Fundamental Limits of Remote Estimation of Autoregressive Markov Processes Under Communication Constraints
From MaRDI portal
Publication:5282363
DOI10.1109/TAC.2016.2580589zbMATH Open1366.62163arXiv1505.04829OpenAlexW2963230267MaRDI QIDQ5282363FDOQ5282363
Authors: Jhelum Chakravorty, Aditya Mahajan 
Publication date: 27 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Abstract: The fundamental limits of remote estimation of Markov processes under communication constraints are presented. The remote estimation system consists of a sensor and an estimator. The sensor observes a discrete-time Markov process, which is a symmetric countable state Markov source or a Gauss-Markov process. At each time, the sensor either transmits the current state of the Markov process or does not transmit at all. Communication is noiseless but costly. The estimator estimates the Markov process based on the transmitted observations. In such a system, there is a trade-off between communication cost and estimation accuracy. Two fundamental limits of this trade-off are characterized for infinite horizon discounted cost and average cost setups. First, when each transmission is costly, we characterize the minimum achievable cost of communication plus estimation error. Second, when there is a constraint on the average number of transmissions, we characterize the minimum achievable estimation error. Transmission and estimation strategies that achieve these fundamental limits are also identified.
Full work available at URL: https://arxiv.org/abs/1505.04829
Recommendations
- Asymptotically optimal parameter estimation under communication constraints
- ${\cal H}_{\infty}$ Estimation for Uncertain Systems With Limited Communication Capacity
- Remote optimal state estimation over communication channels with random delays
- Convergence of fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels
- Numerical approximation of the data-rate limit for state estimation under communication constraints
- Remote Estimation Over a Packet-Drop Channel With Markovian State
- State estimation via limited capacity noisy communication channels
- Optimal Remote Estimation of Discrete Random Variables Over the Collision Channel
- scientific article; zbMATH DE number 5901549
- Optimal estimation for networked systems with communication constraints
Cited In (2)
This page was built for publication: Fundamental Limits of Remote Estimation of Autoregressive Markov Processes Under Communication Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282363)
