Minimum-information LQG control part I: Memoryless controllers

With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication channels. With a proper design of the channels, this translates into a sequential rate-distortion problem, where we minimize the rate of information required for the controller's operation under a constraint on its external cost. Memoryless controllers are of particular interest both for the simplicity and frugality of their implementation and as a basis for studying more complex controllers. In this paper we present the optimality principle for memoryless linear controllers that utilize minimal information rates to achieve a guaranteed external-cost level. We also study the interesting and useful phenomenology of the optimal controller, such as the principled reduction of its order.

[1]  Illtyd Trethowan Causality , 1938 .

[2]  H. Witsenhausen A Counterexample in Stochastic Optimum Control , 1968 .

[3]  Toby Berger,et al.  Rate distortion theory : a mathematical basis for data compression , 1971 .

[4]  H. Witsenhausen Separation of estimation and control for discrete time systems , 1971 .

[5]  D. Williamson,et al.  Optimal finite wordlength linear quadratic regulation , 1989 .

[6]  J. Massey CAUSALITY, FEEDBACK AND DIRECTED INFORMATION , 1990 .

[7]  D. Delchamps Stabilizing a linear system with quantized state feedback , 1990 .

[8]  Thomas M. Cover,et al.  Elements of Information Theory , 2005 .

[9]  Michael L. Littman,et al.  Memoryless policies: theoretical limitations and practical results , 1994 .

[10]  Michael I. Jordan,et al.  Learning Without State-Estimation in Partially Observable Markovian Decision Processes , 1994, ICML.

[11]  Dimitri P. Bertsekas,et al.  Dynamic Programming and Optimal Control, Two Volume Set , 1995 .

[12]  V. Borkar,et al.  LQG Control with Communication Constraints , 1997 .

[13]  S. Mitter,et al.  Control of LQG systems under communication constraints , 1999, Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251).

[14]  Wing Shing Wong,et al.  Systems with finite communication bandwidth constraints. II. Stabilization with limited information feedback , 1999, IEEE Trans. Autom. Control..

[15]  S. Mitter,et al.  Information and control: Witsenhausen revisited , 1999 .

[16]  R. Evans,et al.  Stabilization with data-rate-limited feedback: tightest attainable bounds , 2000 .

[17]  Sanjoy K. Mitter,et al.  Control with Limited Information , 2001, Eur. J. Control.

[18]  Nicola Elia,et al.  Stabilization of linear systems with limited information , 2001, IEEE Trans. Autom. Control..

[19]  Jared R. Leadbetter,et al.  Control in an Information Rich World Report of the Panel on Future Directions in Control , Dynamics , and Systems , 2002 .

[20]  A. U.S.,et al.  Predictability , Complexity , and Learning , 2002 .

[21]  John Baillieul,et al.  Feedback Designs in Information-Based Control , 2002 .

[22]  Stephen P. Boyd,et al.  Joint optimization of communication rates and linear systems , 2003, IEEE Trans. Autom. Control..

[23]  Michael Gastpar,et al.  To code, or not to code: lossy source-channel communication revisited , 2003, IEEE Trans. Inf. Theory.

[24]  A. Savkin,et al.  A New Class of Hybrid Dynamical Systems : State Estimators with Bit-Rate Constraints , 2003 .

[25]  Richard M. Murray 4. Education and Outreach , 2003 .

[26]  Andrey V. Savkin,et al.  The problem of LQG optimal control via a limited capacity communication channel , 2004, Syst. Control. Lett..

[27]  Nicola Elia,et al.  When bode meets shannon: control-oriented feedback communication schemes , 2004, IEEE Transactions on Automatic Control.

[28]  Sekhar Tatikonda,et al.  Stochastic linear control over a communication channel , 2004, IEEE Transactions on Automatic Control.

[29]  Nicola Elia,et al.  Remote stabilization over fading channels , 2005, Syst. Control. Lett..

[30]  Naftali Tishby,et al.  Multivariate Information Bottleneck , 2001, Neural Computation.

[31]  Anant Sahai,et al.  The Necessity and Sufficiency of Anytime Capacity for Stabilization of a Linear System Over a Noisy Communication Link—Part I: Scalar Systems , 2006, IEEE Transactions on Information Theory.

[32]  João Pedro Hespanha,et al.  A Survey of Recent Results in Networked Control Systems , 2007, Proceedings of the IEEE.

[33]  Katharine Treadway The Code , 1873, The New England journal of medicine.

[34]  Robin J. Evans,et al.  Feedback Control Under Data Rate Constraints: An Overview , 2007, Proceedings of the IEEE.

[35]  Nuno C. Martins,et al.  Finite horizon optimal memoryless control of a delay in Gaussian noise: A simple counterexample , 2008, 2008 47th IEEE Conference on Decision and Control.

[36]  A. Matveev,et al.  Estimation and Control over Communication Networks , 2008 .

[37]  Karl Henrik Johansson,et al.  Iterative Encoder-Controller Design for Feedback Control Over Noisy Channels , 2011, IEEE Transactions on Automatic Control.

[38]  Daniel Polani,et al.  Information Theory of Decisions and Actions , 2011 .

[39]  Amir Hussain,et al.  Perception-Action Cycle , 2011 .

[40]  Milan S. Derpich,et al.  A Framework for Control System Design Subject to Average Data-Rate Constraints , 2011, IEEE Transactions on Automatic Control.

[41]  Roy Fox,et al.  Bounded Planning in Passive POMDPs , 2012, ICML.

[42]  Maxim Raginsky,et al.  Rational inattention in scalar LQG control , 2013, 52nd IEEE Conference on Decision and Control.

[43]  Pierdomenico Pepe,et al.  Memoryless solution to the optimal control problem for linear systems with delayed input , 2013, Kybernetika.

[44]  Henrik Sandberg,et al.  SDP-based joint sensor and controller design for information-regularized optimal LQG control , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[45]  Roy Fox,et al.  Optimal Selective Attention in Reactive Agents , 2015, ArXiv.

[46]  Takashi Tanaka,et al.  LQG Control with Minimal Information: Three-Stage Separation Principle and SDP-based Solution Synthesis , 2015, ArXiv.

[47]  Roy Fox,et al.  Minimum-information LQG control Part II: Retentive controllers , 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

[48]  Amir Hussain,et al.  Perception-Action Cycle: Models, Architectures, and Hardware , 2016 .

[49]  Naftali Tishby,et al.  Minimum-Information LQG Control Supplementary Material , 2016 .

[50]  Alfredo Germani,et al.  Memoryless Approach to the LQ and LQG Problems With Variable Input Delay , 2016, IEEE Transactions on Automatic Control.

[51]  Pablo A. Parrilo,et al.  Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-Offs , 2014, IEEE Transactions on Automatic Control.