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Optimal Coding and Control for Linear Gaussian Systems Over Gaussian Channels Under Quadratic Cost

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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.

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Yüksel, S., Başar, T. (2013). Optimal Coding and Control for Linear Gaussian Systems Over Gaussian Channels Under Quadratic Cost. In: Stochastic Networked Control Systems. Systems & Control: Foundations & Applications. Birkhäuser, New York, NY. https://doi.org/10.1007/978-1-4614-7085-4_11

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