DocumentCode
839870
Title
Optimal quantized control
Author
Fischer, Thomas R.
Author_Institution
Texas A&M University, College Station, TX, USA
Volume
27
Issue
4
fYear
1982
fDate
8/1/1982 12:00:00 AM
Firstpage
996
Lastpage
998
Abstract
The optimal closed-loop quantized control is derived for the linear-quadratic-Gaussian formulation and shown to be separable in estimation, control, and quantization. The optimal quantizer is time-varying and minimizes a quadratic distortion measure with weighting matrix dependent upon the solution to the matrix Riccati equation. The optimal cost-togo is shown to be the sum of the cost-to-go for the optimal continuous-valued control solution and a term reflecting the quantizer distortion.
Keywords
Linear quadratic Gaussian (LQG) control; Quantized control, linear systems; Algorithm design and analysis; Communication system control; Control systems; Covariance matrix; Distortion measurement; Open loop systems; Optimal control; Quantization; Riccati equations; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1982.1103050
Filename
1103050
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