LQG optimality and separation principle for general discrete time partially observed stochastic systems over finite capacity communication channels
| Autor: | Charalambous, Charalambos D., Farhadi, A. |
|---|---|
| Přispěvatelé: | Charalambous, Charalambos D. [0000-0002-2168-0231] |
| Rok vydání: | 2008 |
| Předmět: |
Sufficient conditions
Linear quadratic gaussian Optimality Separation principles White noise Information theory Separation principle Trajectories Isomers Channel capacity System stability Control theory Information transmissions Rate distortions Mathematics Stochastic systems Finite capacities Encoder/decoder Discrete times Restoration Gaussian symbols Trellis codes Shannon lower bounds Gaussian noise (electronic) Stability Data_CODINGANDINFORMATIONTHEORY Linear-quadratic-Gaussian control Controlled systems Communication systems Separation symbols.namesake Communication channels (information theory) Control sequences Additive white gaussian noise channels Electrical and Electronic Engineering Networked Stabilizability Computer Science::Information Theory Stochastic control Communication channels Control systems Distortion measures System outputs Capacity Shannon entropy rates Image coding Electric distortion Detectability Shannon–Hartley theorem Additive white Gaussian noise Stochastic control systems Control and Systems Engineering Gaussian noise Signal distortion Rate distortion |
| Zdroj: | Automatica |
| Popis: | This paper is concerned with control of stochastic systems subject to finite communication channel capacity. Necessary conditions for reconstruction and stability of system outputs are derived using the Information Transmission theorem and the Shannon lower bound. These conditions are expressed in terms of the Shannon entropy rate and the distortion measure employed to describe reconstruction and stability. The methodology is general, and hence it is applicable to a variety of systems. The results are applied to linear partially observed stochastic Gaussian controlled systems, when the channel is an Additive White Gaussian Noise (AWGN) channel. For such systems and channels, sufficient conditions are also derived by first showing that the Shannon lower bound is exactly equal to the rate distortion function, and then designing the encoder, decoder and controller which achieve the capacity of the channel. The conditions imposed are the standard detectability and stabilizability of Linear Quadratic Gaussian (LQG) theory, while a separation principle is shown between the design of the control and communication systems, without assuming knowledge of the control sequence at the encoder/decoder. Crown Copyright © 2008. 44 12 3181 3188 |
| Databáze: | OpenAIRE |
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