Separation is Optimal for LQR under Intermittent Feedback
Authors: Abdullah Y. Etcibasi, C. Emre Koksal, Eylem Ekici
Organizations: The Ohio State University
Abstract
We study finite-horizon linear-quadratic regulation of a scalar linear system with intermittent state feedback under an average communication-rate constraint. In this setting, the scheduling policy and controller are generally coupled through the dual effect: transmission decisions shape future estimation errors, while control actions influence the information available for scheduling. Existing treatments often recover tractability by restricting attention to symmetric scheduling policies, but the optimality of this restriction has remained unclear. We show that, for i.i.d. zero-mean disturbances, symmetric policies are optimal. Consequently, the communication-constrained LQR problem admits a separation structure. The optimal controller is a linear feedback law independent of the scheduling policy, while the optimal scheduler is obtained from a dynamic program. We further show that the optimal scheduling rule is a symmetric threshold policy in the accumulated disturbance since the most recent update.
Age of Information (AoI) has become a central metric for the design of wireless update systems, especially in applications where fresh measurements support tracking, estimation, and control. Despite its popularity, the use of mean AoI or peak AoI as a surrogate for closed-loop performance is often motivated by intuition rather than by a control-theoretic derivation. This paper examines whether minimizing the mean AoI is in fact optimal for networked control systems. For scalar linear time-invariant systems with delayed intermittent updates, we show that, under state-independent scheduling policies, the infinite-horizon LQR tracking problem reduces to an optimization over the distribution of inter-scheduling intervals. The resulting objective depends on higher-order statistical moments, and in unstable or correlated regimes on exponential moments, of the inter-scheduling process rather than only on its mean. Consequently, policies with identical mean AoI can induce substantially different tracking costs. We further extend the analysis to disturbances with exponentially decaying autocorrelation and derive equivalent cost formulations that expose the role of the full interval distribution. Finally, we evaluate the theory using real vehicle trajectories from the NGSIM US-101 dataset. The empirical results match the predicted performance trends, demonstrating that mean AoI alone is insufficient for control-oriented network design.
We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown O~(T2/3) regret and satisfaction of robust constraints, leaving open the question of whether O~(T) regret can be attained in the constrained LQR setting. We contribute to this problem by showing O~(T) regret and satisfaction of chance constraints. This type of constraints allow us to handle unbounded noise and also enable analytical techniques not directly applicable to robust constraints. Our proposed algorithm for this problem uses an SDP to select an optimistic policy, and then "scales back" this policy until it is verifiably-safe. Our theoretical analysis establishes regret and constraint guarantees via a key lemma that bounds the system covariance in terms of the chosen policy. This covariance-based analysis is in contrast with the cost-to-go based analysis that is typically used in adaptive LQR.
Inspired by REINFORCE, we introduce a novel receding-horizon algorithm for the Linear Quadratic Regulator (LQR) problem with unknown dynamics. Unlike prior methods, our algorithm avoids reliance on two-point gradient estimates while maintaining the same order of sample complexity. Furthermore, it eliminates the restrictive requirement of starting with a stable initial policy, broadening its applicability. Beyond these improvements, we introduce a refined analysis of error propagation through the contraction of the Riccati operator under the Riemannian distance. This refinement leads to a better sample complexity and ensures improved convergence guarantees.
Amirreza Neshaei Moghaddam, Alex Olshevsky, Bahman Gharesifard