Search Results for author: Song Fang

Found 15 papers, 0 papers with code

Feedback Capacity of Parallel ACGN Channels and Kalman Filter: Power Allocation with Feedback

no code implementations4 Feb 2021 Song Fang, Quanyan Zhu

In this paper, we relate the feedback capacity of parallel additive colored Gaussian noise (ACGN) channels to a variant of the Kalman filter.

Fundamental Limits of Controlled Stochastic Dynamical Systems: An Information-Theoretic Approach

no code implementations22 Dec 2020 Song Fang, Quanyan Zhu

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.

Independent Elliptical Distributions Minimize Their $\mathcal{W}_2$ Wasserstein Distance from Independent Elliptical Distributions with the Same Density Generator

no code implementations7 Dec 2020 Song Fang, Quanyan Zhu

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with the same density generators.

The Spectral-Domain $\mathcal{W}_2$ Wasserstein Distance for Elliptical Processes and the Spectral-Domain Gelbrich Bound

no code implementations7 Dec 2020 Song Fang, Quanyan Zhu

In this short note, we introduce the spectral-domain $\mathcal{W}_2$ Wasserstein distance for elliptical stochastic processes in terms of their power spectra.

Fundamental Stealthiness-Distortion Tradeoffs in Dynamical Systems under Injection Attacks: A Power Spectral Analysis

no code implementations3 Dec 2020 Song Fang, Quanyan Zhu

In this paper, we analyze the fundamental stealthiness-distortion tradeoffs of linear Gaussian dynamical systems under data injection attacks using a power spectral analysis, whereas the Kullback-Leibler (KL) divergence is employed as the stealthiness measure.

Independent Gaussian Distributions Minimize the Kullback-Leibler (KL) Divergence from Independent Gaussian Distributions

no code implementations4 Nov 2020 Song Fang, Quanyan Zhu

This short note is on a property of the Kullback-Leibler (KL) divergence which indicates that independent Gaussian distributions minimize the KL divergence from given independent Gaussian distributions.

Fundamental Limits of Obfuscation for Linear Gaussian Dynamical Systems: An Information-Theoretic Approach

no code implementations29 Oct 2020 Song Fang, Quanyan Zhu

In this paper, we study the fundamental limits of obfuscation in terms of privacy-distortion tradeoffs for linear Gaussian dynamical systems via an information-theoretic approach.

Channel Leakage, Information-Theoretic Limitations of Obfuscation, and Optimal Privacy Mask Design for Streaming Data

no code implementations11 Aug 2020 Song Fang, Quanyan Zhu

In this paper, we first introduce the notion of channel leakage as the minimum mutual information between the channel input and channel output.

Fundamental Limits of Prediction, Generalization, and Recursion: An Entropic-Innovations Perspective

no code implementations12 Jan 2020 Song Fang, Quanyan Zhu

We also investigate the implications of the results in analyzing the fundamental limits of generalization in fitting (learning) problems from the perspective of prediction with side information, as well as the fundamental limits of recursive algorithms by viewing them as generalized prediction problems.

valid

Feedback Capacity and a Variant of the Kalman Filter with ARMA Gaussian Noises: Explicit Bounds and Feedback Coding Design

no code implementations9 Jan 2020 Song Fang, Quanyan Zhu

In this paper, we relate a feedback channel with any finite-order autoregressive moving-average (ARMA) Gaussian noises to a variant of the Kalman filter.

Information-Theoretic Performance Limitations of Feedback Control: Underlying Entropic Laws and Generic $\mathcal{L}_{p}$ Bounds

no code implementations11 Dec 2019 Song Fang, Quanyan Zhu

In this paper, we utilize information theory to study the fundamental performance limitations of generic feedback systems, where both the controller and the plant may be any causal functions/mappings while the disturbance can be with any distributions.

Relativistic Control: Feedback Control of Relativistic Dynamics

no code implementations6 Dec 2019 Song Fang, Quanyan Zhu

As such, the feedback linearization together with the linear controller compose the overall relativistic feedback control law.

Fundamental Limitations in Sequential Prediction and Recursive Algorithms: $\mathcal{L}_{p}$ Bounds via an Entropic Analysis

no code implementations3 Dec 2019 Song Fang, Quanyan Zhu

In this paper, we obtain fundamental $\mathcal{L}_{p}$ bounds in sequential prediction and recursive algorithms via an entropic analysis.

Generic Bounds on the Maximum Deviations in Sequential Prediction: An Information-Theoretic Analysis

no code implementations11 Oct 2019 Song Fang, Quanyan Zhu

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach.

Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective

no code implementations9 Apr 2019 Song Fang, Mikael Skoglund, Karl Henrik Johansson, Hideaki Ishii, Quanyan Zhu

In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach.

Gaussian Processes Time Series +1

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