Convergence of fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels

DOI10.4310/CIS.2014.V14.N3.A2zbMATH Open1331.93073arXiv0910.0320MaRDI QIDQ5963864FDOQ5963864

Authors: Jialing Liu, Nicola Elia 

Publication date: 26 February 2016

Published in: Communications in Information and Systems (Search for Journal in Brave)

Abstract: In this paper, we establish the connections of the fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels, from a unifying perspective for information, estimation, and control. The optimal feedback communication system over a Gaussian necessarily employs the Kalman filter (KF) algorithm, and hence can be transformed into an estimation system and a feedback control system over the same channel. This follows that the information rate of the communication system is alternatively given by the decay rate of the Cramer-Rao bound (CRB) of the estimation system and by the Bode integral (BI) of the control system. Furthermore, the optimal tradeoff between the channel input power and information rate in feedback communication is alternatively characterized by the optimal tradeoff between the (causal) one-step prediction mean-square error (MSE) and (anti-causal) smoothing MSE (of an appropriate form) in estimation, and by the optimal tradeoff between the regulated output variance with causal feedback and the disturbance rejection measure (BI or degree of anti-causality) in feedback control. All these optimal tradeoffs have an interpretation as the tradeoff between causality and anti-causality. Utilizing and motivated by these relations, we provide several new results regarding the feedback codes and information theoretic characterization of KF. Finally, the extension of the finite-horizon results to infinite horizon is briefly discussed under specific dimension assumptions (the asymptotic feedback capacity problem is left open in this paper).

Full work available at URL: https://arxiv.org/abs/0910.0320

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zbMATH Keywords

estimationKalman filteringfundamental limitationsminimum mean-square errorBode integraland controlconfluence of feedback communication

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03)

Cited In (6)

• Title not available (Why is that?)
• Fundamental Limits of Remote Estimation of Autoregressive Markov Processes Under Communication Constraints
• Title not available (Why is that?)
• Sensitivity minimization, biological homeostasis and information theory
• LQG Control Approach to Gaussian Broadcast Channels With Feedback
• Control Over Gaussian Channels With and Without Source–Channel Separation

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