Stochastic Stabilization of Partially Observed and Multi-Sensor Systems Driven by Gaussian Noise under Fixed-Rate Information Constraints
Andrew P. Johnston, Serdar Y\"uksel

TL;DR
This paper studies how to stabilize complex linear systems with multiple sensors and partial observations, affected by Gaussian noise, using fixed-rate communication channels, providing conditions for ensuring system stability.
Contribution
It introduces a new stabilization method for multi-sensor linear systems under fixed-rate constraints, with tight conditions based on system structure and sampling.
Findings
Established necessary and sufficient conditions for stabilization.
Developed a vector stabilization scheme ensuring all system modes visit a compact set.
Provided sufficient conditions when structural assumptions are not met.
Abstract
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information constraints. Stability is achieved under fixed-rate communication requirements that are asymptotically tight in the limit of large sampling periods. Through the use of similarity transforms, sampling and random-time drift conditions we obtain a coding and control policy leading to the existence of a unique invariant distribution and finite second moment for the sampled state. We use a vector stabilization scheme in which all modes of the linear system visit a compact set together infinitely often. We prove tight necessary and sufficient conditions for the general multi-sensor case under an assumption related to the Jordan form structure of such systems. In the…
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Taxonomy
TopicsTarget Tracking and Data Fusion in Sensor Networks · Stochastic processes and financial applications · Gene Regulatory Network Analysis
