Title :
Optimal quantized control
Author :
Fischer, Thomas R.
Author_Institution :
Texas A&M University, College Station, TX, USA
fDate :
8/1/1982 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1103050
