Control of continuous-time systems with communication constraints: Linear quadratic stabilization and fundamental limitations

This paper considers both synthesis and analysis problems for continuous-time stochastic systems in the presence of limited information. First, a novel linear matrix inequality (LMI) optimization problem is formulated to obtain a linear quadratic controller over an additive white-noise channel subject to a power constraint. We next consider a more general setting and, using tools from information theory, derive an extended Bode-type formula to analyze fundamental performance limitations.