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Towards Integrating Control and Information Theories: From Information-Theoretic Measures to Control Performance Limitations
控制论与信息论融合之初探:从信息论测度到控制性能极限
Song Fang, Jie Chen, Hideaki Ishii
http://www.springer.com/cn/book/9783319492889
There is an obvious analogy between the problem of smoothing the data to eliminate or reduce the effect of tracking errors and the problem of separating a signal from interfering noise in communications systems.
— R. B. Blackman, H. W. Bode, and C. E. Shannon, “Data Smoothing and Prediction in Fire-Control Systems,” 1946
Chapter 2
The idea of a statistical message source is central to Shannon’s work. The study of random processes had entered into communication before his communication theory. There was a growing understanding of and ability to deal with problems of random noise.
— J. R. Pierce, “The Early Days of Information Theory,” 1973
Chapter 3
All stable processes we shall predict. All unstable processes we shall control.
— John von Neumann
As the signal power is increased from zero, we allot the power to the channels with the lowest noise. When the available power is increased still further, some of the power is put into noisier channels. The process by which the power is distributed among the various bins is identical to the way in which water distributes itself in a vessel, hence this process is sometimes referred to as “water-filling”.
— T. M. Cover, J. A. Thomas, “Elements of Information Theory,” 1991
I like to think of Bode’s integrals as conservation laws. They state precisely that a certain quantity—the integrated value of the log of the magnitude of the sensitivity function—is conserved under the action of feedback. The total amount of this quantity is always the same. It is equal to zero for stable plant/compensator pairs, and it is equal to some fixed positive amount for unstable ones... This applies to every controller, no matter how it was designed. Sensitivity improvements in one frequency range must be paid for with sensitivity deteriorations in another frequency range, and the price is higher if the plant is open-loop unstable.
— G. Stein, “Respect the Unstable,” 2003
In control and communication we are always fighting nature’s tendency to degrade the organized and to destroy the meaningful; the tendency, as Gibbs has shown us, for entropy to increase.
— N. Wiener, “The Human Use of Human Beings,” 1950
Chapter 7
We know the past but cannot control it. We control the future but cannot know it.
— Claude Shannon
It can also be shown that the Kalman filter extracts the maximum possible information about output data. If we form the residual between the measured output and the estimated output, we can show that for the Kalman filter the error (residual) is a white noise process, so there is no remaining dynamic information content in the error.
— K. J. Astrom, R. M. Murray, “Feedback Systems: An Introduction for Scientists and Engineers,” 2010
If everything seems under control, you’re just not going fast enough.
— Mario Andretti
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