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Time-invariant Prefix Coding for LQG Control (2204.00588v6)

Published 1 Apr 2022 in cs.IT, cs.SY, eess.SP, eess.SY, math.IT, and math.OC

Abstract: Motivated by control with communication constraints, in this work we develop a time-invariant data compression architecture for linear-quadratic-Gaussian (LQG) control with minimum bitrate prefix-free feedback. For any fixed control performance, the approach we propose nearly achieves known directed information (DI) lower bounds on the time-average expected codeword length. We refine the analysis of a classical achievability approach, which required quantized plant measurements to be encoded via a time-varying lossless source code. We prove that the sequence of random variables describing the quantizations has a limiting distribution and that the quantizations may be encoded with a fixed source code optimized for this distribution without added time-asymptotic redundancy. Our result follows from analyzing the long-term stochastic behavior of the system, and permits us to additionally guarantee that the time-average codeword length (as opposed to expected length) is almost surely within a few bits of the minimum DI. To our knowledge, this time-invariant achievability result is the first in the literature. The originally published version of the supplementary material included a proof that contained an error that turned out to be inconsequential. This updated preprint corrects this error, which originally appeared under Lemma A.7.

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