Sampling of the Wiener Process for Remote Estimation Over a Channel With Random Delay

Download

index.pdf

Date

2020-02-01

Author

Sun, Yin
Polyanskiy, Yury
Uysal, Elif

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

199
views

97
downloads

In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator over a channel that is modeled as a queue. The estimator reconstructs an estimate of the real-time signal value from causally received samples. We study the optimal online sampling strategy that minimizes the mean square estimation error subject to a sampling rate constraint. We prove that the optimal sampling strategy is a threshold policy, and find the optimal threshold. This threshold is determined by how much the Wiener process varies during the random service time and the maximum allowed sampling rate. Further, if the sampling times are independent of the observed Wiener process, the above sampling problem for minimizing the estimation error is equivalent to a sampling problem for minimizing the age of information. This reveals an interesting connection between the age of information and remote estimation error. Our comparisons show that the estimation error achieved by the optimal sampling policy can be much smaller than those of age-optimal sampling, zero-wait sampling, and periodic sampling.

Subject Keywords

Library and Information Sciences, Information Systems, Computer Science Applications

URI

https://hdl.handle.net/11511/42767

Journal

IEEE TRANSACTIONS ON INFORMATION THEORY

DOI

https://doi.org/10.1109/tit.2019.2937336

Collections

Department of Electrical and Electronics Engineering, Article

Suggestions

OpenMETU
Core

Remote estimation of the Wiener process over a channel with random delay Sun, Yin; Polyanskiy, Yury; Uysal, Elif (2017-06-25) In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator via a channel that consists of a queue with random delay. The estimator reconstructs a real-time estimate of the signal from causally received samples. Motivated by recent research on age of-information, we study the optimal sampling strategy that minimizes the mean square estimation error subject to a sampling frequency constraint. We prove that the optimal sampling strategy is a threshold policy...
An improvement on the bounds of Weil exponential sums over Gallois rings with some applications Ling, S; Özbudak, Ferruh (Institute of Electrical and Electronics Engineers (IEEE), 2004-10-01) We present an upper bound for Weil-type exponential sums over Galois rings of characteristic p(2) which improves on the analog of the Weil-Carlitz-Uchiyama bound for Galois rings obtained by Kumar, Helleseth, and Calderbank. A more refined bound, expressed in terms of genera of function fields, and an analog of McEliece's theorem on the divisibility of the homogeneous weights of codewords in trace codes over Z(p)2, are also derived. These results lead to an improvement on the estimation of the minimum dista...
Weil-Serre Type Bounds for Cyclic Codes GÜNERİ, CEM; Özbudak, Ferruh (Institute of Electrical and Electronics Engineers (IEEE), 2008-12-01) We give a new method in order to obtain Weil-Serre type hounds on the minimum distance of arbitrary cyclic codes over F(pe) of length coprime to p, where e >= 1 is an arbitrary integer. In an earlier paper we obtained Weil-Serre type bounds for such codes only when e = 1 or e = 2 using lengthy explicit factorizations, which seems hopeless to generalize. The new method avoids such explicit factorizations and it produces an effective alternative. Using our method we obtain Weil-Serre type bounds in various ca...
Comparison of feature-based and image registration-based retrieval of image data using multidimensional data access methods Arslan, Serdar; Yazıcı, Adnan; Sacan, Ahmet; Toroslu, İsmail Hakkı; Acar, Esra (Elsevier BV, 2013-07-01) In information retrieval, efficient similarity search in multimedia collections is a critical task In this paper, we present a rigorous comparison of three different approaches to the image retrieval problem, including cluster-based indexing, distance-based indexing, and multidimensional scaling methods. The time and accuracy trade-offs for each of these methods are demonstrated on three different image data sets. Similarity of images is obtained either by a feature-based similarity measure using four MPEG-...
Error exponents for variable-length block codes with feedback and cost constraints Nakiboğlu, Barış (Institute of Electrical and Electronics Engineers (IEEE), 2008-03-01) Variable-length block-coding schemes are investigated for discrete memoryless channels with ideal feedback under cost constraints. Upper and lower bounds are found for the minimum achievable probability of decoding error P-e,P-min as a function of constraints R, P, and T on the transmission rate, average cost, and average block length, respectively. For given R and P, the lower and upper bounds to the exponent -(In P-e,P-min)/(T) over bar are asymptotically equal as (T) over bar -> infinity. The resulting r...

Citation Formats

Y. Sun, Y. Polyanskiy, and E. Uysal, “Sampling of the Wiener Process for Remote Estimation Over a Channel With Random Delay,” IEEE TRANSACTIONS ON INFORMATION THEORY, pp. 1118–1135, 2020, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42767.