Uncertain AoI in Stochastic Optimal Control of Networked and Constrained LTI Systems

Abstract: This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is proposed which uses a disturbance feedback and the age of information as central aspects. The disturbance feedback is an extension of the control law used for balanced stochastic optimal control previously proposed for control systems without network. Balanced optimality is understood as a compromise between minimizing of expected deviations from the reference and minimization of the uncertainty of future states. Time-varying state constraints as well as time-invariant input constraints are considered, and the controllers are synthesized by semi-definite programs.