February 13, 2017, Subhrakanti Dey, Uppsala University, Sweden
Monday, February 13, 2016, 3pm-4pm
8 St. Mary’s Street, PHO 442
Refreshments at 2:45pm
Subhrakanti Dey
Uppsala University – Sweden
CISE Resident Scholar
Performance Analysis of Remote Estimation and Control Subject to Packet Loss and Quantization Noise
In this talk we consider the problem of designing coding and decoding schemes for state estimation and linear control of a scalar stochastic linear system subject to noisy measurements and in the presence of a wireless communication channel between the sensor and the estimator. In particular, we consider a communication channel, which is prone to packet loss and includes quantization noise due to its limited capacity. For an open-loop estimation problem (of a stable system), we study two scenarios: the first with channel feedback and the second with no channel feedback. More specifically, in the first scenario the transmitter is aware of the quantization noise and the packet loss history of the channel, while in the second scenario the transmitter is aware of the quantization noise only. We show that in the first scenario, the optimal strategy among all possible linear encoders corresponds to the transmission of the Kalman filter innovation, similar to the differential pulse-code modulation (DPCM) technique used in digital communications. In the second scenario, we show that there is a critical packet loss probability above which it is better to transmit the state rather than the innovation. We also propose a heuristic strategy based on the transmission of a convex combination of the state and the Kalman filter innovation which is shown to provide a performance close to the one obtained with channel feedback.
For the corresponding (closed loop) control problem, we generalize these results to a linear scalar (possibly) unstable system. It is shown that when perfect channel feedback is available, the optimal linear strategy for the encoder is innovation forwarding, while the decoder implements a Kalman filter followed by a linear control strategy. It is shown that the control performance (in terms of an LQ cost) is strictly better than the case when the encoder sends the raw measurements. Comparisons in terms of control cost as well as of critical regimes, i.e. regimes where the cost is not finite, are provided. We also consider and compare two popular suboptimal schemes from the existing literature, based on (i) state estimate forwarding and (ii) measurement forwarding, which ignore quantization effects in the associated estimator and controller design. Some surprising results are seen (numerically) while comparing performances of these different schemes.
Subhrakanti Dey was born in India, in 1968. He received the Bachelor in Technology and Master in Technology degrees from the Department of Electronics and Electrical Communication Engineering, Indian Institute of Technology, Kharagpur, in 1991 and 1993, respectively, and the Ph.D. degree from the Department of Systems Engineering, Research School of Information Sciences and Engineering, Australian National University, Canberra, in 1996.
He is currently a Professor with the Dept. of Engineering Sciences in Uppsala University, Sweden. Prior to this, he was a Professor with the Department of Electrical and Electronic Engineering, University of Melbourne, Parkville, Australia, from 2000 until early 2013. From September 1995 to September 1997, and September 1998 to February 2000, he was a Postdoctoral Research Fellow with the Department of Systems Engineering, Australian National University. From September 1997 to September 1998, he was a Postdoctoral Research Associate with the Institute for Systems Research, University of Maryland, College Park.
His current research interests include wireless communications and networks, signal processing for sensor networks, networked control systems, and molecular communication systems.
Professor Dey currently serves on the Editorial Board of IEEE Transactions on Signal Processing and IEEE Transactions on Control of Network Systems. He was also an Associate Editor for the IEEE Transactions on Signal Processing during 2007-2010 and the IEEE Transactions on Automatic Control during 2004-2007, and Associate Editor for Elsevier Systems and Control Letters during 2003-2013.
Faculty Host: Yannis Paschalidis