the connection between information theory and networked control

120
The connection between information theory and networked control Anant Sahai based in part on joint work with students: Tunc Simsek, Hari Palaiyanur, and Pulkit Grover Wireless Foundations Department of Electrical Engineering and Computer Sciences University of California at Berkeley Tutorial Seminar at the Global COE Workshop on Networked Control Systems Kyoto University Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 1 / 54

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Page 1: The connection between information theory and networked control

The connection between information theory andnetworked control

Anant Sahaibased in part on joint work with students:

Tunc Simsek, Hari Palaiyanur, and Pulkit Grover

Wireless FoundationsDepartment of Electrical Engineering and Computer Sciences

University of California at Berkeley

Tutorial Seminar at theGlobal COE Workshop on Networked Control Systems

Kyoto University

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 1 / 54

Page 2: The connection between information theory and networked control

Networked Control Systems

ZZZ

ZZ

ZZJ

JJ

JJZ

ZZ

ZZ QQ

QQs @@@R

CCCO

XXXXXXXXy

PPPPi

HHHj

-

1

HHHHHHHHHHY

System

Sensor

User

System

Controller

Relay

Communication Links

Systems, sensors, and users connected with network links overnoisychannels.

Signals evolve in real time and the communication links carry ongoingand interacting streams of information.

Holistic approach: overall cost function.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 3 / 54

Page 3: The connection between information theory and networked control

Ho, Kastner, and Wong (1978)

“. . . sporadic and not too successful attempts have been made torelate Shannon’s information theory with feedback control systemdesign.”

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 4 / 54

Page 4: The connection between information theory and networked control

Shannon tells us

Separate source and channel coding

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 5 / 54

Page 5: The connection between information theory and networked control

Shannon tells us

Separate source and channel codingBut delay is the price of reliability.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 5 / 54

Page 6: The connection between information theory and networked control

Shannon tells us

Separate source and channel codingBut delay is the price of reliability.

“[The duality between source and channel coding] can bepursued further and is related to a duality between past and futureand the notions ofcontrol and knowledge. Thus we may haveknowledge of the past and cannot control it; we may control thefuture but have no knowledge of it.”— Claude Shannon 1959

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 5 / 54

Page 7: The connection between information theory and networked control

Shannon tells us

Separate source and channel codingBut delay is the price of reliability.

“[The duality between source and channel coding] can bepursued further and is related to a duality between past and futureand the notions ofcontrol and knowledge. Thus we may haveknowledge of the past and cannot control it; we may control thefuture but have no knowledge of it.”— Claude Shannon 1959

What is this relationship since delays hurt control?

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 5 / 54

Page 8: The connection between information theory and networked control

Outline

1 A bridge to nowhere? From control to information theory. A simple control problem A connection to information theory Fixing information theory and filling in the gaps.

2 Coming back to the control problem What is wrong with random coding The role of noiseless feedback

3 Taking control thinking to the forefront of information theory. The “holy grail” problem Control thinking to the rescue!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 6 / 54

Page 9: The connection between information theory and networked control

A simple distributed control problem

1 StepDelay

Channel

Fortified

DesignedObserver

DesignedController

-?

?

6

-

Possible Control Knowledge6

Possible Channel Feedback

1 StepDelay

6

Ut

Control Signals

O

C

Xt

Wt

Ut−1

UnstableSystem

?

Xt+1 = λXt + Ut + Wt

Unstableλ > 1, bounded initial condition and disturbanceW.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 8 / 54

Page 10: The connection between information theory and networked control

A simple distributed control problem

1 StepDelay

Channel

Fortified

DesignedObserver

DesignedController

-?

?

6

-

Possible Control Knowledge6

Possible Channel Feedback

1 StepDelay

6

Ut

Control Signals

O

C

Xt

Wt

Ut−1

UnstableSystem

?

Xt+1 = λXt + Ut + Wt

Unstableλ > 1, bounded initial condition and disturbanceW.Goal: Performance = supt>0 E[‖Xt‖

η] ≤ K for some targetK < ∞.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 8 / 54

Page 11: The connection between information theory and networked control

Review: Entirely noiseless channel

Window known to containXt

SendingR bits, cut window by a factor of 2−R

0 1

?

-

JJJ

?

- -grows by Ω

2 on each side

giving a new window forXt+1

will grow by factor ofλ > 1

∆t+1

Encode which controlUt to apply

λ∆t

∆t

As long as R > log2 λ, we can have ∆ stay bounded forever.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 10 / 54

Page 12: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 13: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 14: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Write out entropic inequalities Key Inequality: Directed data-processing inequality

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 15: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Write out entropic inequalities Key Inequality: Directed data-processing inequality

Set up a mapping between bits and performance You probably don’t care about the entropy of the state.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 16: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Write out entropic inequalities Key Inequality: Directed data-processing inequality

Set up a mapping between bits and performance You probably don’t care about the entropy of the state. Lower bound performance assuming nested information Equivalent to estimation

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 17: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Write out entropic inequalities Key Inequality: Directed data-processing inequality

Set up a mapping between bits and performance You probably don’t care about the entropy of the state. Lower bound performance assuming nested information Equivalent to estimation Rate-distortion theory can be developed

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 18: The connection between information theory and networked control

The separation-principle oriented program

Use entropy and mutual information Tatikonda’s insight: directed mutual information captures causality

Write out entropic inequalities Key Inequality: Directed data-processing inequality

Set up a mapping between bits and performance You probably don’t care about the entropy of the state. Lower bound performance assuming nested information Equivalent to estimation Rate-distortion theory can be developed

Get tight upper bounds and architectures?

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 11 / 54

Page 19: The connection between information theory and networked control

The rate-distortion part

0

0.2

0.4

0.6

0.8

1

0.5 1 1.5 2 2.5 3 3.5Rate (in bits)

Squ

ared

err

or d

isto

rtio

n

"Sequential" Rate−distortion (obeys causality)

Rate−distortion curve (non−causal)

Stable counterpart (non−causal)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 12 / 54

Page 20: The connection between information theory and networked control

How bad can entropic bounds be?

Consider a system with λ = 2 for the dynamics Real packet-drop channel (C = ∞)

Zt =

Yt with Probability 12

0 with Probability12

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 13 / 54

Page 21: The connection between information theory and networked control

How bad can entropic bounds be?

Consider a system with λ = 2 for the dynamics Real packet-drop channel (C = ∞)

Zt =

Yt with Probability 12

0 with Probability12

No other constraints, so design is obvious:Yt = Xt andUt = −λZt

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 13 / 54

Page 22: The connection between information theory and networked control

How bad can entropic bounds be?

Consider a system with λ = 2 for the dynamics Real packet-drop channel (C = ∞)

Zt =

Yt with Probability 12

0 with Probability12

No other constraints, so design is obvious:Yt = Xt andUt = −λZt

Xt+1 =

Wt with Probability 12

2Xt + Wt with Probability 12

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 13 / 54

Page 23: The connection between information theory and networked control

How bad can entropic bounds be?

Consider a system with λ = 2 for the dynamics Real packet-drop channel (C = ∞)

Zt =

Yt with Probability 12

0 with Probability12

No other constraints, so design is obvious:Yt = Xt andUt = −λZt

Xt+1 =

Wt with Probability 12

2Xt + Wt with Probability 12

Under stochastic disturbances, the variance of the state is asymptoticallyinfinite. (St. Petersburg Lottery Style)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 13 / 54

Page 24: The connection between information theory and networked control

Delay-universal (anytime) communication

-AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA

-

? ? ? ? ? ? ? ? ?

? ? ?? ? ? ? ? ? ? ? ? ?

Y1 Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 Y11 Y12 Y13 Y14 Y15 Y16 Y17 Y18 Y19 Y20 Y21 Y22 Y23 Y24 Y25 Y26

Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 Z9 Z10 Z11 Z12 Z13 Z14 Z15 Z16 Z17 Z18 Z19 Z20 Z21 Z22 Z23 Z24 Z25 Z26

fixed delayd = 7

bB6 bB8bB1 bB2 bB3 bB4 bB5 bB7 bB9

B1 B2 B3 B4 B5 B6 B7 B8 B9 B10 B11 B12 B13

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 15 / 54

Page 25: The connection between information theory and networked control

Delay-universal (anytime) communication

-AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA

-

? ? ? ? ? ? ? ? ?

? ? ?? ? ? ? ? ? ? ? ? ?

Y1 Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 Y11 Y12 Y13 Y14 Y15 Y16 Y17 Y18 Y19 Y20 Y21 Y22 Y23 Y24 Y25 Y26

Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 Z9 Z10 Z11 Z12 Z13 Z14 Z15 Z16 Z17 Z18 Z19 Z20 Z21 Z22 Z23 Z24 Z25 Z26

fixed delayd = 7

bB6 bB8bB1 bB2 bB3 bB4 bB5 bB7 bB9

B1 B2 B3 B4 B5 B6 B7 B8 B9 B10 B11 B12 B13

Fixed-delay reliabilityα is achievable if there exists a sequence ofencoder/decoder pairs with increasing end-to-end delaysdj such thatlim j→∞

−1dj

ln P(Bi 6= Bji) = α.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 15 / 54

Page 26: The connection between information theory and networked control

Delay-universal (anytime) communication

-AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA

-

? ? ? ? ? ? ? ? ?

? ? ?? ? ? ? ? ? ? ? ? ?

Y1 Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 Y11 Y12 Y13 Y14 Y15 Y16 Y17 Y18 Y19 Y20 Y21 Y22 Y23 Y24 Y25 Y26

Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 Z9 Z10 Z11 Z12 Z13 Z14 Z15 Z16 Z17 Z18 Z19 Z20 Z21 Z22 Z23 Z24 Z25 Z26

fixed delayd = 7

bB6 bB8bB1 bB2 bB3 bB4 bB5 bB7 bB9

B1 B2 B3 B4 B5 B6 B7 B8 B9 B10 B11 B12 B13

α is achievabledelay-universallyor in ananytime fashionif a singleencoder works for all sufficiently large delaysd.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 15 / 54

Page 27: The connection between information theory and networked control

Delay-universal (anytime) communication

-AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA AA

-

? ? ? ? ? ? ? ? ?

? ? ?? ? ? ? ? ? ? ? ? ?

Y1 Y2 Y3 Y4 Y5 Y6 Y7 Y8 Y9 Y10 Y11 Y12 Y13 Y14 Y15 Y16 Y17 Y18 Y19 Y20 Y21 Y22 Y23 Y24 Y25 Y26

Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 Z9 Z10 Z11 Z12 Z13 Z14 Z15 Z16 Z17 Z18 Z19 Z20 Z21 Z22 Z23 Z24 Z25 Z26

fixed delayd = 7

bB6 bB8bB1 bB2 bB3 bB4 bB5 bB7 bB9

B1 B2 B3 B4 B5 B6 B7 B8 B9 B10 B11 B12 B13

The anytime capacityCany(α) is the supremal rate at which reliabilityαis achievable in a delay-universal way.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 15 / 54

Page 28: The connection between information theory and networked control

Separation theorem for scalar control

Necessity:If a scalar system with parameterλ > 1 can be stabilized withfinite η-moment across a noisy channel, then thechannel with noiselessfeedback must have

Cany(η ln λ) ≥ ln λ

In general: IfP(|X| > m) < f (m), then∃K : Perror(d) < f (Kλd)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 16 / 54

Page 29: The connection between information theory and networked control

Separation theorem for scalar control

Necessity:If a scalar system with parameterλ > 1 can be stabilized withfinite η-moment across a noisy channel, then thechannel with noiselessfeedback must have

Cany(η ln λ) ≥ ln λ

In general: IfP(|X| > m) < f (m), then∃K : Perror(d) < f (Kλd)

Sufficiency:If there is anα > η ln λ for which thechannel with noiselessfeedback has

Cany(α) > ln λ

then the scalar system with parameterλ ≥ 1 with a bounded disturbance canbe stabilized across the noisy channel with finiteη-moment.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 16 / 54

Page 30: The connection between information theory and networked control

Separation theorem for scalar control

Necessity:If a scalar system with parameterλ > 1 can be stabilized withfinite η-moment across a noisy channel, then thechannel with noiselessfeedback must have

Cany(η ln λ) ≥ ln λ

In general: IfP(|X| > m) < f (m), then∃K : Perror(d) < f (Kλd)

Sufficiency:If there is anα > η ln λ for which thechannel with noiselessfeedback has

Cany(α) > ln λ

then the scalar system with parameterλ ≥ 1 with a bounded disturbance canbe stabilized across the noisy channel with finiteη-moment.

Captures stabilization only.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 16 / 54

Page 31: The connection between information theory and networked control

Some easy implications

If we wantP(|Xt| > m) ≤ f (m) = 0 for some finitem, we requirezero-error reliability across the channel. Also required (for DMCs) if wewant the controller to be finite memory.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 17 / 54

Page 32: The connection between information theory and networked control

Some easy implications

If we wantP(|Xt| > m) ≤ f (m) = 0 for some finitem, we requirezero-error reliability across the channel. Also required (for DMCs) if wewant the controller to be finite memory.

For generic DMCs, anytime reliability with feedback is upper-bounded:

f (Kλd) ≥ ζd

f (m) ≥ K′m−

log21ζ

log2 λ

A controlled state can have at best a power-law tail.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 17 / 54

Page 33: The connection between information theory and networked control

Some easy implications

If we wantP(|Xt| > m) ≤ f (m) = 0 for some finitem, we requirezero-error reliability across the channel. Also required (for DMCs) if wewant the controller to be finite memory.

For generic DMCs, anytime reliability with feedback is upper-bounded:

f (Kλd) ≥ ζd

f (m) ≥ K′m−

log21ζ

log2 λ

A controlled state can have at best a power-law tail.

If we just want limm→∞ f (m) = 0, then just Shannon capacity> log2 λis required for DMCs.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 17 / 54

Page 34: The connection between information theory and networked control

Some easy implications

If we wantP(|Xt| > m) ≤ f (m) = 0 for some finitem, we requirezero-error reliability across the channel. Also required (for DMCs) if wewant the controller to be finite memory.

For generic DMCs, anytime reliability with feedback is upper-bounded:

f (Kλd) ≥ ζd

f (m) ≥ K′m−

log21ζ

log2 λ

A controlled state can have at best a power-law tail.

If we just want limm→∞ f (m) = 0, then just Shannon capacity> log2 λis required for DMCs.

Almost-sure stabilization forWt = 0 follows by simple time-varyingtransformation.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 17 / 54

Page 35: The connection between information theory and networked control

Asymptotic communication problem hierarchy

The easiest: Shannon communication Asymptotically: a single figure of meritC Equivalent to most estimation problems of stationary ergodic processes

with bounded distortion measures. Feedback does not matter.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 18 / 54

Page 36: The connection between information theory and networked control

Asymptotic communication problem hierarchy

The easiest: Shannon communication Asymptotically: a single figure of meritC Equivalent to most estimation problems of stationary ergodic processes

with bounded distortion measures. Feedback does not matter.

Hardest level: Zero-error communication Single figure of meritC0 Feedback matters.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 18 / 54

Page 37: The connection between information theory and networked control

Asymptotic communication problem hierarchy

The easiest: Shannon communication Asymptotically: a single figure of meritC Equivalent to most estimation problems of stationary ergodic processes

with bounded distortion measures. Feedback does not matter.

Intermediate families: Anytime communication Multiple figures of merit:(~R, ~α) Feedback case equivalent to stabilization problems Related nonstationary estimation problems fall here also Does feedback matter?

Hardest level: Zero-error communication Single figure of meritC0 Feedback matters.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 18 / 54

Page 38: The connection between information theory and networked control

My favorite example: the BEC

f

f

f

ff

PPPPPPP

1 − δ

1 − δ

δ

δ

1

0

1

0

e

Simple capacity 1− δ bitsper channel useWith perfect feedback,simple to achieve:retransmit until it getsthrough

Time till success:Geometric(1− δ)

Expected time to getthrough: 1

1−δ

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 20 / 54

Page 39: The connection between information theory and networked control

My favorite example: the BEC

f

f

f

ff

PPPPPPP

1 − δ

1 − δ

δ

δ

1

0

1

0

e

Simple capacity 1− δ bitsper channel useWith perfect feedback,simple to achieve:retransmit until it getsthrough

Time till success:Geometric(1− δ)

Expected time to getthrough: 1

1−δ

0

0.2

0.4

0.6

0.8

1

1.2

0.1 0.2 0.3 0.4 0.5 0.6Rate (in bits)

Err

or E

xpon

ent (

base

2)

Classical bounds Sphere-packing bound

D(1− R||δ) Random coding bound

maxρ∈[0,1] E0(ρ) − ρR

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 20 / 54

Page 40: The connection between information theory and networked control

My favorite example: the BEC

f

f

f

ff

PPPPPPP

1 − δ

1 − δ

δ

δ

1

0

1

0

e

Simple capacity 1− δ bitsper channel useWith perfect feedback,simple to achieve:retransmit until it getsthrough

Time till success:Geometric(1− δ)

Expected time to getthrough: 1

1−δ

0

0.2

0.4

0.6

0.8

1

1.2

0.1 0.2 0.3 0.4 0.5 0.6Rate (in bits)

Err

or E

xpon

ent (

base

2)

Classical bounds Sphere-packing bound

D(1− R||δ) Random coding bound

maxρ∈[0,1] E0(ρ) − ρR

What happens withfeedback?

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 20 / 54

Page 41: The connection between information theory and networked control

BEC with feedback and fixed blocks

At rateR < 1, haveRnbits to transmit inn channel uses.

Typically (1− δ)n code bits will be received.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 21 / 54

Page 42: The connection between information theory and networked control

BEC with feedback and fixed blocks

At rateR < 1, haveRnbits to transmit inn channel uses.

Typically (1− δ)n code bits will be received.Block errors caused by atypical channel behavior.

Doomed if fewer thanRnbits arrive intact.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 21 / 54

Page 43: The connection between information theory and networked control

BEC with feedback and fixed blocks

At rateR < 1, haveRnbits to transmit inn channel uses.

Typically (1− δ)n code bits will be received.Block errors caused by atypical channel behavior.

Doomed if fewer thanRnbits arrive intact. Feedback can not save us. D(1− R||δ)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 21 / 54

Page 44: The connection between information theory and networked control

BEC with feedback and fixed blocks

At rateR < 1, haveRnbits to transmit inn channel uses.

Typically (1− δ)n code bits will be received.Block errors caused by atypical channel behavior.

Doomed if fewer thanRnbits arrive intact. Feedback can not save us. D(1− R||δ)

Dobrushin-62 showed that this type of behavior is common:E+(R) = Esp(R) for symmetric channels.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 21 / 54

Page 45: The connection between information theory and networked control

BEC with feedback and fixed delay

R = 12 example:

-

-

-

-

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)210 2 3 · · ·

Birth-death chain: positive recurrent ifδ < 12

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 23 / 54

Page 46: The connection between information theory and networked control

BEC with feedback and fixed delay

R = 12 example:

-

-

-

-

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)210 2 3 · · ·

Birth-death chain: positive recurrent ifδ < 12

Delay exponent easy to see:

P(D ≥ d) = P(L >d2) = K(

δ

1− δ)d

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 23 / 54

Page 47: The connection between information theory and networked control

BEC with feedback and fixed delay

R = 12 example:

-

-

-

-

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)210 2 3 · · ·

Birth-death chain: positive recurrent ifδ < 12

Delay exponent easy to see:

P(D ≥ d) = P(L >d2) = K(

δ

1− δ)d

≈ 0.584 vs 0.0294 for block-coding withδ = 0.4

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 23 / 54

Page 48: The connection between information theory and networked control

BEC with feedback and fixed delay

R = 12 example:

-

-

-

-

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)2

δ2

(1 − δ)210 2 3 · · ·

Birth-death chain: positive recurrent ifδ < 12

Delay exponent easy to see:

P(D ≥ d) = P(L >d2) = K(

δ

1− δ)d

≈ 0.584 vs 0.0294 for block-coding withδ = 0.4

Block-coding is misleading!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 23 / 54

Page 49: The connection between information theory and networked control

Pinsker’s bounding construction explained

Without feedback:E+(R) continues to be a bound.Consider a code with target delayd

Use it to construct a block-code with blocksizen ≫ d Genie-aided decoder: has the truth of all bits beforei

feedforward

delay

Fixed

delay

decoder

Fixed

delay

decoder

- - -

- -

?

-

6

6?

- -

....................................................................................................................................

DMCCausal

encoder

XOR

bB

XOR B

BX Y

Yt1

eB

eB(t−d)R1

B(t−d)R1

bB(t−d)R1

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 25 / 54

Page 50: The connection between information theory and networked control

Pinsker’s bounding construction explained

Without feedback:E+(R) continues to be a bound.Consider a code with target delayd

Use it to construct a block-code with blocksizen ≫ d Genie-aided decoder: has the truth of all bits beforei Error events for genie-aided system depend only on lastd

feedforward

delay

Fixed

delay

decoder

Fixed

delay

decoder

- - -

- -

?

-

6

6?

- -

....................................................................................................................................

DMCCausal

encoder

XOR

bB

XOR B

BX Y

Yt1

eB

eB(t−d)R1

B(t−d)R1

bB(t−d)R1

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 25 / 54

Page 51: The connection between information theory and networked control

Pinsker’s bounding construction explained

Without feedback:E+(R) continues to be a bound.Consider a code with target delayd

Use it to construct a block-code with blocksizen ≫ d Genie-aided decoder: has the truth of all bits beforei Error events for genie-aided system depend only on lastd Apply a change of measure argument

feedforward

delay

Fixed

delay

decoder

Fixed

delay

decoder

- - -

- -

?

-

6

6?

- -

....................................................................................................................................

DMCCausal

encoder

XOR

bB

XOR B

BX Y

Yt1

eB

eB(t−d)R1

B(t−d)R1

bB(t−d)R1

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 25 / 54

Page 52: The connection between information theory and networked control

Using Esp to bound α∗ in general

-

1−λd

bits within deadline bits to ignore

λn (1 − λ)n

Past behavior Future

λR′n

The block error probability is like exp(−α(1− λ)n) which cannotexceed the Haroutunian bound exp(−Esp(λR)n)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 27 / 54

Page 53: The connection between information theory and networked control

Using Esp to bound α∗ in general

-

1−λd

bits within deadline bits to ignore

λn (1 − λ)n

Past behavior Future

λR′n

The block error probability is like exp(−α(1− λ)n) which cannotexceed the Haroutunian bound exp(−Esp(λR)n)

α∗(R) ≤Esp(λR)

1− λ

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 27 / 54

Page 54: The connection between information theory and networked control

Using Esp to bound α∗ in general

-

1−λd

bits within deadline bits to ignore

λn (1 − λ)n

Past behavior Future

λR′n

The block error probability is like exp(−α(1− λ)n) which cannotexceed the Haroutunian bound exp(−Esp(λR)n)

α∗(R) ≤Esp(λR)

1− λ

The error events involveboththe past and the future.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 27 / 54

Page 55: The connection between information theory and networked control

Uncertainty-focusing bound for symmetric DMCs

Minimize overλ for symmetric DMCs to sweep out frontier by varyingρ > 0:

R(ρ) =E0(ρ)

ρ

E+a (ρ) = E0(ρ)

Using the Gallager function:

E0(ρ) = −maxq

ln∑

j

(

i

qip1

1+ρ

ij

)1+ρ

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 28 / 54

Page 56: The connection between information theory and networked control

Uncertainty-focusing bound for symmetric DMCs

Minimize overλ for symmetric DMCs to sweep out frontier by varyingρ > 0:

R(ρ) =E0(ρ)

ρ

E+a (ρ) = E0(ρ)

Using the Gallager function:

E0(ρ) = −maxq

ln∑

j

(

i

qip1

1+ρ

ij

)1+ρ

Same form as Viterbi’s “convolutional coding bound” for constraint-lengths,but a lot more fundamental!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 28 / 54

Page 57: The connection between information theory and networked control

Upper bound tight for the BEC with feedback

0

1

2

3

4

5

6

7

0.2 0.4 0.6 0.8 1 1.2 1.4

Err

or E

xpon

ent (

base

2)

Rate (in bits)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 29 / 54

Page 58: The connection between information theory and networked control

Implications for scalar moment stabilization

0

0.2

0.4

0.6

0.8

1

1.2

0.1 0.2 0.3 0.4 0.5 0.6Rate (in nats)

Err

or E

xpon

ent (

base

e)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 30 / 54

Page 59: The connection between information theory and networked control

Implications for scalar moment stabilization

0

2

4

6

8

10

1 1.2 1.4 1.6 1.8

Mom

ents

sta

biliz

ed

Open−loop unstable gain

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 30 / 54

Page 60: The connection between information theory and networked control

Outline

1 A bridge to nowhere? A simple control problem A connection to information theory Fixing information theory and filling in the gaps.

2 Coming back to control What is wrong with random coding The role of noiseless feedback

3 Taking control thinking to the forefront of information theory. The “holy grail” problem Control thinking to the rescue!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 31 / 54

Page 61: The connection between information theory and networked control

Random coding bound is relatively easy to achieve

Randomly label the uniformly quantized state!

6

?

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

?6

t=0 t=1 t=2 t=3 t=4

R = log2 3

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 33 / 54

Page 62: The connection between information theory and networked control

Random coding bound is relatively easy to achieve

Randomly label the uniformly quantized state!

Stable system state “renews” itself.

6

?

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

?6

t=0 t=1 t=2 t=3 t=4

R = log2 3

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 33 / 54

Page 63: The connection between information theory and networked control

Random coding bound is relatively easy to achieve

Randomly label the uniformly quantized state!

Stable system state “renews” itself.

It diverges locally whenever the channel misbehaves.

6

?

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

?6

t=0 t=1 t=2 t=3 t=4

R = log2 3

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 33 / 54

Page 64: The connection between information theory and networked control

Random coding bound is relatively easy to achieve

Randomly label the uniformly quantized state!

Stable system state “renews” itself.

It diverges locally whenever the channel misbehaves.

Semi-reasonable implementation complexity.

6

?

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

6

?

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

PPq-1

PPq-1-1PPq

-1>1>77

-PPqZZ~PPqZZ~SSSw

ZZ~SSSw

JJJ

?6

t=0 t=1 t=2 t=3 t=4

R = log2 3

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 33 / 54

Page 65: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 66: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 67: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 68: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Apply the control based on current ML state.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 69: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Apply the control based on current ML state.

Computational nightmare: effort grows exponentially with time.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 70: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Apply the control based on current ML state.

Computational nightmare: effort grows exponentially with time.Use “Stack-based” greedy search algorithm instead.

Log likelihoods are additive. The score of a path is a random walk with drift. Bias it so that the true path goes up and false ones down.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 71: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Apply the control based on current ML state.

Computational nightmare: effort grows exponentially with time.Use “Stack-based” greedy search algorithm instead.

Log likelihoods are additive. The score of a path is a random walk with drift. Bias it so that the true path goes up and false ones down.

Classical results tell us that with appropriate bias, achieveEr(Rbranch) forerror probability and hence power-law in state

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 72: The connection between information theory and networked control

Controller and Computations

All “false” disjoint paths through the trellis are pairwise independentwith the true path.

Bound the number of distinct paths by assuming no remerging.

Gallager’sEr(Rbranch) emerges as the governing exponent.

Apply the control based on current ML state.

Computational nightmare: effort grows exponentially with time.Use “Stack-based” greedy search algorithm instead.

Log likelihoods are additive. The score of a path is a random walk with drift. Bias it so that the true path goes up and false ones down.

Classical results tell us that with appropriate bias, achieveEr(Rbranch) forerror probability and hence power-law in state

At the cost of only finite expected computation.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 34 / 54

Page 73: The connection between information theory and networked control

Catch up “all-at-once” phenomenon

Simulation Parameters:λ = 1.1ε = 0.05Ω = 2.0∆ = 5000.0Bias = 0.55T = 10100,000 Blocks17 seconds to run

Rate = 0.317Capacity = 0.71

1674 1676 1678 1680 1682 1684 1686

−100

0

100

200

300

400

500

Block Number

Bin

Decoded BinActual Bin

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 35 / 54

Page 74: The connection between information theory and networked control

Truth in advertising: computation revisited

Although we are doing better than exponential growth, we still havepower laws on both sides.

What if we needed a finite speed computer in the controller?

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 36 / 54

Page 75: The connection between information theory and networked control

Truth in advertising: computation revisited

Although we are doing better than exponential growth, we still havepower laws on both sides.

What if we needed a finite speed computer in the controller?Bad news:

Assume 0 control applied if we can not decode yet.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 36 / 54

Page 76: The connection between information theory and networked control

Truth in advertising: computation revisited

Although we are doing better than exponential growth, we still havepower laws on both sides.

What if we needed a finite speed computer in the controller?Bad news:

Assume 0 control applied if we can not decode yet. Power law for comp. implies power low for waiting.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 36 / 54

Page 77: The connection between information theory and networked control

Truth in advertising: computation revisited

Although we are doing better than exponential growth, we still havepower laws on both sides.

What if we needed a finite speed computer in the controller?Bad news:

Assume 0 control applied if we can not decode yet. Power law for comp. implies power low for waiting. Exponentially rare doubly exponentially bad states!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 36 / 54

Page 78: The connection between information theory and networked control

How to hit the higher bound?

0

0.2

0.4

0.6

0.8

1

1.2

0.1 0.2 0.3 0.4 0.5 0.6Rate (in nats)

Err

or E

xpon

ent (

base

e)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 37 / 54

Page 79: The connection between information theory and networked control

How to hit the higher bound?

0

2

4

6

8

10

1 1.2 1.4 1.6 1.8

Mom

ents

sta

biliz

ed

Open−loop unstable gain

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 37 / 54

Page 80: The connection between information theory and networked control

Fortified channels

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Some mix of noisy and noiseless channels

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 39 / 54

Page 81: The connection between information theory and networked control

Fortified channels

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Some mix of noisy and noiseless channels

Is it all or nothing?

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 39 / 54

Page 82: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 83: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.Use the noiseless channel for supervisory information:

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 84: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.Use the noiseless channel for supervisory information:

Have the observer do event-based “sampling” of the state.

000101111 110 100 011 001 010

Inner catchment area to resample the state

Outer net to quantize and encode the state

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 85: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.Use the noiseless channel for supervisory information:

Have the observer do event-based “sampling” of the state. “Quantization net” grows as needed, but has onlyenR boxes.

000101111 110 100 011 001 010

Inner catchment area to resample the state

Outer net to quantize and encode the state

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 86: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.Use the noiseless channel for supervisory information:

Have the observer do event-based “sampling” of the state. “Quantization net” grows as needed, but has onlyenR boxes. Noiseless channel tells controller when it has “resampled.”

000101111 110 100 011 001 010

Inner catchment area to resample the state

Outer net to quantize and encode the state

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 87: The connection between information theory and networked control

Noiseless channel can enable event-based sampling

-

-Noisy forward channel uses

S1 S2 S3 S4 S5 S6

”Fortification” noiseless forward channel uses

Need to allow for gradual progress during bad periods.Use the noiseless channel for supervisory information:

Have the observer do event-based “sampling” of the state. “Quantization net” grows as needed, but has onlyenR boxes. Noiseless channel tells controller when it has “resampled.”

Use the noisy channel for variable-length block-coding.

000101111 110 100 011 001 010

Inner catchment area to resample the state

Outer net to quantize and encode the state

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 41 / 54

Page 88: The connection between information theory and networked control

Why gradual progress is better: intuition

90

100

110

120

130

180 200 220 240 260

Pro

gres

(

in b

its)

time (in BEC uses)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 42 / 54

Page 89: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 90: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 91: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)).

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 92: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)). Interpret with lnλ < R = E0(ρ)

ρ< E0(η+ǫ)

η+ǫ

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 93: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)). Interpret with lnλ < R = E0(ρ)

ρ< E0(η+ǫ)

η+ǫ

Behaves like a “virtual” packet-erasure channel.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 94: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)). Interpret with lnλ < R = E0(ρ)

ρ< E0(η+ǫ)

η+ǫ

Behaves like a “virtual” packet-erasure channel. Each packet carriesn(R− ln λ) nats.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 95: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)). Interpret with lnλ < R = E0(ρ)

ρ< E0(η+ǫ)

η+ǫ

Behaves like a “virtual” packet-erasure channel. Each packet carriesn(R− ln λ) nats. Disturbances grow by factorO(λn)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 96: The connection between information theory and networked control

Why this works: proof strategy

Lift problem by using largenR Very few noiseless channel uses required Stopping time for variable-length channel is liken + T, whereT is

geometric exp(−E0(ρ)). Interpret with lnλ < R = E0(ρ)

ρ< E0(η+ǫ)

η+ǫ

Behaves like a “virtual” packet-erasure channel. Each packet carriesn(R− ln λ) nats. Disturbances grow by factorO(λn) Erasure probabilityexp(−E0(ρ))

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 43 / 54

Page 97: The connection between information theory and networked control

Outline

1 A bridge to nowhere? A simple control problem A connection to information theory Fixing information theory and filling in the gaps.

2 Coming back to control What is wrong with random coding The role of noiseless feedback

3 Taking control thinking to the forefront of information theory. The “holy grail” problem Control thinking to the rescue!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 44 / 54

Page 98: The connection between information theory and networked control

The “holy grail:” understanding complexity

Classical goal: arbitrarily low probability of error.Classical assumption: not delay sensitive at all.New twist: minimizetotal power consumption

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 45 / 54

Page 99: The connection between information theory and networked control

The “holy grail:” understanding complexity

Classical goal: arbitrarily low probability of error.Classical assumption: not delay sensitive at all.New twist: minimizetotal power consumptionImportant technology trends

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 45 / 54

Page 100: The connection between information theory and networked control

The “holy grail:” understanding complexity

Classical goal: arbitrarily low probability of error.Classical assumption: not delay sensitive at all.New twist: minimizetotal power consumptionImportant technology trends

“Moore’s law” allows billions of transistors, and but only mildly reducespower-consumption per transistor.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 45 / 54

Page 101: The connection between information theory and networked control

The “holy grail:” understanding complexity

Classical goal: arbitrarily low probability of error.Classical assumption: not delay sensitive at all.New twist: minimizetotal power consumptionImportant technology trends

“Moore’s law” allows billions of transistors, and but only mildly reducespower-consumption per transistor.

New short-range applications: swarm behavior, in-home networks, densemeshes, personal-area networks, UWB, between-chip communication, etc.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 45 / 54

Page 102: The connection between information theory and networked control

Decoding power vs communication range

1mm 10mm 1m 100m 10km−120

−100

−80

−60

−40

−20

0

20

40

60

Distance

γ (d

B)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 46 / 54

Page 103: The connection between information theory and networked control

Dense linear codes with brute-force decoding

0 10 20 30 40 50 60 70 80

−2

−4

−6

−8

−10

−12

−14

−16

−18

−20

−22

−24

Power

log 10

(⟨ P

e ⟩)Total powerOptimal transmit powerDecoding powerShannon waterfall

Decoding PowernR2nR, Error Prob 2−Esp(R,P)n

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 47 / 54

Page 104: The connection between information theory and networked control

Convolutional codes with Viterbi decoding

0 10 20 30 40 50 60 70 80

−2

−4

−6

−8

−10

−12

−14

−16

−18

−20

−22

−24

Power

log 10

(⟨ P

e ⟩)Total powerOptimal transmit powerDecoding powerShannon waterfall

Decoding PowerLcR2LcR, Error Prob 2−Econv(R,P)Lc

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 48 / 54

Page 105: The connection between information theory and networked control

Convolutional with “magical” sequential decoding

0 5 10 15

−2

−4

−6

−8

−10

−12

−14

−16

−18

−20

−22

−24

Power

log 10

(⟨ P

e ⟩)Shannon waterfallOptimal transmit powerDecoding powerTotal power

Decoding PowerLcR, Error Prob 2−Econv(R,P)Lc

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 49 / 54

Page 106: The connection between information theory and networked control

Dense linear codes with “magical” syndrome decoding

0 5 10 15

−2

−4

−6

−8

−10

−12

−14

−16

−18

−20

−22

−24

Power

log 10

(⟨ P

e ⟩)Shannon waterfallOptimal transmit powerTotal powerDecoding power

Decoding Power(1− R)nR, Error Prob 2−Esp(R,P)n

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 50 / 54

Page 107: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 108: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Massively parallel computational nodes. Each connected to at mostα + 1 other nodes.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 109: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Massively parallel computational nodes. Each connected to at mostα + 1 other nodes. Each consumesEnodeenergy per iteration and can sendarbitrary messages

to its neighbors.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 110: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Massively parallel computational nodes. Each connected to at mostα + 1 other nodes. Each consumesEnodeenergy per iteration and can sendarbitrary messages

to its neighbors. Some nodes initialized with a single received codeword symbol. Some nodes responsible for decoding a single message bit.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 111: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Massively parallel computational nodes. Each connected to at mostα + 1 other nodes. Each consumesEnodeenergy per iteration and can sendarbitrary messages

to its neighbors. Some nodes initialized with a single received codeword symbol. Some nodes responsible for decoding a single message bit. Run for a fixed number of iterationsi.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 112: The connection between information theory and networked control

A new hope: iterative decoding

Make assumptions about the decoder implementation rather than thecode.

Massively parallel computational nodes. Each connected to at mostα + 1 other nodes. Each consumesEnodeenergy per iteration and can sendarbitrary messages

to its neighbors. Some nodes initialized with a single received codeword symbol. Some nodes responsible for decoding a single message bit. Run for a fixed number of iterationsi.

Rich enough to capture LDPC, RA, Turbo, etc. codes.

Power-consumption≥ iEnodeper received sample.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 51 / 54

Page 113: The connection between information theory and networked control

How to lower-bound the number of iterations?

X XY iB i

7 8R o o t b i tN o d e

YY 721B B1 2 YY 8B X4 5 YY 4 5 B X9 1 0 YY 4 1 0Key concept:decodingneighborhoods = informationpatterns

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 52 / 54

Page 114: The connection between information theory and networked control

How to lower-bound the number of iterations?

X XY iB i

7 8R o o t b i tN o d e

YY 721B B1 2 YY 8B X4 5 YY 4 5 B X9 1 0 YY 4 1 0Key concept:decodingneighborhoods = informationpatterns

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 52 / 54

Page 115: The connection between information theory and networked control

How to lower-bound the number of iterations?

X XY iB i

7 8R o o t 5 b i tN o d e

YY 721B B1 2 YY 8B X4 5 YY 4 5 B X9 1 0 YY 4 1 0Key concept:decodingneighborhoods = informationpatterns

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

Need to lower-bound averageprobability of bit error in termsof n.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 52 / 54

Page 116: The connection between information theory and networked control

How to lower-bound the number of iterations?

X XY iB i

7 8R o o t K b i tN o d e

YY 721B B1 2 YY 8B X4 5 YY 4 5 B X9 1 0 YY 4 1 0Key concept:decodingneighborhoods = informationpatterns

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

Need to lower-bound averageprobability of bit error in termsof n.

Key insight:n is playing a roleanalogous to delay.

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 52 / 54

Page 117: The connection between information theory and networked control

A local “sphere-packing” bound for the AWGN

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

〈Pe〉 ≥ supσ2G>σ2

Pµ(n): C(G)<R

h−1b (δ(G))

2exp

(

−nD(σ2G||σ

2P) −

12φ(n, h−1

b (δ(G)))

(

σ2G

σ2P

− 1

))

C(G) = 12 log2(1 + PT

σ2G), δ(G): 1− C(G)

R

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 53 / 54

Page 118: The connection between information theory and networked control

A local “sphere-packing” bound for the AWGN

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

〈Pe〉 ≥ supσ2G>σ2

Pµ(n): C(G)<R

h−1b (δ(G))

2exp

(

−nD(σ2G||σ

2P) −

12φ(n, h−1

b (δ(G)))

(

σ2G

σ2P

− 1

))

C(G) = 12 log2(1 + PT

σ2G), δ(G): 1− C(G)

R

µ(n) = 12(1 + 1

T(n)+1 + 4T(n)+2nT(n)(1+T(n)))

T(n) = −WL(−exp(−1)(1/4)1/n)

WL(x) solvesx = WL(x) exp(WL(x))

φ(n, y) = −n(WL

(

−exp(−1)( y2)

2n

)

+ 1)

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 53 / 54

Page 119: The connection between information theory and networked control

A local “sphere-packing” bound for the AWGN

Decoding neighborhood sizen ≤ 1 + (α + 1)αi−1 ≈ αi .

〈Pe〉 ≥ supσ2G>σ2

Pµ(n): C(G)<R

h−1b (δ(G))

2exp

(

−nD(σ2G||σ

2P) −

12φ(n, h−1

b (δ(G)))

(

σ2G

σ2P

− 1

))

C(G) = 12 log2(1 + PT

σ2G), δ(G): 1− C(G)

R

µ(n) = 12(1 + 1

T(n)+1 + 4T(n)+2nT(n)(1+T(n)))

T(n) = −WL(−exp(−1)(1/4)1/n)

WL(x) solvesx = WL(x) exp(WL(x))

φ(n, y) = −n(WL

(

−exp(−1)( y2)

2n

)

+ 1)

Double-exponential potential return on investments in decoding power!

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 53 / 54

Page 120: The connection between information theory and networked control

Waterslide curves for general AWGN case

0 1 2 3 4

−2

−4

−8

−16

−32

−64

Power

log 10

(⟨ P

e ⟩)γ = 0.4γ = 0.3γ = 0.2Shannon limit

Anant Sahai (UC Berkeley) IT + Control Mar 26, 2008 54 / 54