We consider the problem of causal source coding and causal decoding of a Gauss--Markov source, where the decoder has causal access to a side-information signal. We define the information causal rate-distortion function with causal decoder side information and prove that it bounds from below its operational counterpart. We further explain how to adapt the result to the setting of control over communication channels.
This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite state Markov chain. The paper comprises of 2 results. First, motivated by social network applications, we analyze the asymptotic behavior of the degree distribution of the Markov-modulated random graph. Using the asymptotic degree distribution, an expression is obtained for the delay in searching such graphs. Second, a stochastic approximation algorithm is pres…
In this paper, we propose capacity-achieving communication schemes for Gaussian finite-state Markov channels (FSMCs) subject to an average channel input power constraint, under the assumption that the transmitters can have access to delayed noiseless output feedback as well as instantaneous or delayed channel state information (CSI). We show that the proposed schemes reveals connections between feedback communication and feedback control.
The age of Incorrect Information (AoII) has been introduced recently to address the shortcomings of the standard Age of information metric (AoI) in real-time monitoring applications. In this paper, we consider the problem of monitoring the states of remote sources that evolve according to a Markovian Process. A central scheduler selects at each time slot which sources should send their updates in such a way to minimize the Mean Age of Incorrect Information (MAoII). The difficulty of the problem lies in the fact that the scheduler cannot know the states of the sources before receiving the updat…
We consider the problem of tracking the state of Gauss-Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the processes into finite-rate packets that are sent over the erasure-prone links to a state estimator, and are acknowledged upon packet arrivals. The aim of the state estimator is to track the processes with zero delay and with minimum mean square error (MMSE). We show that, in the limit of many processes, greedy quantization with respect to the squared error d…
We investigate the problem of message transmission over time-varying single-user multiple-input multiple-output (MIMO) Rayleigh fading channels with average power constraint and with complete channel state information available at the receiver side (CSIR). To describe the channel variations over the time, we consider a first-order Gauss-Markov model. We completely solve the problem by giving a single-letter characterization of the channel capacity in closed form and by providing a rigorous proof of it.
Efficient low-delay video encoders are of fundamental importance to provide timely feedback in remotely controlled platforms such as drones. In order to fully understand the theoretical limits of low-delay video encoders, we consider an ideal differential predictive coded modulation (DPCM) encoder and provide the explicit derivation of the sum-rate-distortion region for a generic number of successive correlated Gauss-Markov sources along the line of the work by Ma and Ishwar. Furthermore, we provide an upper bound on the minimum distortion achievable in case an arbitrary number of sources are …
Over the past decades, the problem of communication over finite-state Markov channels (FSMCs) has been investigated in many researches and the capacity of FSMCs has been studied in closed form under the assumption of the availability of partial/complete channel state information at the sender and/or the receiver. In our work, we focus on infinite-state Markov channels by investigating the problem of message transmission over time-varying single-user multiple-input multiple-output (MIMO) Gauss-Markov Rayleigh fading channels with average power constraint and with complete channel state informat…
The Gauss-Markov source produces $U_i = aU_{i-1} + Z_i$ for $i\geq 1$, where $U_0 = 0$, $|a|<1$ and $Z_i\sim\mathcal{N}(0, σ^2)$ are i.i.d. Gaussian random variables. We consider lossy compression of a block of $n$ samples of the Gauss-Markov source under squared error distortion. We obtain the Gaussian approximation for the Gauss-Markov source with excess-distortion criterion for any distortion $d>0$, and we show that the dispersion has a reverse waterfilling representation. This is the \emph{first} finite blocklength result for lossy compression of \emph{sources with memory}. We prove that t…
We consider the situation in which a continuous-time vector Gauss-Markov process is observed through a vector Gaussian channel (sensor) and estimated by the Kalman-Bucy filter. Unlike in standard filtering problems where a sensor model is given a priori, we are concerned with the optimal sensor design by which (i) the mutual information between the source random process and the reproduction (estimation) process is minimized, and (ii) the minimum mean-square estimation error meets a given distortion constraint. We show that such a sensor design problem is tractable by semidefinite programming. …
In this paper, pilot-assisted transmission over Gauss-Markov Rayleigh fading channels is considered. A simple scenario, where a single pilot signal is transmitted every T symbols and T-1 data symbols are transmitted in between the pilots, is studied. First, it is assumed that binary phase-shift keying (BPSK) modulation is employed at the transmitter. With this assumption, the training period, and data and training power allocation are jointly optimized by maximizing an achievable rate expression. Achievable rates and energy-per-bit requirements are computed using the optimal training parameter…
In this letter, we investigate a receiver architecture, which uses the received signal in order to simultaneously harvest energy and estimate a Gauss-Markov linear process. We study three communication scenarios: i) static channel, ii) Rayleigh block-fading channel, and iii) high power amplifier (HPA) nonlinearities at the transmitter side. Theoretical results for the minimum mean square error as well as the average harvested energy are given for all cases and the fundamental tradeoff between estimation quality and harvested energy is characterized. We show that channel fading improves the est…
We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements from an underlying random process, code and transmit those measurement samples to a collector node in a cooperative multiple access channel with feedback, and reconstruct the entire random process at the collector node. We provide lower and upper bounds for the minimum achievable expected distortion when the underlying random process is stationary and Gaussian. In the case where the random process is also Markovian, …
This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1} + Z_i,~i\geq 1$, where $U_0 = 0$, $a> 1$, and $Z_i$'s are independent Gaussian random variables with zero mean and variance $σ^2$. We show a tight nonasymptotic exponentially decaying bound on the tail probability of the estimation error. Unlike previous works, our bound is tight already for a sample size of the order of hundreds. We apply the new estimation…
We present \emph{telescoping} recursive representations for both continuous and discrete indexed noncausal Gauss-Markov random fields. Our recursions start at the boundary (a hypersurface in $\R^d$, $d \ge 1$) and telescope inwards. For example, for images, the telescoping representation reduce recursions from $d = 2$ to $d = 1$, i.e., to recursions on a single dimension. Under appropriate conditions, the recursions for the random field are linear stochastic differential/difference equations driven by white noise, for which we derive recursive estimation algorithms, that extend standard algori…
In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject to a mean square error fidelity constraint. We show that such filters are equivalent to the design of an optimal \texttt{\{encoder, channel, decoder\}}, which ensures that the error satisfies {a} fidelity constraint. Moreover, we derive a universal lower bound on the mean square error of any estimator of time-varying multidimensional Gauss-Markov processes in…
