Ergodicity conditions for controlled stochastic nonlinear systems under information constraints: a volume growth approach

DOI10.1137/20M1315920MaRDI QIDQ4965183zbMATH OpenOpenAlexFDO

Authors Nicolás A. García, Christoph Kawan, Serdar Yüksel

Publication date 26 February 2021

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.06351

zbMATH Keywords

ergodicitystochastic stabilizationinvariance entropycontrol under communication constraintsasymptotic mean stationarity

Mathematics Subject Classification ID

Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15)

Abstract: Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop system is stochastically stable. In this paper, we consider the stability notion of (asymptotic) ergodicity. We prove lower bounds on the channel capacity necessary to achieve the stability criterion. Under mild technical assumptions, we obtain that the necessary channel capacity is lower bounded by the log-determinant of the linearization, double-averaged over the state and noise space. We prove this bound by introducing a modified version of invariance entropy and utilizing the almost sure convergence of sample paths guaranteed by the pointwise ergodic theorem. The fundamental bounds obtained generalize well-known formulas for linear systems, and are in some cases more refined than those obtained for nonlinear systems via information-theoretic methods.

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Cited in

(2)

• Ergodic control-coding capacity of stochastic control systems: information signalling and hierarchical optimality of Gaussian systems
• Minimum channel capacity required for stability of Markov jump systems based on nonstochastic information theory

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