Optimal Energy Allocation for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgments and Energy Harvesting Constraints

This paper presents a design methodology for optimal transmission energy allocation at a sensor equipped with energy harvesting technology for remote state estimation of linear stochastic dynamical systems. In this framework, the sensor measurements as noisy versions of the system states are sent to the receiver over a packet dropping communication channel. The packet dropout probabilities of the channel depend on both the sensor's transmission energies and time varying wireless fading channel gains. The sensor has access to an energy harvesting source which is an everlasting but unreliable energy source compared to conventional batteries with fixed energy storages. The receiver performs optimal state estimation with random packet dropouts to minimize the estimation error covariances based on received measurements. The receiver also sends packet receipt acknowledgments to the sensor via an erroneous feedback communication channel which is itself packet dropping. The objective is to design optimal transmission energy allocation at the energy harvesting sensor to minimize either a finite-time horizon sum or a long term average (infinite-time horizon) of the trace of the expected estimation error covariance of the receiver's Kalman filter. These problems are formulated as Markov decision processes with imperfect state information. The optimal transmission energy allocation policies are obtained by the use of dynamic programming techniques. Using the concept of submodularity, the structure of the optimal transmission energy policies are studied. Suboptimal solutions are also discussed which are far less computationally intensive than optimal solutions. Numerical simulation results are presented illustrating the performance of the energy allocation algorithms.Comment: Submitted to IEEE Transactions on Automatic Control. arXiv admin note: text overlap with arXiv:1402.663

Delay Performance of MISO Wireless Communications

Ultra-reliable, low latency communications (URLLC) are currently attracting significant attention due to the emergence of mission-critical applications and device-centric communication. URLLC will entail a fundamental paradigm shift from throughput-oriented system design towards holistic designs for guaranteed and reliable end-to-end latency. A deep understanding of the delay performance of wireless networks is essential for efficient URLLC systems. In this paper, we investigate the network layer performance of multiple-input, single-output (MISO) systems under statistical delay constraints. We provide closed-form expressions for MISO diversity-oriented service process and derive probabilistic delay bounds using tools from stochastic network calculus. In particular, we analyze transmit beamforming with perfect and imperfect channel knowledge and compare it with orthogonal space-time codes and antenna selection. The effect of transmit power, number of antennas, and finite blocklength channel coding on the delay distribution is also investigated. Our higher layer performance results reveal key insights of MISO channels and provide useful guidelines for the design of ultra-reliable communication systems that can guarantee the stringent URLLC latency requirements.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Optimization of Information Rate Upper and Lower Bounds for Channels with Memory

We consider the problem of minimizing upper bounds and maximizing lower bounds on information rates of stationary and ergodic discrete-time channels with memory. The channels we consider can have a finite number of states, such as partial response channels, or they can have an infinite state-space, such as time-varying fading channels. We optimize recently-proposed information rate bounds for such channels, which make use of auxiliary finite-state machine channels (FSMCs). Our main contribution in this paper is to provide iterative expectation-maximization (EM) type algorithms to optimize the parameters of the auxiliary FSMC to tighten these bounds. We provide an explicit, iterative algorithm that improves the upper bound at each iteration. We also provide an effective method for iteratively optimizing the lower bound. To demonstrate the effectiveness of our algorithms, we provide several examples of partial response and fading channels, where the proposed optimization techniques significantly tighten the initial upper and lower bounds. Finally, we compare our results with an improved variation of the \emph{simplex} local optimization algorithm, called \emph{Soblex}. This comparison shows that our proposed algorithms are superior to the Soblex method, both in terms of robustness in finding the tightest bounds and in computational efficiency. Interestingly, from a channel coding/decoding perspective, optimizing the lower bound is related to increasing the achievable mismatched information rate, i.e., the information rate of a communication system where the decoder at the receiver is matched to the auxiliary channel, and not to the original channel.Comment: Submitted to IEEE Transactions on Information Theory, November 24, 200

Power Allocation For Outage Minimization in State Estimation Over Fading Channels

This paper studies the outage probability minimization problem for state estimation of linear dynamical systems using multiple sensors, where an estimation outage is defined as an event when the state estimation error exceeds a pre-determined threshold. The sensors amplify-and-forward their measurements (using uncoded analog transmission) to a remote fusion center over wireless fading channels. For stable systems, the resulting infinite horizon problem can be formulated as a constrained average cost Markov decision process (MDP) control problem. A suboptimal power allocation that is less computationally intensive is proposed, and numerical results demonstrate very close performance to the power allocation obtained from the solution of the MDP based average cost optimality equation. Motivated by practical considerations, assuming that sensors can transmit with only a finite number of power levels, optimization of the values of these levels is also considered using a stochastic approximation technique. In the case of unstable systems, a finite horizon formulation of the estimation outage minization problem is presented and solved. An extension to the problem of minimization of the expected error covariance is also studied

Noncoherent Capacity of Underspread Fading Channels

We derive bounds on the noncoherent capacity of wide-sense stationary uncorrelated scattering (WSSUS) channels that are selective both in time and frequency, and are underspread, i.e., the product of the channel's delay spread and Doppler spread is small. For input signals that are peak constrained in time and frequency, we obtain upper and lower bounds on capacity that are explicit in the channel's scattering function, are accurate for a large range of bandwidth and allow to coarsely identify the capacity-optimal bandwidth as a function of the peak power and the channel's scattering function. We also obtain a closed-form expression for the first-order Taylor series expansion of capacity in the limit of large bandwidth, and show that our bounds are tight in the wideband regime. For input signals that are peak constrained in time only (and, hence, allowed to be peaky in frequency), we provide upper and lower bounds on the infinite-bandwidth capacity and find cases when the bounds coincide and the infinite-bandwidth capacity is characterized exactly. Our lower bound is closely related to a result by Viterbi (1967). The analysis in this paper is based on a discrete-time discrete-frequency approximation of WSSUS time- and frequency-selective channels. This discretization explicitly takes into account the underspread property, which is satisfied by virtually all wireless communication channels.Comment: Submitted to the IEEE Transactions on Information Theor