Distributive Network Utility Maximization (NUM) over Time-Varying Fading Channels

Distributed network utility maximization (NUM) has received an increasing intensity of interest over the past few years. Distributed solutions (e.g., the primal-dual gradient method) have been intensively investigated under fading channels. As such distributed solutions involve iterative updating and explicit message passing, it is unrealistic to assume that the wireless channel remains unchanged during the iterations. Unfortunately, the behavior of those distributed solutions under time-varying channels is in general unknown. In this paper, we shall investigate the convergence behavior and tracking errors of the iterative primal-dual scaled gradient algorithm (PDSGA) with dynamic scaling matrices (DSC) for solving distributive NUM problems under time-varying fading channels. We shall also study a specific application example, namely the multi-commodity flow control and multi-carrier power allocation problem in multi-hop ad hoc networks. Our analysis shows that the PDSGA converges to a limit region rather than a single point under the finite state Markov chain (FSMC) fading channels. We also show that the order of growth of the tracking errors is given by O(T/N), where T and N are the update interval and the average sojourn time of the FSMC, respectively. Based on this analysis, we derive a low complexity distributive adaptation algorithm for determining the adaptive scaling matrices, which can be implemented distributively at each transmitter. The numerical results show the superior performance of the proposed dynamic scaling matrix algorithm over several baseline schemes, such as the regular primal-dual gradient algorithm

Convergence Analysis of Mixed Timescale Cross-Layer Stochastic Optimization

This paper considers a cross-layer optimization problem driven by multi-timescale stochastic exogenous processes in wireless communication networks. Due to the hierarchical information structure in a wireless network, a mixed timescale stochastic iterative algorithm is proposed to track the time-varying optimal solution of the cross-layer optimization problem, where the variables are partitioned into short-term controls updated in a faster timescale, and long-term controls updated in a slower timescale. We focus on establishing a convergence analysis framework for such multi-timescale algorithms, which is difficult due to the timescale separation of the algorithm and the time-varying nature of the exogenous processes. To cope with this challenge, we model the algorithm dynamics using stochastic differential equations (SDEs) and show that the study of the algorithm convergence is equivalent to the study of the stochastic stability of a virtual stochastic dynamic system (VSDS). Leveraging the techniques of Lyapunov stability, we derive a sufficient condition for the algorithm stability and a tracking error bound in terms of the parameters of the multi-timescale exogenous processes. Based on these results, an adaptive compensation algorithm is proposed to enhance the tracking performance. Finally, we illustrate the framework by an application example in wireless heterogeneous network

Stochastic Sensor Scheduling via Distributed Convex Optimization

In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical resource constraints. The idea of our stochastic strategy is that a system is randomly selected for observation at each time instant according to a pre-assigned probability distribution. We aim to find the optimal pre-assigned probability in order to minimize the maximal estimate error covariance among dynamic systems. We first show that under mild conditions, the stochastic scheduling problem gives an upper bound on the performance of the optimal sensor selection problem, notoriously difficult to solve. We next relax the stochastic scheduling problem into a tractable suboptimal quasi-convex form. We then show that the new problem can be decomposed into coupled small convex optimization problems, and it can be solved in a distributed fashion. Finally, for scheduling implementation, we propose centralized and distributed deterministic scheduling strategies based on the optimal stochastic solution and provide simulation examples.Comment: Proof errors and typos are fixed. One section is removed from last versio

Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey

Wireless sensor networks (WSNs) consist of autonomous and resource-limited devices. The devices cooperate to monitor one or more physical phenomena within an area of interest. WSNs operate as stochastic systems because of randomness in the monitored environments. For long service time and low maintenance cost, WSNs require adaptive and robust methods to address data exchange, topology formulation, resource and power optimization, sensing coverage and object detection, and security challenges. In these problems, sensor nodes are to make optimized decisions from a set of accessible strategies to achieve design goals. This survey reviews numerous applications of the Markov decision process (MDP) framework, a powerful decision-making tool to develop adaptive algorithms and protocols for WSNs. Furthermore, various solution methods are discussed and compared to serve as a guide for using MDPs in WSNs

Tracking system study

A digital computer program was generated which mathematically describes an optimal estimator-controller technique as applied to the control of antenna tracking systems used by NASA. Simulation studies utilizing this program were conducted using the IBM 360/91 computer. The basic ideas of applying optimal estimator-controller techniques to antenna tracking systems are discussed. A survey of existing tracking methods is given along with shortcomings and inherent errors. It is explained how these errors can be considerably reduced if optimal estimation and control are used. The modified programs generated in this project are described and the simulation results are summarized. The new algorithms for direct synthesis and stabilization of the systems including nonlinearities, are presented