Abstract-Motivated by navigation and tracking applications within sensor networks, we consider the problem of performing Kalman filtering with intermittent observations. When data travel along unreliable communication channels in a large, wireless, multihop sensor network, the effect of communication delays and loss of information in the control loop cannot be neglected. We address this problem starting from the discrete Kalman filtering formulation, and modeling the arrival of the observation as a random process. We study the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations, beyond which a transition to an unbounded state error covariance occurs. We also give upper and lower bounds on this expected state error covariance.

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Abstract-When data are transmitted to an estimation-control unit over a network, and control commands are issued to subsystems over the same network, both observation and control packets may be lost or delayed. This process can be modeled by assigning probabilities to successfully receive packets. Determining the impact of this uncertainty on the feedback-loop requires a generalization of classical control theory. This paper presents the foundations of such new theory.Motivations and overview of the efforts of different research groups are described first. Then, novel contributions of the authors are presented. These include showing threshold behaviors which are governed by the uncertainty parameters of the communication network: for network protocols where successful transmissions of packets is acknowledged at the receiver (e.g. TCP-like protocols), there exists critical probabilities for the successful delivery of packets, below which the optimal controller fails to stabilize the system. Furthermore, for these protocols, the separation principle holds and the optimal LQG control is a linear function of the estimated state. In stark contrast, it is shown that when there is no acknowledgement of successful delivery of control packets (e.g. UDP-like protocols), the LQG optimal controller is in general nonlinear.

Abstract-Motivated by our experience in building sensor networks for navigation as part of the Networked Embedded Systems Technology (NEST) project at Berkeley, we consider the problem of performing Kalman filtering with intermittent observations. When data travel along unreliable communication channels in a large, wireless, multi-hop sensor network, the effect of communication delays and loss of information in the control loop cannot be neglected. We address this problem starting from the discrete Kalman filtering formulation, and modeling the arrival of the observation as a random process. We study the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations, beyond which a transition to an unbounded error occurs.

An achievable bit rate per source-destination pair in a wireless network of n randomly located nodes is determined adopting the scaling limit approach of statistical physics. It is shown that randomly scattered nodes can achieve, with high probability, the same 1= p n transmission rate of arbitrarily located nodes. This contrasts with previous results suggesting that a 1= p n log n reduced rate is the price to pay for the randomness due to the location of the nodes. The network operation strategy to achieve the result corresponds to the transition region between order and disorder of an underlying percolation model. If nodes are allowed to transmit over large distances, then paths of connected nodes that cross the entire network area can be easily found, but these generate excessive interference. If nodes transmit over short distances, then such crossing paths do not exist. Percolation theory ensures that crossing paths form in the transition region between these two extreme scenarios. Nodes along these paths are used as a backbone, relaying data for other nodes, and can transport the total amount of information generated by all the sources. A lower bound on the achievable bit rate is then obtained