A.
Mitter, S.
Yale Univ., New Haven, CT, USA;
This paper appears in: Automatic Control, IEEE Transactions on
Publication Date: Sept. 2004
Volume: 49,
Issue: 9
On page(s): 1549- 1561
ISSN: 0018-9286
INSPEC Accession Number: 8101823
Digital Object Identifier: 10.1109/TAC.2004.834430
Current Version Published: 2004-09-13
Abstract
We examine linear stochastic control systems when there is a communication channel connecting the sensor to the controller. The problem consists of designing the channel encoder and decoder as well as the controller to satisfy some given control objectives. In particular, we examine the role communication has on the classical linear quadratic Gaussian problem. We give conditions under which the classical separation property between estimation and control holds and the certainty equivalent control law is optimal. We then present the sequential rate distortion framework. We present bounds on the achievable performance and show the inherent tradeoffs between control and communication costs. In particular, we show that optimal quadratic cost decomposes into two terms: A full knowledge cost and a sequential rate distortion cost.
Index
Terms
Available to subscribers and IEEE members.
References
Available to subscribers and IEEE members.
Citing Documents
Available to subscribers and IEEE members.