Sequence-Based Stochastic Receding Horizon Control Using IMM Filtering and Value Function Approximation

In this work, we address sequence-based stochastic receding horizon control over networks. We focus on the case where application layer acknowledgments are issued from the plant side upon reception of control inputs. Being an ordinary payload from the perspective of the underlying network, they can convey additional information that can be exploited by the controller upon reception. While this covers the notion of TCP-like and UDP-like communication usually considered in literature, the downside is that delays and losses of acknowledgments must be considered by the controller. It is known that in such cases the computation of optimal control policies is generally intractable due to the impact of the dual effect. For a usual quadratic cost criterion, we derive a tractable policy by approximating the non-convex value function by a set of coupled quadratic functions. The policy is linear in the state estimate provided by the IMM filter we proposed in a previous work and, hence, has only low computational complexity. Its performance is demonstrated in a numerical example.