Optimal coding and control for linear gaussian systems over gaussian channels under quadratic cost

Serdar Yüksel, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter obtains optimal solutions for encoders and controllers under quadratic cost functions for linear Gaussian systems controlled over Gaussian channels, proving also the existence of optimal solutions. Furthermore, the chapter identifies conditions under which optimal coding and control policies are linear. A large class of network settings where optimal policies are non-linear is identified.

Original languageEnglish (US)
Title of host publicationSystems and Control
Subtitle of host publicationFoundations and Applications
PublisherBirkhauser
Pages373-397
Number of pages25
Edition9781461470847
DOIs
StatePublished - Jan 1 2013

Publication series

NameSystems and Control: Foundations and Applications
Number9781461470847
ISSN (Print)2324-9749
ISSN (Electronic)2324-9757

Keywords

  • Gaussian channels
  • LQG problems
  • Linear Gaussian systems
  • Optimality of linear policies
  • Simultaneousoptimization of coding and control policies

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Computer Science Applications
  • Control and Optimization
  • Computational Mathematics

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