NCS: Packet-based Control: the TCP case

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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 estimation-control 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.

Lecture Materials

For this lecture consider pages 57-71.


Additional Resources


  • 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.