An Asymptotically Optimal Two-Part Coding Scheme for Networked Control under Fixed-Rate Constraints

It is known that fixed rate adaptive quantizers can be used to stabilize an open-loop-unstable linear system driven by unbounded noise. These quantizers can be designed so that they have near-optimal rate, and the resulting system will be stable in the sense of having an invariant probability measure, or ergodicity, as well as the boundedness of the state second moment. However, results on the minimization of the state second moment for such quantizers, an important goal in practice, do not seem to be available. In this paper, we construct a two-part adaptive coding scheme that is asymptotically optimal in terms of the second moments. The first part, as in prior work, leads to ergodicity (via positive Harris recurrence) and the second part attains order optimality of the invariant second moment, resulting in near optimal performance at high rates.