Metric and topological entropy bounds on state estimation for stochastic non-linear systems | IEEE Conference Publication | IEEE Xplore

Metric and topological entropy bounds on state estimation for stochastic non-linear systems


Abstract:

This paper studies state estimation over noisy channels for stochastic non-linear systems. We consider three estimation objectives, a strong and a weak form of almost sur...Show More

Abstract:

This paper studies state estimation over noisy channels for stochastic non-linear systems. We consider three estimation objectives, a strong and a weak form of almost sure stability of the estimation error as well as quadratic stability in expectation. For all three objectives, we derive lower bounds on the smallest channel capacity Co above which the objective can be achieved with an arbitrarily small error. Lower bounds are obtained via a dynamical systems (through a novel construction of a dynamical system), an information-theoretic and a random dynamical systems approach. The first two approaches show that for a large class of systems, such as additive noise systems, Co = ∞, i.e., the estimation objectives cannot be achieved via channels of finite capacity. The random dynamical systems approach is shown to be operationally non-adequate for the problem, since it yields finite lower bounds Co under mild assumptions. Finally, we prove that a memoryless noisy channel in general constitutes no obstruction to asymptotic almost sure state estimation with arbitrarily small errors, when there is no noise in the system.
Date of Conference: 25-30 June 2017
Date Added to IEEE Xplore: 14 August 2017
ISBN Information:
Electronic ISSN: 2157-8117
Conference Location: Aachen, Germany

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