Stability Enforced Bandit Algorithms for Channel Selection in Remote State Estimation of Gauss–Markov Processes

DOI10.1109/TAC.2023.3299553MaRDI QIDQ6200040zbMATH OpenFDO

Authors Alex S. Leong, Daniel E. Quevedo, Wanchun Liu

Publication date 29 February 2024

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.09923

zbMATH Keywords

learning stability state estimation regret multi-armed bandits

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: In this paper we consider state estimation and control problems where a sensor or controller can, at each discrete time instant, transmit on one out of M different communication channels. A key difficulty of the situation at hand is that the channel statistics are unknown. We study the case where both learning of the channel reception probabilities and state estimation / control is carried out simultaneously. Methods for choosing the channels based on techniques for multi-armed bandits are presented, and shown to provide stability. Furthermore, we define the performance notions of estimation and control regret, and derive bounds on how it scales with time for the considered algorithms.

Cited in

(1)

Thompson sampling for networked control over unknown channels

This page was built for publication: Stability Enforced Bandit Algorithms for Channel Selection in Remote State Estimation of Gauss–Markov Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6200040)