Rate-cost tradeoffs in scalar LQG control and tracking with side information
Rate-cost tradeoffs in scalar LQG control and tracking with side information
复制标题
标量 LQG 控制和附带信息跟踪中的速率成本权衡
DOI：
10.1109/allerton.2018.8635889
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发表时间：
2018
期刊：
影响因子：
--
通讯作者：
Hassibi, Babak
中科院分区：
文献类型：
--
作者：
Kostina, Victoria;Hassibi, Babak
考虑一个控制问题，其中远程控制器基于关于系统状态的两种信息选择其控制动作：它通过速率约束反馈链路从系统接收的信息，以及边信息-它直接观察到的系统状态的噪声测量。控制器的目标是最小化状态变量和控制信号中的二次成本函数，称为线性二次调节器（LQR）。我们研究了通信速率，期望成本B和边信息的质量之间的基本权衡。由于估计和控制之间的分离原则，我们专注于跟踪问题，其中的目标是跟踪系统的状态，而不是控制它。它用有向互信息来表达，并且将经典（非因果）Wyner-Ziv率失真函数扩展到编码器和解码器处具有因果关系约束和过去记忆的实时跟踪问题。我们在标量线性高斯设置中计算该函数;我们绘制了与卡尔曼滤波器的链接;我们表明，在编码器处也提供边信息无助于提高最佳权衡。
Consider a control problem in which a remote controller chooses its control action based on two kinds of information about the system state: the information it receives from the system via a rate-constrained feedback link, and side information - a noisy measurement of the system state it observes directly. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal, known as the linear quadratic regulator (LQR). We study the fundamental tradeoff between the communication rate, the expected cost b and the quality of side information. Due to a separation principle between estimation and control, we focus on the tracking problem, where the goal is to track the system state rather than to control it. We introduce the causal rate-distortion function with side information at the decoder. It is expressed in terms of directed mutual information, and it extends the classical (noncausal) Wyner-Ziv rate-distortion function to real-time tracking problems with causality constraints and memory of the past at both encoder and decoder. We compute that function in the scalar linear Gaussian setting; we draw a link with the Kalman filter; we show that making side information available also at the encoder does not help to improve the optimal tradeoffs.
影响因子：
2.5
作者：
Derpich, Milan S.;Ostergaard, Jan
通讯作者：
Ostergaard, Jan