Name
Abstract | ||
|---|---|---|
In this article, we revisit the sequential source-coding framework to analyze fundamental performance limitations of discrete-time stochastic control systems subject to feedback data-rate constraints in finite-time horizon. The basis of our results is a new characterization of the lower bound on the minimum total-rate achieved by sequential codes subject to a total (across time) distortion constraint and a computational algorithm that allocates optimally the rate-distortion, for a given distortion level, at each instant of time and any fixed finite-time horizon. The idea behind this characterization facilitates the derivation of
<italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">analytical</i>
,
<italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">nonasymptotic</i>
, and
<italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">finite-dimensional</i>
lower and upper bounds in two control-related scenarios: a) A parallel time-varying Gauss–Markov process with identically distributed spatial components that are quantized and transmitted through a noiseless channel to a minimum mean-squared error decoder; and b) a time-varying quantized linear quadratic Gaussian (LQG) closed-loop control system, with identically distributed spatial components and with a random data-rate allocation. Our nonasymptotic lower bound on the quantized LQG control problem reveals the absolute minimum data-rates for (mean square) stability of our time-varying plant for any fixed finite-time horizon. We supplement our framework with illustrative simulation experiments. |
Year | DOI | Venue |
|---|---|---|
2022 | 10.1109/TAC.2021.3110430 | IEEE Transactions on Automatic Control |
Keywords | DocType | Volume |
Finite-time horizon,quantization,reverse-waterfilling,sequential causal coding,stochastic systems | Journal | 67 |
Issue | ISSN | Citations |
8 | 0018-9286 | 0 |
PageRank | References | Authors |
0.34 | 30 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Photios Stavrou | 1 | 49 | 13.47 |
| Mikael Skoglund | 2 | 1397 | 175.71 |
| Takashi Tanaka | 3 | 34 | 12.22 |