Control of discrete-time partially-observed jump linear systems over causal communication systems
AuthorDenic, S. Z.
Charalambous, Charalambos D.
SourceProceedings of the IEEE Conference on Decision and Control
Proceedings of the IEEE Conference on Decision and Control
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We consider the problem of control of discrete-time partially-observed jump linear system over a noisy causal communication channel. Necessary conditions for observability and stabilizability in probability and r-th mean of a jump linear system driven by a Markov chain are derived. The methodology is information theoretic and it is based on an alternative definition of mutual information between two random processes which is restricted to a causal channel. Specifically, the self-mutual information is restricted to Radon-Nykodym Derivatives corresponding to causal channels. This gives rise to information capacity and rate distortion formulaes which involve causal operations, leading to a new set of data processing inequalities. © 2006 IEEE.
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