第6回 機械工学セミナー Minimal Information for Estimation and Control: A Semidefinite Programming Approach 講演の内容は主に、状態推定に関するものです。 人工衛星の姿勢推定への実応用例も紹介予定です。 講師:田中 崇資 氏 マサチューセッツ工科大学 (Massachusetts Institute of Technology (MIT)) 日時:2015年4月15日(水)9:45~10:45 場所:552講義室(5号館5階) 使用言語は日本語です。学生の皆さんも自由にご参加ください。 学部学科学年を問いません。 問合せ先:機械工学科 橋本([email protected])・田原 講演要旨 Information is not free. There are various situations where acquiring necessary information for real-time decision making is a costly process. In this talk, we discuss a methodology to design an “information-efficient” sensor, whose information acquisition rate is minimal while allowing decision makers to make real-time decisions with acceptable accuracy. Specifically, we formulate a problem of designing an information-efficient sensor for real-time estimation in the linear-quadratic-Gaussian (LQG) setting. Introducing a novel variable elimination technique, we show that the desired sensing policy can be efficiently found by semidefinite programming (SDP). Since it can be shown that our problem formulation is equivalent to the Gaussian sequential rate-distortion (SRD) problem, which is a natural generalization of the standard rate-distortion problem to multistage settings, our methodology also provides an efficient numerical algorithm to the existing SRD literature. To demonstrate practicality of this result, we consider a numerical case study of real-time satellite attitude estimation using minimal telecommunication. We also discuss an SDP-based solution to the information-regularized LQG control problems. Open problems and future perspectives will be also discussed. 御略歴 Takashi Tanaka received his B.S. degree from Tokyo University in 2006, M.S. and Ph.D. degrees from University of Illinois at Urbana-Champaign in 2009 and 2012, all in Aerospace Engineering. Currently, he is a postdoctoral fellow at the Laboratory for Information and Decision Systems (LIDS) at Massachusetts Institute of Technology. His research interests are in the joint area of control, optimization, game theory and information theory.
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