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Commit edb25530 authored by Marcus Thelander Andrén's avatar Marcus Thelander Andrén
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# Project Description
# Overview
This project contains supplemental Matlab code for the article:
>M. Thelander Andrén, B. Bernhardsson, A. Cervin and K. Soltesz,
>"On Event-Based Sampling for H2-Optimal Control", In Proc. 56th IEEE Conf.
>on Decision and Control, Melbourne, Australia, 2017
>"On Event-Based Sampling for LQG-Optimal Control", In Proc. 56th IEEE Conf.
>on Decision and Control, 2017
It demonstrates a numerical method for computing the optimal event-based sampling
scheme for the continious-time LQG problem. The problem is related to an elliptic
convection-diffusion type of partial-differential equation (PDE) with free
boundary, a so called Stefan problem. The PDE is:
scheme for the continious-time LQG problem. The problem is related to an
elliptic, convection-diffusion type of partial-differential equation
(PDE) with free boundary, a so called Stefan problem. The PDE is:
'''math
x_H^\intercalQx_H
'''
```math
\forall x_{\text{\tiny H}}\in \mathbb{R}^n: \begin{cases}
x_{\text{\tiny H}}^\intercal Qx_{\text{\tiny H}} - J + x_{\text{\tiny H}}^\intercal A^\intercal \nabla V + \frac{1}{2}\text{Tr}(R\nabla^2V) = 0, \\
V(x_{\text{\tiny H}})\leq \rho + V(0),
\end{cases}\quad\quad
\forall x_{\text{\tiny H}} \in \partial \Omega:
\begin{cases}
V(x_{\text{\tiny H}}) = \rho + V(0),\\
\nabla V = 0.
\end{cases}
```
The solution to this PDE is the value function $V$, and the free boundary
$\partial\Omega$
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The solution to this PDE is the value function $`V`$, and the free boundary
$`\partial \Omega`$ is the threshold on the state $`x_{\text{\tiny H}}`$ which
defines the optimal sampling scheme. For more details, we refer to the [article](cdc2017_paper.pdf).
\ No newline at end of file
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