Invariance Feedback Entropy of Uncertain Control Systems

We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties, e.g. we provide conditions that ensure that the invariance feedback entropy is finite and show for the deterministic case that we recover the well-known notion of entropy for deterministic control systems. We prove the data rate theorem, which shows that the invariance entropy is a tight lower bound of the data rate of any coder-controller that achieves invariance in the closed loop. We analyze uncertain linear control systems and derive a universal lower bound of the invariance feedback entropy. The lower bound depends on the absolute value of the determinant of the system matrix and a ratio involving the volume of the invariant set and the set of uncertainties. Furthermore, we derive a lower bound of the data rate of any static, memoryless coder-controller. Both lower bounds are intimately related and for certain cases it is possible to bound the performance loss due to the restriction to static coder-controllers by 1 bit/time unit. We provide various examples throughout the paper to illustrate and discuss different definitions and results.