Scheduling Two Gauss-Markov Systems: An Optimal Solution for Remote State Estimation Under Bandwidth Constraint

• Published in: IEEE transactions on signal processing Vol. 60; no. 4; pp. 2038 - 2042
• Main Authors: Shi, Ling, Zhang, Huanshui
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.04.2012; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Applied sciences; Bandwidth; Communication constraint; Detection, estimation, filtering, equalization, prediction; Estimates; Estimation error; Estimators; Exact sciences and technology; Information, signal and communications theory; Kalman filter; Optimal scheduling; Optimization; Permissible error; remote state estimation; Schedules; Scheduling; sensor scheduling; Sensor systems; Sensors; Signal and communications theory; Signal, noise; State estimation; Telecommunications and information theory; Time measurement; Estimation error; Parameter estimation; Probabilistic approach; Kalman filter; Measurement sensor; sensor scheduling; Scheduling; Markov model; Implementation; Mean square error; remote state estimation; Covariance; Optimal solution; Signal processing; Optimal planning; State estimation; Communication constraint
• ISSN: 1053-587X; 1941-0476
• DOI: 10.1109/TSP.2012.2183130

We consider scheduling two Gauss-Markov systems. Two sensors, each measuring the state of one of the two systems, compute and report their local state estimates to a central remote estimator, respectively. Due to the bandwidth constraint, at each time, only one of the sensors is allowed to communicate its estimate with the remote estimator. Upon receiving the data from the sensors, the remote estimator computes the minimum mean squared error estimate of each system's state. We provide an explicit construction of an optimal schedule, which is periodic (hence allows simple and efficient practical implementation) and minimizes the sum of the average estimation error covariance of each system.