3,409 research outputs found
Probability of Error Analysis for Hidden Markov Model Filtering With Random Packet Loss
This paper studies the probability of error for maximum
a posteriori (MAP) estimation of hidden Markov models,
where measurements can be either lost or received according to another
Markov process. Analytical expressions for the error probabilities
are derived for the noiseless and noisy cases. Some relationships
between the error probability and the parameters of the
loss process are demonstated via both analysis and numerical results.
In the high signal-to-noise ratio (SNR) regime, approximate
expressions which can be more easily computed than the exact analytical
form for the noisy case are presented
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
Optimal LQG Control Across a Packet-Dropping Link
We examine optimal Linear Quadratic Gaussian control for a system in which communication between the sensor (output of the plant) and the controller occurs across a packet-dropping link. We extend the familiar LQG separation principle to this problem that allows us to solve this problem using a standard LQR state-feedback design, along with an optimal algorithm for propagating and using the information across the unreliable link. We present one such optimal algorithm, which consists of a Kalman Filter at the sensor side of the link, and a switched linear filter at the controller side. Our design does not assume any statistical model of the packet drop events, and is thus optimal for an arbitrary packet drop pattern. Further, the solution is appealing from a practical point of view because it can be implemented as a small modification of an existing LQG control design
On the Performance of Short Block Codes over Finite-State Channels in the Rare-Transition Regime
As the mobile application landscape expands, wireless networks are tasked
with supporting different connection profiles, including real-time traffic and
delay-sensitive communications. Among many ensuing engineering challenges is
the need to better understand the fundamental limits of forward error
correction in non-asymptotic regimes. This article characterizes the
performance of random block codes over finite-state channels and evaluates
their queueing performance under maximum-likelihood decoding. In particular,
classical results from information theory are revisited in the context of
channels with rare transitions, and bounds on the probabilities of decoding
failure are derived for random codes. This creates an analysis framework where
channel dependencies within and across codewords are preserved. Such results
are subsequently integrated into a queueing problem formulation. For instance,
it is shown that, for random coding on the Gilbert-Elliott channel, the
performance analysis based on upper bounds on error probability provides very
good estimates of system performance and optimum code parameters. Overall, this
study offers new insights about the impact of channel correlation on the
performance of delay-aware, point-to-point communication links. It also
provides novel guidelines on how to select code rates and block lengths for
real-time traffic over wireless communication infrastructures
On Kalman smoothing with random packet loss
The abstract is included in the text
Quality-Aware Broadcasting Strategies for Position Estimation in VANETs
The dissemination of vehicle position data all over the network is a
fundamental task in Vehicular Ad Hoc Network (VANET) operations, as
applications often need to know the position of other vehicles over a large
area. In such cases, inter-vehicular communications should be exploited to
satisfy application requirements, although congestion control mechanisms are
required to minimize the packet collision probability. In this work, we face
the issue of achieving accurate vehicle position estimation and prediction in a
VANET scenario. State of the art solutions to the problem try to broadcast the
positioning information periodically, so that vehicles can ensure that the
information their neighbors have about them is never older than the
inter-transmission period. However, the rate of decay of the information is not
deterministic in complex urban scenarios: the movements and maneuvers of
vehicles can often be erratic and unpredictable, making old positioning
information inaccurate or downright misleading. To address this problem, we
propose to use the Quality of Information (QoI) as the decision factor for
broadcasting. We implement a threshold-based strategy to distribute position
information whenever the positioning error passes a reference value, thereby
shifting the objective of the network to limiting the actual positioning error
and guaranteeing quality across the VANET. The threshold-based strategy can
reduce the network load by avoiding the transmission of redundant messages, as
well as improving the overall positioning accuracy by more than 20% in
realistic urban scenarios.Comment: 8 pages, 7 figures, 2 tables, accepted for presentation at European
Wireless 201
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