We consider an unstable scalar linear stochastic system, $X_{n+1}=a X_n + Z_n - U_n$, where $a \geq 1$ is the system gain, $Z_n$'s are independent random variables with bounded $\alpha$-th moments, and $U_n$'s are the control actions that are chosen by a controller who receives a single element of a finite set $\{1, \ldots, M\}$ as its only information about system state $X_i$. We show that $M = \lfloor a\rfloor + 1 $ is necessary and sufficient for $\beta$-moment stability, for any $\beta < \alpha$. Our achievable scheme is a uniform quantizer of zoom-in / zoom-out type whose performance is analyzed using probabilistic arguments. The matching converse is shown using information-theoretic techniques. The analysis generalizes to vector systems, to systems with dependent Gaussian noise, and to the scenario in which a small fraction of transmitted messages is lost.
from cs updates on arXiv.org https://ift.tt/2uE7sao
//
0 comments:
Post a Comment