When multiplicative noise stymies control

ANNALS OF APPLIED PROBABILITY, pp. 1963-1992, 2019.

Cited by: 4|Bibtex|Views30|DOI:https://doi.org/10.1214/18-AAP1415
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Other Links: academic.microsoft.com|dblp.uni-trier.de|arxiv.org

Abstract:

We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot be stabilized. This is done by showing that the probability that the state magnitude remains bounded ...More

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