Unified Approach to MPC and MMSE Estimator Design with Intermittent Communications

MINYUE FU; DAMIÁN MARELLI; EDWIN PETERS; DANIEL QUEVEDO

Las Vegas

Conferencia; IEEE Conference on Decision and Control (CDC); 2016

Institute of Electrical and Electronics Engineers (IEEE)

In this work we consider systems where the measurements and control signals are transmitted over networks that are affected by random packet losses. In this setting, we study two separate problems. The first one is the design of an offline state estimator. The second one is the design of a LQR to be used within an MPC control strategy. Both designs take the statistics of the network and the system into account, and are optimal in the sense of minimizing given cost functions. It turns out that these two designs, of which each has an associated Riccati equation, are dual. edit{We show that the convergence of the Riccati equation associated to this dual system formulation is a necessary and sufficient condition for stability of the the estimator/controller.} Finally, we compare the performance of the proposed offline estimator with those of other estimators available from the literature