Information embedding and the triple role of control

We consider the problem of information embedding where the encoder modifies a white Gaussian host signal in a power-constrained manner to encode a message, and the decoder recovers both the embedded message and the modified host signal. This partially extends the recent work of Sumszyk and Steinberg to the continuous-alphabet Gaussian setting. Through a control-theoretic lens, we observe that the problem is a minimalist example of what is called the "triple role" of control actions. We show that a dirty-paper-coding strategy achieves the optimal rate for perfect recovery of the modified host and the message for any message rate. For imperfect recovery of the modified host, by deriving bounds on the minimum mean-square error (MMSE) in recovering the modified host signal, we show that DPC-based strategies are guaranteed to attain within a uniform constant factor of 16 of the optimal weighted sum of power required in host signal modification and the MMSE in the modified host signal reconstruction for all weights and all message rates. When specialized to the zero-rate case, our results provide the tightest known lower bounds on the asymptotic costs for the vector version of a famous open problem in decentralized control: the Witsenhausen counterexample. Numerically, this tighter bound helps us characterize the asymptotically optimal costs for the vector Witsenhausen problem to within a factor of 1.3 for all problem parameters, improving on the earlier best known bound of 2.