Stabilizing a system with an unbounded random gain using only a finite number of bits

Abstract

We study the stabilization of an unpredictable linear control system where the controller must act based on a rate-limited observation of the state. More precisely, we consider the system $X_{n+1} = A_n X_n + W_n - U_n$, where the $A_n$'s are drawn independently at random at each time $n$ from a known distribution with unbounded support, and where the controller receives at most $R$ bits about the system state at each time from an encoder. We provide a time-varying achievable strategy to stabilize the system in a second-moment sense with fixed, finite $R$. While our previous result provided a strategy to stabilize this system using a variable-rate code, this work provides an achievable strategy using a fixed-rate code. The strategy we employ to achieve this is time-varying and takes different actions depending on the value of the state. It proceeds in two modes: a normal mode (or zoom-in), where the realization of $A_n$ is typical, and an emergency mode (or zoom-out), where the realization of $A_n$ is exceptionally large.