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Low-Power Optimal Strategy for Witsenhausen Counterexample
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Information Science and Engineering.ORCID iD: 0009-0005-3227-8917
University of Rennes, CNRS, Inria, IRISA UMR 6074, Rennes, France.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Information Science and Engineering.ORCID iD: 0000-0002-0036-9049
2025 (English)In: 2025 IEEE 64th Conference on Decision and Control, CDC 2025, Institute of Electrical and Electronics Engineers (IEEE) , 2025, p. 4503-4509Conference paper, Published paper (Refereed)
Abstract [en]

We discuss the Witsenhausen counterexample from the perspective of varying power budgets and propose a low-power estimation (LoPE) strategy. Specifically, our LoPE approach designs the first decision-maker (DM) a quantization step function of the Gaussian source state, making the target system state a piecewise linear function of the source with slope one. This approach contrasts with Witsenhausen's original two-point strategy, which instead designs the system state itself to be a binary step. While the two-point strategy can outperform the linear strategy in estimation cost, it, along with its multi-step extensions, typically requires a substantial power budget. Analogous to Binary Phase Shift Keying (BPSK) communication for Gaussian channels, we show that the binary LoPE strategy attains first-order optimality in the low-power regime, matching the performance of the linear strategy as the power budget increases from zero. Our analysis also provides an interpretation of the previously observed near-optimal sloped step function ("sawtooth") structure to the Witsenhausen counterexample: In the low-power regime, power saving is prioritized, in which case the LoPE strategy dominates, making the system state a piecewise linear function with slope close to one. Conversely, in the high-power regime, setting the system state as a step function with the slope approaching zero facilitates accurate estimation. Hence, the sawtooth solution can be seen as a combination of both strategies.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2025. p. 4503-4509
National Category
Probability Theory and Statistics Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-378899DOI: 10.1109/CDC57313.2025.11313020Scopus ID: 2-s2.0-105031885277OAI: oai:DiVA.org:kth-378899DiVA, id: diva2:2051427
Conference
64th IEEE Conference on Decision and Control, CDC 2025, Rio de Janeiro, Brazil, Dec 9 2025 - Dec 12 2025
Note

Part of ISBN 9798331526276

QC 20260408

Available from: 2026-04-08 Created: 2026-04-08 Last updated: 2026-04-08Bibliographically approved

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Zhao, MengyuanOechtering, Tobias J.

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