activity
20142021
most citedIndependent Gaussian Distributions Minimize the Kullback-Leibler (KL) Divergence from Independent Gaussian Distributions

8 citations · 25 across the 22 of their papers we have counts for

collaborators

22 papers

cs.IT2021★ 2 cited

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

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. By doing so, we obtain lower bounds on…

eess.SY2021★ 1 cited

Relativistic Rocket Control (Relativistic Space-Travel Flight Control): Feedback Control of Relativistic Dynamics Propelled by Ejecting Mass

Song Fang, Quanyan Zhu

In this short note, we investigate the feedback control of relativistic dynamics propelled by mass ejection, modeling, e.g., the relativistic rocket control or the relativistic (sp…

math.ST2021

The Spectral-Domain Wasserstein Distance for Elliptical Processes and the Spectral-Domain Gelbrich Bound

Song Fang, Quanyan Zhu

In this short note, we introduce the spectral-domain Wasserstein distance for elliptical stochastic processes in terms of their power spectra. We also introduce the…

math.ST2020

Independent Elliptical Distributions Minimize Their Wasserstein Distance from Independent Elliptical Distributions with the Same Density Generator

Song Fang, Quanyan Zhu

This short note is on a property of the Wasserstein distance which indicates that independent elliptical distributions minimize their Wasserstein di…

cs.IT2020★ 8 cited

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

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 G…

eess.SY2020

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

Song Fang, Quanyan Zhu

In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic bounds that h…

eess.SY2020

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

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, where…

cs.IT2020★ 1 cited

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

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.…

cs.IT2020★ 2 cited

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

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. As its name indicates, channel leaka…

cs.LG2020

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

Song Fang, Quanyan Zhu

In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the $\mathcal{L}_…

cs.IT2020

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

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. In light of this, we obtai…

eess.SY2019★ 2 cited

Information-Theoretic Performance Limitations of Feedback Control: Underlying Entropic Laws and Generic Bounds

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…

eess.SY2019★ 1 cited

Relativistic Control: Feedback Control of Relativistic Dynamics

Song Fang, Quanyan Zhu

Strictly speaking, Newton's second law of motion is only an approximation of the so-called relativistic dynamics, i.e., Einstein's modification of the second law based on his theor…

cs.LG2019

Fundamental Limitations in Sequential Prediction and Recursive Algorithms: Bounds via an Entropic Analysis

Song Fang, Quanyan Zhu

In this paper, we obtain fundamental bounds in sequential prediction and recursive algorithms via an entropic analysis. Both classes of problems are examined by i…

cs.LG2019

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

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. The fundamental bounds are s…

eess.SY2019

Two-Way Coding and Attack Decoupling in Control Systems Under Injection Attacks

Song Fang, Karl Henrik Johansson, Mikael Skoglund +2

In this paper, we introduce the concept of two-way coding, which originates in communication theory characterizing coding schemes for two-way channels, into control theory, particu…

cs.IT2019★ 6 cited

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

Song Fang, Mikael Skoglund, Karl Henrik Johansson +2

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

eess.SY2019★ 1 cited

Two-Way Coding in Control Systems Under Injection Attacks: From Attack Detection to Attack Correction

Song Fang, Karl Henrik Johansson, Mikael Skoglund +2

In this paper, we introduce the method of two-way coding, a concept originating in communication theory characterizing coding schemes for two-way channels, into (networked) feedbac…

eess.SY2018★ 1 cited

A Frequency-Domain Characterization of Optimal Error Covariance for the Kalman-Bucy Filter

Song Fang, Hideaki Ishii, Jie Chen +1

In this paper, we discover that the trace of the division of the optimal output estimation error covariance over the noise covariance attained by the Kalman-Bucy filter can be expl…

eess.SY2014

Three Laws of Multivariable Feedback Systems, Extended Spectral Flatness (Extended Wiener Entropy), 'Uncertainty Principles' in Variance Minimization, and Performance Limitations in Minimum Variance Estimation/Filtering

Song Fang

In this paper, three laws are obtained for multiple-input multiple-output feedback systems, which are in entropy domain, frequency domain, and time domain, respectively. The system…

eess.SY2014

Limitations of state estimation: absolute lower bound of minimum variance estimation/filtering, Gaussianity-whiteness measure (joint Shannon-Wiener entropy), and Gaussianing-whitening filter (maximum Gaussianity-whiteness measure principle)

Song Fang

This paper aims at obtaining performance limitations of state estimation in terms of variance minimization (minimum variance estimation and filtering) using information theory. Two…

eess.SY2014

Three laws of feedback systems: entropy rate never decreases, generalized Bode integral, absolute lower bound in variance minimization, Gaussianity-whiteness measure (joint Shannon-Wiener entropy), Gaussianing-whitening control, and beyond

Song Fang

This paper aims at obtaining universal laws and absolute lower bounds of feedback systems using information theory. The feedback system setup is that with causal plants and causal…