Tracking and Control of Gauss-Markov Processes over Packet-Drop Channels with Acknowledgments

We consider the problem of tracking the state of Gauss–Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the processes into finite-rate packets that are sent over the erasure-prone links to a state estimator, and are acknowledged upon packet arrivals. The aim of the state estimator is to track the processes with zero delay and with minimum mean square error (MMSE). We show that, in the limit of many processes, greedy quantization with respect to the squared error distortion is optimal. That is, there is no tension between optimizing the MMSE of the process in the current time instant and that of future times. For the case of packet erasures with delayed acknowledgments, we connect the problem to that of compression with side information that is known at the observer and may be known at the state estimator—where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small. For the scenario where only one process is tracked by the observer–state estimator system, we further show that variable-length coding techniques are within a small gap of the many-process outer bound. We demonstrate the usefulness of the proposed approach for the simple setting of discrete-time scalar linear quadratic Gaussian control with a limited data-rate feedback that is susceptible to packet erasures

Tracking and Control of Gauss-Markov Processes over Packet-Drop Channels with Acknowledgments

We consider the problem of tracking the state of Gauss–Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the processes into finite-rate packets that are sent over the erasure-prone links to a state estimator, and are acknowledged upon packet arrivals. The aim of the state estimator is to track the processes with zero delay and with minimum mean square error (MMSE). We show that, in the limit of many processes, greedy quantization with respect to the squared error distortion is optimal. That is, there is no tension between optimizing the MMSE of the process in the current time instant and that of future times. For the case of packet erasures with delayed acknowledgments, we connect the problem to that of compression with side information that is known at the observer and may be known at the state estimator—where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small. For the scenario where only one process is tracked by the observer–state estimator system, we further show that variable-length coding techniques are within a small gap of the many-process outer bound. We demonstrate the usefulness of the proposed approach for the simple setting of discrete-time scalar linear quadratic Gaussian control with a limited data-rate feedback that is susceptible to packet erasures

Tracking an Auto-Regressive Process with Limited Communication per Unit Time

Samples from a high-dimensional AR[1] process are observed by a sender which can communicate only finitely many bits per unit time to a receiver. The receiver seeks to form an estimate of the process value at every time instant in real-time. We consider a time-slotted communication model in a slow-sampling regime where multiple communication slots occur between two sampling instants. We propose a successive update scheme which uses communication between sampling instants to refine estimates of the latest sample and study the following question: Is it better to collect communication of multiple slots to send better refined estimates, making the receiver wait more for every refinement, or to be fast but loose and send new information in every communication opportunity? We show that the fast but loose successive update scheme with ideal spherical codes is universally optimal asymptotically for a large dimension. However, most practical quantization codes for fixed dimensions do not meet the ideal performance required for this optimality, and they typically will have a bias in the form of a fixed additive error. Interestingly, our analysis shows that the fast but loose scheme is not an optimal choice in the presence of such errors, and a judiciously chosen frequency of updates outperforms it

Algorithms for Optimal Control with Fixed-Rate Feedback

We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has been well studied. However, for a given fixed rate, how to quantize the states so as to optimize performance is an open question of great theoretical and practical significance. We concentrate on minimizing the control cost for first-order scalar systems. To that end, we use the Lloyd-Max algorithm and leverage properties of logarithmically-concave functions and sequential Bayesian filtering to construct the optimal quantizer that greedily minimizes the cost at every time instant. By connecting the globally optimal scheme to the problem of scalar successive refinement, we argue that its gain over the proposed greedy algorithm is negligible. This is significant since the globally optimal scheme is often computationally intractable. All the results are proven for the more general case of disturbances with logarithmically-concave distributions and rate-limited time-varying noiseless channels. We further extend the framework to event-triggered control by allowing to convey information via an additional "silent symbol", i.e., by avoiding transmitting bits; by constraining the minimal probability of silence we attain a tradeoff between the transmission rate and the control cost for rates below one bit per sample

Bounds on the Sum-Rate of MIMO Causal Source Coding Systems with Memory under Spatio-Temporal Distortion Constraints

In this paper, we derive lower and upper bounds on the OPTA of a two-user multi-input multi-output (MIMO) causal encoding and causal decoding problem. Each user’s source model is described by a multidimensional Markov source driven by additive i.i.d. noise process subject to three classes of spatio-temporal distortion constraints. To characterize the lower bounds, we use state augmentation techniques and a data processing theorem, which recovers a variant of rate distortion function as an information measure known in the literature as nonanticipatory ϵ-entropy, sequential or nonanticipative RDF. We derive lower bound characterizations for a system driven by an i.i.d. Gaussian noise process, which we solve using the SDP algorithm for all three classes of distortion constraints. We obtain closed form solutions when the system’s noise is possibly non-Gaussian for both users and when only one of the users is described by a source model driven by a Gaussian noise process. To obtain the upper bounds, we use the best linear forward test channel realization that corresponds to the optimal test channel realization when the system is driven by a Gaussian noise process and apply a sequential causal DPCM-based scheme with a feedback loop followed by a scaled ECDQ scheme that leads to upper bounds with certain performance guarantees. Then, we use the linear forward test channel as a benchmark to obtain upper bounds on the OPTA, when the system is driven by an additive i.i.d. non-Gaussian noise process. We support our framework with various simulation studies

Cooperative Navigation for Low-bandwidth Mobile Acoustic Networks.

This thesis reports on the design and validation of estimation and planning algorithms for underwater vehicle cooperative localization. While attitude and depth are easily instrumented with bounded-error, autonomous underwater vehicles (AUVs) have no internal sensor that directly observes XY position. The global positioning system (GPS) and other radio-based navigation techniques are not available because of the strong attenuation of electromagnetic signals in seawater. The navigation algorithms presented herein fuse local body-frame rate and attitude measurements with range observations between vehicles within a decentralized architecture. The acoustic communication channel is both unreliable and low bandwidth, precluding many state-of-the-art terrestrial cooperative navigation algorithms. We exploit the underlying structure of a post-process centralized estimator in order to derive two real-time decentralized estimation frameworks. First, the origin state method enables a client vehicle to exactly reproduce the corresponding centralized estimate within a server-to-client vehicle network. Second, a graph-based navigation framework produces an approximate reconstruction of the centralized estimate onboard each vehicle. Finally, we present a method to plan a locally optimal server path to localize a client vehicle along a desired nominal trajectory. The planning algorithm introduces a probabilistic channel model into prior Gaussian belief space planning frameworks. In summary, cooperative localization reduces XY position error growth within underwater vehicle networks. Moreover, these methods remove the reliance on static beacon networks, which do not scale to large vehicle networks and limit the range of operations. Each proposed localization algorithm was validated in full-scale AUV field trials. The planning framework was evaluated through numerical simulation.PhDMechanical EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/113428/1/jmwalls_1.pd

The Telecommunications and Data Acquisition Progress Report 42-77

Activities in space communication, radio navigation, radio science, and ground-based astronomy are reported. Advanced systems for the Deep Space Network and its Ground-Communications Facility are discussed including station control and system technology. Network sustaining as well as data and information systems are covered. Studies of geodynamics, investigations of the microwave spectrum, and the search for extraterrestrial intelligence are reported