Lack of separation principle for quantized linear quadratic Gaussian control

Title: Lack of separation principle for quantized linear quadratic Gaussian control
Creator: Fu, Minyue
Relation: IEEE Transactions on Automatic Control Vol. 57, Issue 9, p. 2385-2390
Publisher Link: http://dx.doi.org/10.1109/TAC.2012.2187010
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: journal article
Date: 2012
Description: This technical note studies the quantized linear quadratic Gaussian (LQG) control problem which is generalized from the classical LQG control but with the constraint that the feedback signal is quantized with a fixed bit rate. We show that state feedback control, state estimation and quantization can not be fully separated in general. Only a weak separation principle holds which converts the quantized LQG control problem into a quantized state estimation problem. Further separation of estimation and quantization is not possible in general. A concrete example is provided to demonstrate this fact. It is also shown that the so-called “whitening” approach to quantized state estimation is not optimal.
Subject: certainty equivalence; linear quadratic Gaussian control; networked control; quantized estimation; quantized feedback control; separation principle
Identifier: http://hdl.handle.net/1959.13/1309276
Identifier: uon:21824
Identifier: ISSN:0018-9286
Language: eng
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