Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: LQG Control with Minimum Directed Information: Semidefinite Programming
  Approach   We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem
in which Massey's directed information from the observed output of the plant to
the control input is minimized while required control performance is
attainable. This problem arises in several different contexts, including joint
encoder and controller design for data-rate minimization in networked control
systems. We show that the optimal control law is a Linear-Gaussian randomized
policy. We also identify the state space realization of the optimal policy,
which can be synthesized by an efficient algorithm based on semidefinite
programming. Our structural result indicates that the filter-controller
separation principle from the LQG control theory, and the sensor-filter
separation principle from the zero-delay rate-distortion theory for
Gauss-Markov sources hold simultaneously in the considered problem. A
connection to the data-rate theorem for mean-square stability by Nair and Evans
is also established.

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The categories of this paper are: chao-dyn
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The categories of this paper are: adap-org
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The categories of this paper are: nlin
31
The categories of this paper are: ao-sci
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The categories of this paper are: alg-geom
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The categories of this paper are: quant-ph
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The categories of this paper are: dg-ga
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The categories of this paper are: gr-qc
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The categories of this paper are: physics
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The categories of this paper are: hep-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: hep-ex
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The categories of this paper are: eess
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The categories of this paper are: math-ph
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The categories of this paper are: solv-int
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The categories of this paper are: q-alg