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.
2019
Optimal Control; LQG Regulator,; Kalman filtering; Non-Gaussian Systems
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12610/4072
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