Title
LQG control with Markovian packet loss
Abstract
This paper is concerned with the optimal LQG control of a system through lossy data networks. In particular we will focus on the case where control commands are issued to the system over a communication network where packets may be randomly dropped according to a two-state Markov chain. Under these assumptions, the optimal finite-horizon LQG problem is solved by means of dynamic programming arguments. The infinite horizon LQG control problem is explored and conditions to ensure its convergence are investigated. Finally it is shown how the results presented in this paper can be employed in the case that also the observation packet may be dropped. A numerical simulation shows the relationship between the convergence of the LQG cost and the value of the parameters of the Markov chain.
Year
Venue
Keywords
2013
Control Conference
markov processes,convergence of numerical methods,dynamic programming,linear quadratic gaussian control,lqg cost convergence,markovian packet loss,communication network,control commands,dynamic programming arguments,infinite horizon lqg control problem,linear quadratic gaussian,lossy data networks,numerical simulation,observation packet,optimal finite-horizon lqg control problem,two-state markov chain,convergence,optimal control,packet loss
Field
DocType
Citations 
Convergence (routing),Mathematical optimization,Markov process,Linear-quadratic-Gaussian control,Control theory,Markov chain,Network packet,Packet loss,Optimal projection equations,Linear-quadratic regulator,Mathematics
Conference
9
PageRank 
References 
Authors
0.49
9
4
Name
Order
Citations
PageRank
Yilin Mo189151.51
Yilin Mo289151.51
E. Garone3578.10
Bruno Sinopoli42837188.08