Time-Invariant Prefix Coding for LQG Control

نویسندگان

چکیده

Motivated by control with communication constraints, in this work we develop a time-invariant data compression architecture for linear-quadratic-Gaussian (LQG) minimum bitrate prefix-free feedback. For any fixed performance, the approach propose nearly achieves known directed information (DI) lower bounds on time-average expected codeword length. We refine analysis of classical achievability approach, which required quantized plant measurements to be encoded via time-varying lossless source code. prove that sequence random variables describing quantizations has limiting distribution and may code optimized without added time-asymptotic redundancy. Our result follows from analyzing long-term stochastic behavior system, permits us additionally guarantee length (as opposed length) is almost surely within few bits DI. To our knowledge, first literature. The originally published version supplementary material included proof contained an error turned out inconsequential. This updated preprint corrects error, appeared under Lemma A.7.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

MPC/LQG for Infinite-Dimensional Systems Using Time-Invariant Linearizations

We provide a theoretical framework for model predictive control of infinite-dimensional systems, like, e.g., nonlinear parabolic PDEs, including stochastic disturbances of the input signal, the output measurements, as well as initial states. The necessary theory for implementing the MPC step based on an LQG design for infinite-dimensional linear time-invariant systems is presented. We also brie...

متن کامل

Housekeeping for prefix coding

We consider the problem of constructing and transmitting the prelude for Huffman coding. With careful organization of the required operations and an appropriate representation for the prelude, it is possible to make semistatic coding efficient even when , the size of the source alphabet, is of the same magnitude as , the length of the message being coded. The proposed structures are of direct r...

متن کامل

Discrete-time Adaptive Lqg/ltr Control

An adaptive discrete-time LQG control with loop transfer recovery (LTR) is considered. The control problem is analyzed using state-space model and the parameter estimation problem is implemented for corresponding discrete-time model in transfer function form obtained via ZOH. Thus the direct estimation of model parameters is possible by means of standard RLS or ERLS procedure and the adaptive c...

متن کامل

Formulas for Discrete Time LQR, LQG, LEQG and Minimax LQG Optimal Control Problems

The purpose of this paper is to provide a unified presentation of the formulas arising in the discrete-time finite-horizon linear Linear Quadratic Regulator problem, the Linear Quadratic Gaussian problem, the Linear Exponential of Quadratic Gaussian problem, and the minimax Linear Quadratic Gaussian problem. For these classes of optimal control problems, the paper presents formulas for optimal ...

متن کامل

Guaranteed Performance Control for Discrete-time Lqg Problems

Guaranteed performance control is considered in this paper for discretetime LQG problems by minimizing the probability that the performance index is over a preselected threshold. It is proven that this guaranteed performance control problem can be converted into a mean-variance control problem which can be solved by using an embedding scheme. An optimal open-loop feedback control law is derived...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE journal on selected areas in information theory

سال: 2022

ISSN: ['2641-8770']

DOI: https://doi.org/10.1109/jsait.2022.3232060