18,813 research outputs found
An Optimal Medium Access Control with Partial Observations for Sensor Networks
We consider medium access control (MAC) in multihop sensor networks, where only partial information about the shared medium is available to the transmitter. We model our setting as a queuing problem in which the service rate of a queue is a function of a partially observed Markov chain representing the available bandwidth, and in which the arrivals are controlled based on the partial observations so as to keep the system in a desirable mildly unstable regime. The optimal controller for this problem satisfies a separation property: we first compute a probability measure on the state space of the chain, namely the information state, then use this measure as the new state on which the control decisions are based. We give a formal description of the system considered and of its dynamics, we formalize and solve an optimal control problem, and we show numerical simulations to illustrate with concrete examples properties of the optimal control law. We show how the ergodic behavior of our queuing model is characterized by an invariant measure over all possible information states, and we construct that measure. Our results can be specifically applied for designing efficient and stable algorithms for medium access control in multiple-accessed systems, in particular for sensor networks
Active Classification for POMDPs: a Kalman-like State Estimator
The problem of state tracking with active observation control is considered
for a system modeled by a discrete-time, finite-state Markov chain observed
through conditionally Gaussian measurement vectors. The measurement model
statistics are shaped by the underlying state and an exogenous control input,
which influence the observations' quality. Exploiting an innovations approach,
an approximate minimum mean-squared error (MMSE) filter is derived to estimate
the Markov chain system state. To optimize the control strategy, the associated
mean-squared error is used as an optimization criterion in a partially
observable Markov decision process formulation. A stochastic dynamic
programming algorithm is proposed to solve for the optimal solution. To enhance
the quality of system state estimates, approximate MMSE smoothing estimators
are also derived. Finally, the performance of the proposed framework is
illustrated on the problem of physical activity detection in wireless body
sensing networks. The power of the proposed framework lies within its ability
to accommodate a broad spectrum of active classification applications including
sensor management for object classification and tracking, estimation of sparse
signals and radar scheduling.Comment: 38 pages, 6 figure
Event-Driven Optimal Feedback Control for Multi-Antenna Beamforming
Transmit beamforming is a simple multi-antenna technique for increasing
throughput and the transmission range of a wireless communication system. The
required feedback of channel state information (CSI) can potentially result in
excessive overhead especially for high mobility or many antennas. This work
concerns efficient feedback for transmit beamforming and establishes a new
approach of controlling feedback for maximizing net throughput, defined as
throughput minus average feedback cost. The feedback controller using a
stationary policy turns CSI feedback on/off according to the system state that
comprises the channel state and transmit beamformer. Assuming channel isotropy
and Markovity, the controller's state reduces to two scalars. This allows the
optimal control policy to be efficiently computed using dynamic programming.
Consider the perfect feedback channel free of error, where each feedback
instant pays a fixed price. The corresponding optimal feedback control policy
is proved to be of the threshold type. This result holds regardless of whether
the controller's state space is discretized or continuous. Under the
threshold-type policy, feedback is performed whenever a state variable
indicating the accuracy of transmit CSI is below a threshold, which varies with
channel power. The practical finite-rate feedback channel is also considered.
The optimal policy for quantized feedback is proved to be also of the threshold
type. The effect of CSI quantization is shown to be equivalent to an increment
on the feedback price. Moreover, the increment is upper bounded by the expected
logarithm of one minus the quantization error. Finally, simulation shows that
feedback control increases net throughput of the conventional periodic feedback
by up to 0.5 bit/s/Hz without requiring additional bandwidth or antennas.Comment: 29 pages; submitted for publicatio
On the connections between PCTL and Dynamic Programming
Probabilistic Computation Tree Logic (PCTL) is a well-known modal logic which
has become a standard for expressing temporal properties of finite-state Markov
chains in the context of automated model checking. In this paper, we give a
definition of PCTL for noncountable-space Markov chains, and we show that there
is a substantial affinity between certain of its operators and problems of
Dynamic Programming. After proving some uniqueness properties of the solutions
to the latter, we conclude the paper with two examples to show that some
recovery strategies in practical applications, which are naturally stated as
reach-avoid problems, can be actually viewed as particular cases of PCTL
formulas.Comment: Submitte
Large deviation asymptotics and control variates for simulating large functions
Consider the normalized partial sums of a real-valued function of a
Markov chain, The
chain takes values in a general state space ,
with transition kernel , and it is assumed that the Lyapunov drift condition
holds: where , , the set is small and dominates . Under these
assumptions, the following conclusions are obtained: 1. It is known that this
drift condition is equivalent to the existence of a unique invariant
distribution satisfying , and the law of large numbers
holds for any function dominated by :
2. The lower error
probability defined by , for , ,
satisfies a large deviation limit theorem when the function satisfies a
monotonicity condition. Under additional minor conditions an exact large
deviations expansion is obtained. 3. If is near-monotone, then
control-variates are constructed based on the Lyapunov function , providing
a pair of estimators that together satisfy nontrivial large asymptotics for the
lower and upper error probabilities. In an application to simulation of queues
it is shown that exact large deviation asymptotics are possible even when the
estimator does not satisfy a central limit theorem.Comment: Published at http://dx.doi.org/10.1214/105051605000000737 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
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