Related papers: Optimal Information Updating based on Value of Inf…
A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propose a solution that parametrizes the Kalman filter exclusively…
This paper considers the problem of optimal sensor schedules for remote state estimation of discrete-event systems. In this setting, the sensors observe information from the plant and transmit the observable information to the receiver or…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
This paper considers an Industrial Internet of Thing (IIoT) system with a source monitoring a dynamic process with randomly generated status updates. The status updates are sent to an designated destination in a real-time manner over an…
This work presents a distributed estimation algorithm that efficiently uses the available communication resources. The approach is based on Bayesian filtering that is distributed across a network by using the logarithmic opinion pool…
We study a real-time tracking problem in an energy harvesting status update system with a Markov source and an imperfect channel, considering both sampling and transmission costs. The problem primary challenge stems from the…
We consider a discrete-time system where a resource-constrained source (e.g., a small sensor) transmits its time-sensitive data to a destination over a time-varying wireless channel. Each transmission incurs a fixed transmission cost (e.g.,…
We consider a real-time monitoring system where a source node (with energy limitations) aims to keep the information status at a destination node as fresh as possible by scheduling status update transmissions over a set of channels. The…
We consider a node-monitor pair, where updates are generated stochastically (according to a known distribution) at the node that it wishes to send to the monitor. The node is assumed to incur a fixed cost for each transmission, and the…
Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…
The multiple access scheduling decides how the channel is shared among the nodes in the network. Typical scheduling algorithms aims at increasing the channel utilization and thereby throughput of the network. This paper describes several…
We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…
When making decisions in a network, it is important to have up-to-date knowledge of the current state of the system. Obtaining this information, however, comes at a cost. In this paper, we determine the optimal finite-time update policy for…
Age of Information (AoI) has attracted much attention recently due to its capability of characterizing the freshness of information. To improve information freshness over fading channels, efficient scheduling methods are highly desired for…
This paper considers a cooperative Internet of Things (IoT) system with a source aiming to transmit randomly generated status updates to a designated destination as timely as possible under the help of a relay. We adopt a recently proposed…
In this paper, we study an age of information minimization problem in continuous-time and discrete-time status updating systems that involve multiple packet flows, multiple servers, and transmission errors. Four scheduling policies are…
In an Internet-of-Things system where status data are collected from sensors and actuators for time-critical applications, the freshness of data is vital and can be quantified by the recently proposed age-of-information (AoI) metric. In…
In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…
We consider a wireless broadcast network with a base station sending time-sensitive information to a number of clients through unreliable channels. The Age of Information (AoI), namely the amount of time that elapsed since the most recently…