The paper concerns the Linear Quadratic non-Gaussian (LQnG) sub-optimal control problem when the input signal travels along an unreliable network, namely a Gilbert-Elliot channel. In particular, the control input packet losses aremodeled by a two-state Markov chain with known transitionprobability matrix, and we assume that the moments of the non-Gaussian noise sequences up to the fourth order are known.By mean of a suitable rewriting of the system through an outputinjection term, and by considering an augmented system withthe second-order Kronecker power of the measurements, a simplesolution is provided by substituting the Kalman predictor of theLQG control law with a quadratic optimal predictor.Numerical simulations show the effectiveness of the proposed method.
LQ non-Gaussian Regulator with Markovian Control
CACACE F;
2019-01-01
Abstract
The paper concerns the Linear Quadratic non-Gaussian (LQnG) sub-optimal control problem when the input signal travels along an unreliable network, namely a Gilbert-Elliot channel. In particular, the control input packet losses aremodeled by a two-state Markov chain with known transitionprobability matrix, and we assume that the moments of the non-Gaussian noise sequences up to the fourth order are known.By mean of a suitable rewriting of the system through an outputinjection term, and by considering an augmented system withthe second-order Kronecker power of the measurements, a simplesolution is provided by substituting the Kalman predictor of theLQG control law with a quadratic optimal predictor.Numerical simulations show the effectiveness of the proposed method.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
