Doubly Robust Smoothing of Dynamical Processes via Outlier Sparsity Constraints

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and fixed-interval smoothing algorithms that are robust to outliers simultaneously present in the measurements {\it and} in the state dynamics. Outliers are handled through auxiliary unknown variables that are jointly estimated along with the state based on the least-squares criterion that is regularized with the $\ell_1$-norm of the outliers in order to effect sparsity control. The resultant iterative estimators rely on coordinate descent and the alternating direction method of multipliers, are expressed in closed form per iteration, and are provably convergent. Additional attractive features of the novel doubly robust smoother include: i) ability to handle both types of outliers; ii) universality to unknown nominal noise and outlier distributions; iii) flexibility to encompass maximum a posteriori optimal estimators with reliable performance under nominal conditions; and iv) improved performance relative to competing alternatives at comparable complexity, as corroborated via simulated tests.Comment: Submitted to IEEE Trans. on Signal Processin

EE8510 Multi-user Information Theory Project Feedback Capacity of Multiple Access and Broadcast Channels

This report is a literature survey that investigates the effect of feedback on the capacity region of multiple access channels (MAC) and broadcast channels (BC).

Resource allocation for IRS-enabled secure multiuser multi-carrier downlink URLLC systems

Abstract Secure ultra-reliable low-latency communication (URLLC) has been recently investigated with the fundamental limits of finite block length (FBL) regime in mind. Analysis has revealed that when eavesdroppers outnumber BS antennas or enjoy a more favorable channel condition compared to the legitimate users, base station (BS) transmit power should increase exorbitantly to meet quality of service (QoS) constraints. Channel-induced impairments such as shadowing and/or blockage pose a similar challenge. These practical considerations can drastically limit secure URLLC performance in FBL regime. Deployment of an intelligent reflecting surface (IRS) can endow such systems with much-needed resiliency and robustness to satisfy stringent latency, availability, and reliability requirements. We address this problem and propose to minimize the total BS transmit power by simultaneously designing the beamformers and artificial noise at the BS and phase-shifts at the IRS, while guaranteeing the required number of securely transmitted bits with the desired packet error probability, information leakage, and maximum affordable delay. The proposed optimization problem is non-convex and we apply block coordinate descent and successive convex approximation to iteratively solve a series of convex sub-problems instead. The proposed algorithm converges to a sub-optimal solution in a few iterations and attains substantial power saving and robustness compared to baseline schemes