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

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