Conference Contribution

Optimal Control over Networks with Long Random Delays

Bo Lincoln, Bo Bernhardsson


This paper studies the effects of stochastic time delays on automatic control systems which uses communication networks. We assume a linear process to be controlled and known delay probability distributions. The contribution of this paper is to extend the theory in (Nilsson 1998) to delays that may be longer than one sample period. Using a quadratic cost we find the optimal full-state-information controller. We also show that the standard Kalman filter is an optimal observer, and that the separation principle holds.


Stochastic control,time delays,optimal control,separation principle

In Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, January 2000.

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