23 research outputs found
On the effect of quantization on performance at high rates
We study the effect of quantization on the performance of a scalar dynamical system in the high rate regime. We evaluate the LQ cost for two commonly used quantizers: uniform and logarithmic and provide a lower bound on performance of any centroid-based quantizer based on entropy arguments. We also consider the case when the channel drops data packets stochastically
The Quadratic Gaussian Rate-Distortion Function for Source Uncorrelated Distortions
We characterize the rate-distortion function for zero-mean stationary
Gaussian sources under the MSE fidelity criterion and subject to the additional
constraint that the distortion is uncorrelated to the input. The solution is
given by two equations coupled through a single scalar parameter. This has a
structure similar to the well known water-filling solution obtained without the
uncorrelated distortion restriction. Our results fully characterize the unique
statistics of the optimal distortion. We also show that, for all positive
distortions, the minimum achievable rate subject to the uncorrelation
constraint is strictly larger than that given by the un-constrained
rate-distortion function. This gap increases with the distortion and tends to
infinity and zero, respectively, as the distortion tends to zero and infinity.Comment: Revised version, to be presented at the Data Compression Conference
200
An Optimal Transmission Strategy for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgements
This paper presents a novel design methodology for optimal transmission
policies at a smart sensor to remotely estimate the state of a stable linear
stochastic dynamical system. The sensor makes measurements of the process and
forms estimates of the state using a local Kalman filter. The sensor transmits
quantized information over a packet dropping link to the remote receiver. The
receiver sends packet receipt acknowledgments back to the sensor via an
erroneous feedback communication channel which is itself packet dropping. The
key novelty of this formulation is that the smart sensor decides, at each
discrete time instant, whether to transmit a quantized version of either its
local state estimate or its local innovation. The objective is to design
optimal transmission policies in order to minimize a long term average cost
function as a convex combination of the receiver's expected estimation error
covariance and the energy needed to transmit the packets. The optimal
transmission policy is obtained by the use of dynamic programming techniques.
Using the concept of submodularity, the optimality of a threshold policy in the
case of scalar systems with perfect packet receipt acknowledgments is proved.
Suboptimal solutions and their structural results are also discussed. Numerical
results are presented illustrating the performance of the optimal and
suboptimal transmission policies.Comment: Conditionally accepted in IEEE Transactions on Control of Network
System
Analysis of distributed ADMM algorithm for consensus optimization in presence of error
ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and communication between neighbors. Local computations usually suffer from different types of errors, due to e.g., observation or quantization noise, which can degrade the performance of the algorithm. In this work, we focus on analyzing the convergence behavior of distributed ADMM for consensus optimization in presence of additive node error. We specifically show that (a noisy) ADMM converges linearly under certain conditions and also examine the associated convergence point. Numerical results are provided which demonstrate the effectiveness of the presented analysis