On Energy–Information Balance in Automatic Control Systems Revisited

Abstract

We revise and slightly generalize some variational problems related to the “informational approach” in the classical optimization problem for automatic control systems which was popular from 1970–1990. We find extremals for various degenerated (derivative independent) functionals and propose some interpretations of obtained minimax relations. The main example of such functionals is given by the Gelfand–Pinsker–Yaglom formula for the information quantity contained in one random process in another one. We find some balance relations in a linear stationary one-dimensional system with Gaussian signal and interpret them in terms of Legendre duality.

Keywords

• Pinsker information rate
• entropy rate
• Legendre duality