2009 47th Annual Allerton Conference on Communication, Control, and Computing (Allerton) 2009
DOI: 10.1109/allerton.2009.5394899
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Optimal state estimation in the presence of communication costs and packet drops

Abstract: Consider a first order, linear and time-invariant discrete time system driven by Gaussian, zero mean white process noise, a pre-processor that accepts noisy measurements of the state of the system, and an estimator. The pre-processor and the estimator are not co-located, and, at every time-step, the pre-processor sends either a real number or an erasure symbol to the estimator. We seek the pre-processor and the estimator that jointly minimize a cost that combines three terms; the expected estimation error and … Show more

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Cited by 11 publications
(13 citation statements)
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“…This is in principle equivalent to (Lipsa and Martins, 2009, Proposition 3.1). The difference is that here U N is a symmetric policy; not a symmetric threshold policy as in (Lipsa and Martins, 2009, Proposition 3.1). However, the proof only relies on the symmetric nature of the policy.…”
Section: Optimal Solutions Within the Class Of Symmetric Policiesmentioning
confidence: 79%
“…This is in principle equivalent to (Lipsa and Martins, 2009, Proposition 3.1). The difference is that here U N is a symmetric policy; not a symmetric threshold policy as in (Lipsa and Martins, 2009, Proposition 3.1). However, the proof only relies on the symmetric nature of the policy.…”
Section: Optimal Solutions Within the Class Of Symmetric Policiesmentioning
confidence: 79%
“…Therefore, the drift is bounded by ∆h(e k ) ≤ ((1 − R) A 2 2 − 1) e k 2 2 + 1. Condition (12) ensures that we can find appropriate ǫ and O, such that the drift criteria given by (12) is satisfied. This completes our proof.…”
Section: E Stabilitymentioning
confidence: 97%
“…Define the operator B given as follows: for any given s ∈ S and function v : R × S → R | E t = e, S t−1 = s]. 8 A function is lower semi-continuous if its lower level sets are closed. 9 A function v : X × U → R is said to be inf-compact on X × U if, for every x ∈ X and r ∈ R, the set {u ∈ U : v(x, u) ≤ r} is compact.…”
Section: Proofs Of Parts 2) and 3)mentioning
confidence: 99%