Jointly Optimal LQG Quantization and Control Policies for Multi-Dimensional Systems | IEEE Journals & Magazine | IEEE Xplore

Jointly Optimal LQG Quantization and Control Policies for Multi-Dimensional Systems


Abstract:

For controlled Rn-valued linear systems driven by Gaussian noise under quadratic cost criteria, we investigate the existence and the structure of optimal quantization and...Show More

Abstract:

For controlled Rn-valued linear systems driven by Gaussian noise under quadratic cost criteria, we investigate the existence and the structure of optimal quantization and control policies. For fully observed and partially observed systems, we establish the global optimality of a class of predictive encoders and show that an optimal quantization policy exists, provided that the quantizers allowed are ones which have convex codecells. Furthermore, optimal control policies are linear in the conditional estimate of the state, and a form of separation of estimation and control holds.
Published in: IEEE Transactions on Automatic Control ( Volume: 59, Issue: 6, June 2014)
Page(s): 1612 - 1617
Date of Publication: 28 November 2013

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