IEEE Transactions on Automatic Control, Vol.65, No.8, 3616-3622, 2020
Optimal Local and Remote Controllers With Unreliable Uplink Channels: An Elementary Proof
Recently, a model of a decentralized control system with local and remote controllers connected over unreliable channels was presented in [1]. The model has a nonclassical information structure that is not partially nested. Nonetheless, it is shown in [1] that the optimal control strategies are linear functions of the state estimate (which is a nonlinear function of the observations). Their proof is based on a fairly sophisticated dynamic programming argument. In this article, we present an alternative and elementary proof of the result which uses common information-based conditional independence and completion of squares.
Keywords:Optimal control;Random variables;Uplink;Linear systems;Estimation error;Decentralized control;Dynamic programming;Certainty equivalence;common information approach;linear systems;networked control systems;separation of estimation and control