Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Fundamental Limits of Controlled Stochastic Dynamical Systems: An
  Information-Theoretic Approach   In this paper, we examine the fundamental performance limitations in the
control of stochastic dynamical systems; more specifically, we derive generic
$\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and
any stochastic disturbances, by an information-theoretic analysis. We first
consider the scenario where the plant (i.e., the dynamical system to be
controlled) is linear time-invariant, and it is seen in general that the lower
bounds are characterized by the unstable poles (or nonminimum-phase zeros) of
the plant as well as the conditional entropy of the disturbance. We then
analyze the setting where the plant is assumed to be (strictly) causal, for
which case the lower bounds are determined by the conditional entropy of the
disturbance. We also discuss the special cases of $p = 2$ and $p = \infty$,
which correspond to minimum-variance control and controlling the maximum
deviations, respectively. In addition, we investigate the power-spectral
characterization of the lower bounds as well as its relation to the
Kolmogorov-Szeg\"o formula.

11
The categories of this paper are: hep-lat
33
The categories of this paper are: plasm-ph
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
7
The categories of this paper are: hep-th
20
The categories of this paper are: acc-phys
17
The categories of this paper are: q-fin
37
The categories of this paper are: supr-con
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
29
The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg