Exact minimum number of bits to stabilize a linear system

Abstract

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, $Z_n$&#39;s are independent random variables with bounded $α$-th moments, and $U_n$&#39;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 new proofs that $M > a$ is necessary and sufficient for $β$-moment stability, for any $β< α$. Our achievable scheme is a uniform quantizer of the zoom-in / zoom-out type that codes over multiple time instants for data rate efficiency; the controller uses its memory of the past to correctly interpret the received bits. We analyze its performance using probabilistic arguments. We show a simple proof of a matching converse using information-theoretic techniques. Our results generalize to vector systems, to systems with dependent Gaussian noise, and to the scenario in which a small fraction of transmitted messages is lost.