Abstract-Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and control theory literature since 1970s, with a renewed interest in the past decade. There have also been studies on non-causal and causal coding of unstable/non-stationary linear Gaussian sources. In this paper, tight necessary and sufficient conditions for stochastic stabilizability of unstable (non-stationary) possibly multi-dimensional linear systems driven by Gaussian noise over discrete channels (possibly with memory and feedback) are presented. Stochastic stability notions include recurrence, asymptotic mean stationarity and sample path ergodicity, and the existence of finite second moments. Our constructive proof uses random-time state-dependent stochastic drift criteria for stabilization of Markov chains. For asymptotic mean stationarity (and thus sample path ergodicity), it is sufficient that the capacity of a channel is (strictly) greater than the sum of the logarithms of the unstable pole magnitudes for memoryless channels and a class of channels with memory. This condition is also necessary under a mild technical condition. Sufficient conditions for the existence of finite average second moments for such systems driven by unbounded noise are provided.Keywords: Stochastic stability, asymptotic mean stationarity, non-asymptotic information theory, Markov chains, stochastic control, feedback.
I. PROBLEM FORMULATIONThis paper considers stochastic stabilization of linear systems controlled or estimated over discrete noisy channels with feedback. We consider first a scalar LTI discrete-time system (we consider multi-dimensional systems in Section IV) described byHere x t is the state at time t, u t is the control input, the initial condition x 0 is a second order random variable, and {d t } is a sequence of zero-mean independent, identically distributed (i.i.d.) Gaussian random variables. It is assumed that |a| ≥ 1 This system is connected over a Discrete Noisy Channel with a finite capacity to a controller, as shown in Figure 1.The controller has access to the information it has received through the channel. The controller in our model estimates the state and then applies its control. Remark 1.1: We note that the existence of the control can also be regarded as an estimation correction, and all results regarding stability may equivalently be viewed as the stability of the estimation error. Thus, the two problems are identical for such a controllable system and the reader unfamiliar with control theory can simply replace the stability of the state, with the stability of the estimation error.Recall the following definitions. Definition 1.1: A finite-alphabet channel with memory is characterized by a sequence of finite input alphabets M n+1 , finite output alphabets M ′ n+1 , and a sequence of conditional probability measures P n (qto R, with,
Definition 1.2:A Discrete...