Bode-like integral for stochastic switched systems in the presence of limited information

In this paper, we establish a Bode sensitivity integral formula for a class of feedback closed-loop systems with stochastic switched plants and controllers. Using information theory, we study the information conservation law, based on which a log integral theorem is obtained for the closed loops of interest. Furthermore we develop several algebraic conditions to explicitly capture the performance limitations. Application of this theoretical framework to Networked Control Systems (NCS) is used as an illustrative example.

[1]  Munther A. Dahleh,et al.  Fundamental Limitations of Disturbance Attenuation in the Presence of Side Information , 2005, IEEE Transactions on Automatic Control.

[2]  Xiangbo Feng Lyapunov exponents and stability of linear stochastic systems , 1990 .

[3]  Nicola Elia,et al.  Remote stabilization over fading channels , 2005, Syst. Control. Lett..

[4]  Richard M. Murray,et al.  Optimal LQG control across packet-dropping links , 2007, Syst. Control. Lett..

[5]  Pablo A. Iglesias,et al.  Tradeoffs in linear time-varying systems: an analogue of Bode's sensitivity integral , 2001, Autom..

[6]  Daniel Liberzon,et al.  Switching in Systems and Control , 2003, Systems & Control: Foundations & Applications.

[7]  P. Iglesias An analogue of Bode's integral for stable nonlinear systems: relations to entropy , 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

[8]  Qiang Ling,et al.  Power spectral analysis of networked control systems with data dropouts , 2004, IEEE Transactions on Automatic Control.

[9]  Munther A. Dahleh,et al.  Feedback Control in the Presence of Noisy Channels: “Bode-Like” Fundamental Limitations of Performance , 2008, IEEE Transactions on Automatic Control.

[10]  Bruno Sinopoli,et al.  Foundations of Control and Estimation Over Lossy Networks , 2007, Proceedings of the IEEE.

[11]  Naira Hovakimyan,et al.  Bode-like Integral for Continuous-Time Closed-Loop Systems in the Presence of Limited Information , 2013, IEEE Transactions on Automatic Control.

[12]  J. Zakoian,et al.  Stationarity of Multivariate Markov-Switching ARMA Models , 2001 .

[13]  H. W. Bode,et al.  Network analysis and feedback amplifier design , 1945 .

[14]  J. Massey CAUSALITY, FEEDBACK AND DIRECTED INFORMATION , 1990 .

[15]  Young-Han Kim,et al.  Feedback Capacity of Stationary Gaussian Channels , 2006, 2006 IEEE International Symposium on Information Theory.

[16]  M. Fragoso,et al.  Stability Results for Discrete-Time Linear Systems with Markovian Jumping Parameters , 1993 .