  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 controllers. Three laws (entropy rate never
decreases, generalized Bode integral, and absolute lower bound in variance
minimization) are obtained, which are in entropy domain, frequency domain, and
time domain, respectively. Those laws characterize the fundamental limitations
of such systems imposed by the feedback mechanism. Two new notions, negentropy
rate and Gaussianity-whiteness measure (joint Shannon-Wiener entropy), are
proposed to facilitate the analysis. Topics such as
whiteness-Gaussianity-variance decomposition, Gaussianing-whitening control
(the maximum Gaussianity-whiteness measure principle), whitening control
(spectrum/spectral flattening control), generalized Bode plot, and so on are
also discussed. The special case of linear time-invariant feedback systems is
considered in the end.
