LQ non-Gaussian Control with I/O packet losses

The paper concerns the Linear Quadratic non-Gaussian (LQnG) sub-optimal control problem when the input and output signals travel through an unreliable network, namely Gilbert-Elliot channels. In particular, the input/output packet losses are modeled by Bernoulli sequences, and we assume that the moments of the non-Gaussian noises up to the fourth order are known. By mean of a suitable rewriting of the system through an intermittent output injection term, and by considering an augmented system with the second-order Kronecker power of the measurements, a simple solution is provided by substituting the Kalman predictor with intermittent observations of the LQG control law with a quadratic optimal predictor. Numerical simulations show the effectiveness of the proposed method.