Abstract-As in portfolio theory, we can think of the value of side-information in a control system as the change in the "growth rate" due to side-information. A scalar counterexample (motivated by carry-free deterministic models) shows the value of side-information for control does not exactly parallel the value of side-information for portfolios. Mutual-information does not seem to be a bound here.The concept is further explored through a spinning vector control system that is re-oriented at each time so that the control or observation direction is partially unknown. The value of sideinformation can be calculated in this setup and it behaves quite differently in a control vs. estimation context. A second example considers the problem of vector control over a (scalar) erasure channel, the dual problem to the estimation problem of intermittent Kalman Filtering. The value of information here is measured through the change in the critical packet-drop probability for the system. While non-causal side-information regarding the packet arrivals does not affect the critical probability for the estimation problem, we find that it can generically be very valuable for the control problem -it seems to change the scaling behavior for the control counterpart to what would be considered the "high SNR limit" in communication problems.
I. INTRODUCTIONParameter uncertainty has a long history in control theory -the very idea of robust control is about dealing with it. Recently, the advent of networked control systems has made stochastic uncertainty models more relevant. There is now a real need to have a theory capable of dealing with sideinformation in control. As just one example, control theorists are interested in knowing how networked control systems behave with or without acknowledgements of dropped packets since this is relevant for choosing among practical protocols like TCP vs. UDP [1]. Acknowledgements are a kind of sideinformation about control channel state, but as of now, there is no theoretical guidance for how to think about it in a principled way.Fortunately, such things have long been studied in information theory in the context of unknown fading channels [2]. Medard in [3] examines the effect of imperfect channel knowledge on capacity, and Lapidoth and Shamai quantify the degradation in performance due to channel-state estimation errors by the receiver [4]. Pradhan et al. show that the duality between source and channel coding in fact extends to the case with side-information under certain conditions [5]: this is particularly interesting given the well-known parallel between source coding and portfolio theory, which we will connect to here. Further, Kotagiri and Laneman [6] study the impact of non-causal knowledge of the state in a multiple-access setting. There are many more interesting results as well, but space precludes any serious discussion here.