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Separation is Optimal for LQR under Intermittent Feedback

Abstract

In this work, we first prove that the separation principle holds for communication-constrained LQR problems under i.i.d. zero-mean disturbances with a symmetric distribution. We then solve the dynamic programming problem and show that the optimal scheduling policy is a symmetric threshold rule on the accumulated disturbance since the most recent update, while the optimal controller is a discounted linear feedback law independent of the scheduling policy.

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