Coding and Control for Linear Gaussian Systems: Separation, Optimality and Linearity
摘要
In the previous chapter, we obtained the structure of optimal encoders for general stochastic, controlled and control-free, dynamical systems. Due to the prominence of Linear-Quadratic-Gaussian (LQG) systems (in analogy with the separate treatment of non-linear filtering and Kalman filtering in stochastic control), we dedicate here a stand-alone chapter covering solely LQG systems controlled over information constrained channels.