Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
LQG Control with Minimum Directed Information
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2016 (English)In: 2016 IEEE 55th Conference on Decision and Control, CDC 2016, Institute of Electrical and Electronics Engineers (IEEE), 2016, 7359-7364 p., 7799406Conference paper (Refereed)
Abstract [en]

We consider a framework of LQG optimal control in which Massey's directed information from the state sequence to the control sequence is minimized The use of directed information in this study is motivated by the data-rate minimization in quantized LQG control. We show that an optimal control policy in our framework can be realized by a simple three stage architecture comprising (i) a linear sensor with additive Gaussian noise, (ii) a Kalman filter, and (iii) a certainty equivalence controller. This result can be viewed as an integration of two previously known separation theorems: the filter-controller separation theorem in the standard LQG control theory, and the sensor-filter separation theorem that arises in zero-delay rate-distortion theory for Gauss-Markov sources. A tractable computational algorithm based on semidefinite programming is proposed to synthesize an optimal policy.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2016. 7359-7364 p., 7799406
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-208575DOI: 10.1109/CDC.2016.7799406ISI: 000400048107092ScopusID: 2-s2.0-85010791225ISBN: 978-1-5090-1837-6 OAI: oai:DiVA.org:kth-208575DiVA: diva2:1107396
Conference
55th IEEE Conference on Decision and Control, CDC 2016, ARIA Resort and Casino Las Vegas, United States, 12 December 2016 through 14 December 2016
Note

QC 20170609

Available from: 2017-06-09 Created: 2017-06-09 Last updated: 2017-06-09Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Tanaka, Takashi
By organisation
Automatic ControlACCESS Linnaeus Centre
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

Altmetric score

Total: 1 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf