Stabilizing a System with an Unbounded Random Gain Using Only Finitely Many Bits

We study the stabilization of an unpredictable linear control system where the controller must act based on a rate-limited observation of the state. More precisely, we consider the system $X_{n+1}=A_{n}X_{n}+W_{n}-U_{n}$, where the An's are drawn independently at random at each time $n$ from a known distribution with unbounded support, and where the controller receives at most $R$ bits about the system state at each time from an encoder. We provide a time-varying achievable strategy to stabilize the system in a second-moment sense with fixed, finite $R$. While our previous result provided a strategy to stabilize this system using a variable-rate code, this work provides an achievable strategy using a fixed-rate code. The strategy we employ to achieve this is time-varying and takes different actions depending on the value of the state. It proceeds in two modes: a normal mode (or zoom-in), where the realization of $A_{n}$ is typical, and an emergency mode (or zoom-out), where the realization of $A_{n}$ is exceptionally large.

[1]  Serdar Yüksel,et al.  Stochastic Stabilization of Noisy Linear Systems With Fixed-Rate Limited Feedback , 2010, IEEE Transactions on Automatic Control.

[2]  Kunihisa Okano,et al.  Data rate limitations for stabilization of uncertain systems over lossy channels , 2012, 2012 American Control Conference (ACC).

[3]  Kunihisa Okano,et al.  Minimum data rate for stabilization of linear systems with parametric uncertainties , 2014, ArXiv.

[4]  Munther A. Dahleh,et al.  Feedback stabilization of uncertain systems in the presence of a direct link , 2006, IEEE Transactions on Automatic Control.

[5]  M. Athans,et al.  The uncertainty threshold principle: Fundamental limitations of optimal decision making under dynamic uncertainty , 1976 .

[6]  Robin J. Evans,et al.  Stabilizability of Stochastic Linear Systems with Finite Feedback Data Rates , 2004, SIAM J. Control. Optim..

[7]  Sekhar Tatikonda,et al.  Control under communication constraints , 2004, IEEE Transactions on Automatic Control.

[8]  Robin J. Evans,et al.  Feedback Control Under Data Rate Constraints: An Overview , 2007, Proceedings of the IEEE.

[9]  Daniel Liberzon,et al.  Quantized feedback stabilization of linear systems , 2000, IEEE Trans. Autom. Control..

[10]  Yuval Peres,et al.  A tiger by the tail: When multiplicative noise stymies control , 2016, 2016 IEEE International Symposium on Information Theory (ISIT).

[11]  Babak Hassibi,et al.  Rate-cost tradeoffs in control , 2016, 2016 54th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[12]  Yuval Peres,et al.  Exact minimum number of bits to stabilize a linear system , 2018, 2018 IEEE Conference on Decision and Control (CDC).

[13]  Lihua Xie,et al.  Quantized feedback control for linear uncertain systems , 2010 .

[14]  Kunihisa Okano,et al.  Data rate limitations for stabilization of uncertain systems , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[15]  Anant Sahai,et al.  Non-coherence in estimation and control , 2013, 2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[16]  Ian R. Petersen,et al.  Robust stabilization of linear uncertain discrete-time systems via a limited capacity communication channel , 2004, Syst. Control. Lett..

[17]  R. Brockett,et al.  Systems with finite communication bandwidth constraints. I. State estimation problems , 1997, IEEE Trans. Autom. Control..

[18]  Kostina Victoria,et al.  Rate-limited control of systems with uncertain gain , 2016 .

[19]  Anant Sahai,et al.  Control Capacity , 2019, IEEE Transactions on Information Theory.

[20]  R. Evans,et al.  Stabilization with data-rate-limited feedback: tightest attainable bounds , 2000 .