Data Transmission Over Networks for Estimation and Control

We consider the problem of controlling a linear time invariant process when the controller is located at a location remote from where the sensor measurements are being generated. The communication from the sensor to the controller is supported by a communication network with arbitrary topology composed of analog erasure channels. Using a separation principle, we prove that the optimal linear-quadratic-Gaussian (LQG) controller consists of an LQ optimal regulator along with an estimator that estimates the state of the process across the communication network. We then determine the optimal information processing strategy that should be followed by each node in the network so that the estimator is able to compute the best possible estimate in the minimum mean squared error sense. The algorithm is optimal for any packet-dropping process and at every time step, even though it is recursive and hence requires a constant amount of memory, processing and transmission at every node in the network per time step. For the case when the packet drop processes are memoryless and independent across links, we analyze the stability properties and the performance of the closed loop system. The algorithm is an attempt to escape the viewpoint of treating a network of communication links as a single end-to-end link with the probability of successful transmission determined by some measure of the reliability of the network

Optimal LQG Control Across a Packet-Dropping Link

We examine optimal Linear Quadratic Gaussian control for a system in which communication between the sensor (output of the plant) and the controller occurs across a packet-dropping link. We extend the familiar LQG separation principle to this problem that allows us to solve this problem using a standard LQR state-feedback design, along with an optimal algorithm for propagating and using the information across the unreliable link. We present one such optimal algorithm, which consists of a Kalman Filter at the sensor side of the link, and a switched linear filter at the controller side. Our design does not assume any statistical model of the packet drop events, and is thus optimal for an arbitrary packet drop pattern. Further, the solution is appealing from a practical point of view because it can be implemented as a small modification of an existing LQG control design