Difference between revisions of "NCS: Packetbased Control: the TCP case"
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−  * <p>[http://robotics.eecs.berkeley.edu/~sinopoli/  +  * <p>[http://robotics.eecs.berkeley.edu/~sinopoli/Sinopoli_ifac.pdf LQG Control with Missing Observation and Control Packets], B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla and S. Sastry. Ifac 05</p> 
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+  * <p>[http://robotics.eecs.berkeley.edu/~sinopoli/cdc05.pdf An LQG Optimal Linear Controller for Control Systems with Packet Losses], B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla and S. Sastry. CDC 05</p>  
<! A reading list for the lecture. This will typically be 35 articles or book chapters that are particularly relevant to the material being presented. The reading list should be annotated to explain how the articles fit into the topic for the lecture. >  <! A reading list for the lecture. This will typically be 35 articles or book chapters that are particularly relevant to the material being presented. The reading list should be annotated to explain how the articles fit into the topic for the lecture. > 
Revision as of 07:49, 28 April 2006
Prev: Packetbased Estimation  Course Home  Next: Packetbased control UDP 
In this lecture we consider the Linear Quadratic Gaussian (LQG) optimal control problem in the discrete time setting and when data loss may occur between the sensors and the estimationcontrol unit and between the latter and the actuation points. We focus on the case where the arrival of the control packet is acknowledged at the receiving actuator, as it happens with the common Transfer Control Protocol (TCP). We start by showing that the separation principle holds. Additionally, we can prove that the optimal LQG control is a linear function of the state. Finally, building upon the results shown in the previous lecture on estimation with unreliable communication, we show the existence of critical arrival probabilities below which the optimal controller fails to stabilize the system. This is done by providing analytic upper and lower bounds on the cost functional. In the previous lectures we showed that, for protocols where packets are acknowledged at the receiver (e.g.\ TCP type protocols), the separation principle holds. Moreover, the optimal LQG control is a linear function of the state. Finally, we showed the existence of critical arrival probabilities below which the optimal controller fails to stabilize the system. In this lecture we focus on UDPlike protocols. It turns out that when there is no feedback on whether a control packet has been delivered or not (e.g. UDP type protocols), the LQG optimal controller is in general nonlinear function of the information state. In the particular case where there is no measurement noise and the observation matrix C is invertible, we are able to show that the optimal controller is again linear, even if the separation principle still doesn't hold. Necessary conditions on the arrival probabilities for state boundedness are provided.
Lecture Materials
For this lecture consider pages 7188.
Reading

LQG Control with Missing Observation and Control Packets, B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla and S. Sastry. Ifac 05

An LQG Optimal Linear Controller for Control Systems with Packet Losses, B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla and S. Sastry. CDC 05
Additional Resources
 RealTime Control Systems with Delays, by Johan Nilsson, PhD Thesis.
Books

Stochastic Systems: Estimation, Identification and Adaptive Control, by P.R. Kumar, P. Varaiya, Prentice Hall, 1986. Difficult to find (Richard has a copy though). Even if it is not the most user friendly reading, chapters 6 to 8 contain a good reference for dynamic programming and LQG control.

Dynamic Programming and Optimal Control, by D. Bertsekas.

NeuroDynamic Programming, by D. Bertsekas and J. Tsitsiklis.