Title :
A random time stochastic drift result and application to stochastic stabilization over noisy channels
Author_Institution :
Dept. of Math. & Stat., Queen´´s Univ., Kingston, ON, Canada
fDate :
Sept. 30 2009-Oct. 2 2009
Abstract :
A random time state-dependent drift result leading to various forms of stochastic stability for a Markov Chain is presented. Application to a network stabilization problem is studied. In particular, we observe that, for control over a discrete erasure channel with feedback, for recurrence or stochastic stability, it suffices to have the capacity being greater than the logarithm of the unstable eigenvalue. For the finiteness of a second moment, however, more stringent criteria are needed.
Keywords :
Markov processes; channel capacity; information theory; stability; Markov chains; Shannon capacity; discrete erasure channel; network stabilization; noisy channels; random time stochastic drift result; stochastic stabilization; Councils; Eigenvalues and eigenfunctions; Extraterrestrial measurements; Feedback; Markov processes; Mathematics; Stability; State-space methods; Statistics; Stochastic processes;
Conference_Titel :
Communication, Control, and Computing, 2009. Allerton 2009. 47th Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4244-5870-7
DOI :
10.1109/ALLERTON.2009.5394921