Minimum-Information LQG Control - Part I: Memoryless Controllers

With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication channels. With a proper design of the channels, this translates into a sequential rate-distortion problem, where we minimize the rate of information required for the controller's operation under a constraint on its external cost. Memoryless controllers are of particular interest both for the simplicity and frugality of their implementation and as a basis for studying more complex controllers. In this paper we present the optimality principle for memoryless linear controllers that utilize minimal information rates to achieve a guaranteed external-cost level. We also study the interesting and useful phenomenology of the optimal controller, such as the principled reduction of its order

Interplay Between Transmission Delay, Average Data Rate, and Performance in Output Feedback Control over Digital Communication Channels

The performance of a noisy linear time-invariant (LTI) plant, controlled over a noiseless digital channel with transmission delay, is investigated in this paper. The rate-limited channel connects the single measurement output of the plant to its single control input through a causal, but otherwise arbitrary, coder-controller pair. An infomation-theoretic approach is utilized to analyze the minimal average data rate required to attain the quadratic performance when the channel imposes a known constant delay on the transmitted data. This infimum average data rate is shown to be lower bounded by minimizing the directed information rate across a set of LTI filters and an additive white Gaussian noise (AWGN) channel. It is demonstrated that the presence of time delay in the channel increases the data rate needed to achieve a certain level of performance. The applicability of the results is verified through a numerical example. In particular, we show by simulations that when the optimal filters are used but the AWGN channel (used in the lower bound) is replaced by a simple scalar uniform quantizer, the resulting operational data rates are at most around 0.3 bits above the lower bounds.Comment: A less-detailed version of this paper has been accepted for publication in the proceedings of ACC 201

Stabilization of Linear Systems Over Gaussian Networks

The problem of remotely stabilizing a noisy linear time invariant plant over a Gaussian relay network is addressed. The network is comprised of a sensor node, a group of relay nodes and a remote controller. The sensor and the relay nodes operate subject to an average transmit power constraint and they can cooperate to communicate the observations of the plant's state to the remote controller. The communication links between all nodes are modeled as Gaussian channels. Necessary as well as sufficient conditions for mean-square stabilization over various network topologies are derived. The sufficient conditions are in general obtained using delay-free linear policies and the necessary conditions are obtained using information theoretic tools. Different settings where linear policies are optimal, asymptotically optimal (in certain parameters of the system) and suboptimal have been identified. For the case with noisy multi-dimensional sources controlled over scalar channels, it is shown that linear time varying policies lead to minimum capacity requirements, meeting the fundamental lower bound. For the case with noiseless sources and parallel channels, non-linear policies which meet the lower bound have been identified

An Optimal Transmission Strategy for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgements

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms estimates of the state using a local Kalman filter. The sensor transmits quantized information over a packet dropping link to the remote receiver. The receiver sends packet receipt acknowledgments back to the sensor via an erroneous feedback communication channel which is itself packet dropping. The key novelty of this formulation is that the smart sensor decides, at each discrete time instant, whether to transmit a quantized version of either its local state estimate or its local innovation. The objective is to design optimal transmission policies in order to minimize a long term average cost function as a convex combination of the receiver's expected estimation error covariance and the energy needed to transmit the packets. The optimal transmission policy is obtained by the use of dynamic programming techniques. Using the concept of submodularity, the optimality of a threshold policy in the case of scalar systems with perfect packet receipt acknowledgments is proved. Suboptimal solutions and their structural results are also discussed. Numerical results are presented illustrating the performance of the optimal and suboptimal transmission policies.Comment: Conditionally accepted in IEEE Transactions on Control of Network System

Optimal Causal Rate-Constrained Sampling of the Wiener Process

We consider the following communication scenario. An encoder causally observes the Wiener process and decides when and what to transmit about it. A decoder makes real-time estimation of the process using causally received codewords. We determine the causal encoding and decoding policies that jointly minimize the mean-square estimation error, under the long-term communication rate constraint of R bits per second. We show that an optimal encoding policy can be implemented as a causal sampling policy followed by a causal compressing policy. We prove that the optimal encoding policy samples the Wiener process once the innovation passes either √(1/R) or −√(1/R), and compresses the sign of the innovation (SOI) using a 1-bit codeword. The SOI coding scheme achieves the operational distortion-rate function, which is equal to D^(op)(R)=1/(6R). Surprisingly, this is significantly better than the distortion-rate tradeoff achieved in the limit of infinite delay by the best non-causal code. This is because the SOI coding scheme leverages the free timing information supplied by the zero-delay channel between the encoder and the decoder. The key to unlock that gain is the event-triggered nature of the SOI sampling policy. In contrast, the distortion-rate tradeoffs achieved with deterministic sampling policies are much worse: we prove that the causal informational distortion-rate function in that scenario is as high as D_(DET)(R)=5/(6R). It is achieved by the uniform sampling policy with the sampling interval 1/R. In either case, the optimal strategy is to sample the process as fast as possible and to transmit 1-bit codewords to the decoder without delay