On LQG control across a stochastic packet-dropping link

Abstract

In this paper, we consider the problem of optimal Linear Quadratic Gaussian control of a system in which communication between the sensor and the controller occurs across a packet-dropping link. We first prove a separation principle 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. Then 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 any 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.