LQ Non-Gaussian Regulator With Markovian Control

被引：12

作者：

Battilotti, Stefano ^{[1
]}

Cacace, Filippo ^{[2
]}

d'Angelo, Massimiliano ^{[1
]}

Germani, Alfredo ^{[3
]}

Sinopoli, Bruno ^{[4
]}

机构：

[1] Sapienza Univ Roma, Dipartimento Ingn Informat Automat & Gest, I-00186 Rome, Italy

[2] Univ Campus Biomed Roma, I-00144 Rome, Italy

[3] Univ Aquila, Dipartimento Ingn & Sci Informaz Matemat, I-67100 Laquila, Italy

[4] Washington Univ, Elect & Syst Engn Dept, St Louis, MO 63130 USA

来源：

IEEE CONTROL SYSTEMS LETTERS | 2019年 / 3卷 / 03期

关键词：

Optimal control; LQG regulator; Kalman filtering; non-Gaussian systems;

D O I：

10.1109/LCSYS.2019.2916287

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This letter concerns the linear quadratic non-Gaussian (LQnG) sub-optimal control problem when the input signal travels through an unreliable network, namely a Gilbert-Elliot channel. In particular, the control input packet losses are modeled by a two-state Markov chain with known transition probability 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 output injection term, and by considering an augmented system with the second-order Kronecker power of the measurements, a simple solution is provided by substituting the Kalman predictor of the LQG control law with a quadratic optimal predictor. Numerical simulations show the effective ness of the proposed method.

引用

页码：679 / 684

页数：6

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