Kalman Filtering With Relays Over Wireless Fading Channels

This note studies the use of relays to improve the performance of Kalman filtering over packet dropping links. Packet reception probabilities are governed by time-varying fading channel gains, and the sensor and relay transmit powers. We consider situations with multiple sensors and relays, where each relay can either forward one of the sensors measurements to the gateway/fusion center, or perform a simple linear network coding operation on some of the sensor measurements. Using an expected error covariance performance measure, we consider optimal and suboptimal methods for finding the best relay configuration, and power control problems for optimizing the Kalman filter performance. Our methods show that significant performance gains can be obtained through the use of relays, network coding and power control, with at least 30-40$%$ less power consumption for a given expected error covariance specification.

Optimal Energy Allocation for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgments and Energy Harvesting Constraints

This paper presents a design methodology for optimal transmission energy allocation at a sensor equipped with energy harvesting technology for remote state estimation of linear stochastic dynamical systems. In this framework, the sensor measurements as noi

An Optimal Transmission Strategy for Kalman Filtering over Packet Dropping Links with Imperfect Acknowledgements

This paper presents a novel design methodology for optimal transmission policies at a smart sensor to remotely estimate the state of a stable linear stochastic dynamical system. The sensor makes measurements of the process and forms estimates of the state using a local Kalman filter. The sensor transmits quantized information over a packet dropping link to the remote receiver. The receiver sends packet receipt acknowledgments back to the sensor via an erroneous feedback communication channel which is itself packet dropping. The key novelty of this formulation is that the smart sensor decides, at each discrete time instant, whether to transmit a quantized version of either its local state estimate or its local innovation. The objective is to design optimal transmission policies in order to minimize a long term average cost function as a convex combination of the receivers expected estimation error covariance and the energy needed to transmit the packets. The optimal transmission policy is obtained by the use of dynamic programming techniques. Using the concept of submodularity, the optimality of a threshold policy in the case of scalar systems with perfect packet receipt acknowledgments is proved. Suboptimal solutions and their structural results are also discussed. Numerical results are presented illustrating the performance of the optimal and suboptimal transmission policies.

On Scaling Laws of Diversity Schemes in Decentralized Estimation

This paper is concerned with decentralized estimation of a Gaussian source using multiple sensors. We consider a diversity scheme where only the sensor with the best channel sends their measurements over a fading channel to a fusion center, using the analog amplify and forwarding technique. The fusion centre reconstructs an MMSE estimate of the source based on the received measurements. A distributed version of the diversity scheme where sensors decide whether to transmit based only on their local channel information is also considered. We derive asymptotic expressions for the expected distortion (of the MMSE estimate at the fusion centre) of these schemes as the number of sensors becomes large. For comparison, asymptotic expressions for the expected distortion for a coherent multi-access scheme and an orthogonal access scheme are derived. We also study for the diversity schemes, the optimal power allocation for minimizing the expected distortion subject to average total power constraints. The effect of optimizing the probability of transmission on the expected distortion in the distributed scenario is also studied. It is seen that as opposed to the coherent multi-access scheme and the orthogonal scheme (where the expected distortion decays as 1/M, M being the number of sensors), the expected distortion decays only as 1/ln(M) for the diversity schemes. This reduction of the decay rate can be seen as a tradeoff between the simplicity of the diversity schemes and the strict synchronization and large bandwidth requirements for the coherent multi-access and the orthogonal schemes, respectively.

State Estimation Over Wireless Channels Using Multiple Sensors: Asymptotic Behaviour and Optimal Power Allocation

This paper considers state estimation of linear systems using analog amplify and forwarding with multiple sensors, for both multiple access and orthogonal access schemes. Optimal state estimation can be achieved at the fusion center using a time varying Kalman filter. We show that in many situations, the estimation error covariance decays at a rate of $1/M$ when the number of sensors $M$ is large. We consider optimal allocation of transmission powers that 1) minimizes the sum power usage subject to an error covariance constraint and 2) minimizes the error covariance subject to a sum power constraint. In the case of fading channels with channel state information the optimization problems are solved using a greedy approach, while for fading channels without channel state information but with channel statistics available a sub-optimal linear estimator is derived.