arXiv subjects

Jan Ostergaard

Publications and source records attributed to Jan Ostergaard.

At least 19 recordsLinked to original sources

arXiv2021

Sparse Packetized Predictive Control of Disturbed Plants Over Channels with Data Loss

This paper investigates closed-loop stability of a linear discrete-time plant subject to bounded disturbances when controlled according to packetized predictive control (PPC) policies. In the considered feedback loop, the controller is connected to the actuator via a digital communication channel imposing bounded dropouts. Two PPC strategies are taken into account. In both cases, the control packets are generated by solving sparsity-promoting optimization problems. One is based upon an l2-constrained l0 optimization problem. Such problem is relaxed by an l1-l2 optimization problem in the other sparse PPC setting. We utilize effective solving methods for the latter optimization problems. Moreover, we show that in the presence of plant disturbances, the l2-constrained l0 sparse PPC and unconstrained l1-l2 sparse PPC guarantee practical stability for the system if certain conditions are met. More precisely, in each case, we can derive an upper bound on system state if the design parameters satisfy certain conditions. The bounds we derive are increasing with respect to the disturbance magnitude. We show via simulation that in both cases of proposed sparse PPC strategies, larger disturbances bring about performance degradation with no effect on system practical stability.

eess.SY↗

arXiv2018

Zero-Delay Rate Distortion via Filtering for Vector-Valued Gaussian Sources

We deal with zero-delay source coding of a vector-valued Gauss-Markov source subject to a mean-squared error (MSE) fidelity criterion characterized by the operational zero-delay vector-valued Gaussian rate distortion function (RDF). We address this problem by considering the nonanticipative RDF (NRDF) which is a lower bound to the causal optimal performance theoretically attainable (OPTA) function and operational zero-delay RDF. We recall the realization that corresponds to the optimal "test-channel" of the Gaussian NRDF, when considering a vector Gauss-Markov source subject to a MSE distortion in the finite time horizon. Then, we introduce sufficient conditions to show existence of solution for this problem in the infinite time horizon. For the asymptotic regime, we use the asymptotic characterization of the Gaussian NRDF to provide a new equivalent realization scheme with feedback which is characterized by a resource allocation (reverse-waterfilling) problem across the dimension of the vector source. We leverage the new realization to derive a predictive coding scheme via lattice quantization with subtractive dither and joint memoryless entropy coding. This coding scheme offers an upper bound to the operational zero-delay vector-valued Gaussian RDF. When we use scalar quantization, then for "r" active dimensions of the vector Gauss-Markov source the gap between the obtained lower and theoretical upper bounds is less than or equal to 0.254r + 1 bits/vector. We further show that it is possible when we use vector quantization, and assume infinite dimensional Gauss-Markov sources to make the previous gap to be negligible, i.e., Gaussian NRDF approximates the operational zero-delay Gaussian RDF. We also extend our results to vector-valued Gaussian sources of any finite memory under mild conditions. Our theoretical framework is demonstrated with illustrative numerical experiments.

cs.IT↗

arXiv2017

An Upper Bound to Zero-Delay Rate Distortion via Kalman Filtering for Vector Gaussian Sources

We deal with zero-delay source coding of a vector Gaussian autoregressive (AR) source subject to an average mean squared error (MSE) fidelity criterion. Toward this end, we consider the nonanticipative rate distortion function (NRDF) which is a lower bound to the causal and zero-delay rate distortion function (RDF). We use the realization scheme with feedback proposed in [1] to model the corresponding optimal "test-channel" of the NRDF, when considering vector Gaussian AR(1) sources subject to an average MSE distortion. We give conditions on the vector Gaussian AR(1) source to ensure asymptotic stationarity of the realization scheme (bounded performance). Then, we encode the vector innovations due to Kalman filtering via lattice quantization with subtractive dither and memoryless entropy coding. This coding scheme provides a tight upper bound to the zero-delay Gaussian RDF. We extend this result to vector Gaussian AR sources of any finite order. Further, we show that for infinite dimensional vector Gaussian AR sources of any finite order, the NRDF coincides with the zero-delay RDF. Our theoretical framework is corroborated with a simulation example.

cs.IT↗

arXiv2014

A Characterization of the Minimal Average Data Rate that Guarantees a Given Closed-Loop Performance Level

This paper studies networked control systems closed over noiseless digital channels. By focusing on noisy LTI plants with scalar-valued control inputs and sensor outputs, we derive an absolute lower bound on the minimal average data rate that allows one to achieve a prescribed level of stationary performance under Gaussianity assumptions. We also present a simple coding scheme that allows one to achieve average data rates that are at most 1.254 bits away from the derived lower bound, while satisfying the performance constraint. Our results are given in terms of the solution to a stationary signal-to-noise ratio minimization problem and builds upon a recently proposed framework to deal with average data rate constraints in feedback systems. A numerical example is presented to illustrate our findings.

eess.SY↗

arXiv2014

Distributed Remote Vector Gaussian Source Coding with Covariance Distortion Constraints

In this paper, we consider a distributed remote source coding problem, where a sequence of observations of source vectors is available at the encoder. The problem is to specify the optimal rate for encoding the observations subject to a covariance matrix distortion constraint and in the presence of side information at the decoder. For this problem, we derive lower and upper bounds on the rate-distortion function (RDF) for the Gaussian case, which in general do not coincide. We then provide some cases, where the RDF can be derived exactly. We also show that previous results on specific instances of this problem can be generalized using our results. We finally show that if the distortion measure is the mean squared error, or if it is replaced by a certain mutual information constraint, the optimal rate can be derived from our main result.

cs.IT↗

arXiv2014

Distributed Remote Vector Gaussian Source Coding for Wireless Acoustic Sensor Networks

In this paper, we consider the problem of remote vector Gaussian source coding for a wireless acoustic sensor network. Each node receives messages from multiple nodes in the network and decodes these messages using its own measurement of the sound field as side information. The node's measurement and the estimates of the source resulting from decoding the received messages are then jointly encoded and transmitted to a neighboring node in the network. We show that for this distributed source coding scenario, one can encode a so-called conditional sufficient statistic of the sources instead of jointly encoding multiple sources. We focus on the case where node measurements are in form of noisy linearly mixed combinations of the sources and the acoustic channel mixing matrices are invertible. For this problem, we derive the rate-distortion function for vector Gaussian sources and under covariance distortion constraints.

cs.IT↗

arXiv2013

Sampling versus Random Binning for Multiple Descriptions of a Bandlimited Source

Random binning is an efficient, yet complex, coding technique for the symmetric L-description source coding problem. We propose an alternative approach, that uses the quantized samples of a bandlimited source as "descriptions". By the Nyquist condition, the source can be reconstructed if enough samples are received. We examine a coding scheme that combines sampling and noise-shaped quantization for a scenario in which only K < L descriptions or all L descriptions are received. Some of the received K-sets of descriptions correspond to uniform sampling while others to non-uniform sampling. This scheme achieves the optimum rate-distortion performance for uniform-sampling K-sets, but suffers noise amplification for nonuniform-sampling K-sets. We then show that by increasing the sampling rate and adding a random-binning stage, the optimal operation point is achieved for any K-set.

cs.IT↗

arXiv2013

Sparse Command Generator for Remote Control

In this article, we consider remote-controlled systems, where the command generator and the controlled object are connected with a bandwidth-limited communication link. In the remote-controlled systems, efficient representation of control commands is one of the crucial issues because of the bandwidth limitations of the link. We propose a new representation method for control commands based on compressed sensing. In the proposed method, compressed sensing reduces the number of bits in each control signal by representing it as a sparse vector. The compressed sensing problem is solved by an L1-L2 optimization, which can be effectively implemented with an iterative shrinkage algorithm. A design example also shows the effectiveness of the proposed method.

eess.SY↗

arXiv2013

Power Control and Coding Formulation for State Estimation with Wireless Sensors

Technological advances have made wireless sensors cheap and reliable enough to be brought into industrial use. A major challenge arises from the fact that wireless channels introduce random packet dropouts. Power control and coding are key enabling technologies in wireless communications to ensure efficient communications. In the present work, we examine the role of power control and coding for Kalman filtering over wireless correlated channels. Two estimation architectures are considered: In the first, the sensors send their measurements directly to a single gateway. In the second scheme, wireless relay nodes provide additional links. The gateway decides on the coding scheme and the transmitter power levels of the wireless nodes. The decision process is carried out on-line and adapts to varying channel conditions in order to improve the trade-off between state estimation accuracy and energy expenditure. In combination with predictive power control, we investigate the use of multiple-description coding, zero-error coding and network coding and provide sufficient conditions for the expectation of the estimation error covariance matrix to be bounded. Numerical results suggest that the proposed method may lead to energy savings of around 50 %, when compared to an alternative scheme, wherein transmission power levels and bit-rates are governed by simple logic. In particular, zero-error coding is preferable at time instances with high channel gains, whereas multiple-description coding is superior for time instances with low gains. When channels between the sensors and the gateway are in deep fades, network coding improves estimation accuracy significantly without sacrificing energy efficiency.

cs.IT↗

arXiv2013

Sparsely-Packetized Predictive Control by Orthogonal Matching Pursuit

We study packetized predictive control, known to be robust against packet dropouts in networked systems. To obtain sparse packets for rate-limited networks, we design control packets via an L0 optimization, which can be effectively solved by orthogonal matching pursuit. Our formulation ensures asymptotic stability of the control loop in the presence of bounded packet dropouts.

eess.SY↗

arXiv2013

Packetized Predictive Control for Rate-Limited Networks via Sparse Representation

We study a networked control architecture for linear time-invariant plants in which an unreliable data-rate limited network is placed between the controller and the plant input. The distinguishing aspect of the situation at hand is that an unreliable data-rate limited network is placed between controller and the plant input. To achieve robustness with respect to dropouts, the controller transmits data packets containing plant input predictions, which minimize a finite horizon cost function. In our formulation, we design sparse packets for rate-limited networks, by adopting an an ell-0 optimization, which can be effectively solved by an orthogonal matching pursuit method. Our formulation ensures asymptotic stability of the control loop in the presence of bounded packet dropouts. Simulation results indicate that the proposed controller provides sparse control packets, thereby giving bit-rate reductions for the case of memoryless scalar coding schemes when compared to the use of, more common, quadratic cost functions, as in linear quadratic (LQ) control.

eess.SY↗

arXiv2013

Sparse Packetized Predictive Control for Networked Control over Erasure Channels

We study feedback control over erasure channels with packet-dropouts. To achieve robustness with respect to packet-dropouts, the controller transmits data packets containing plant input predictions, which minimize a finite horizon cost function. To reduce the data size of packets, we propose to adopt sparsity-promoting optimizations, namely, ell-1-ell-2 and ell-2-constrained ell-0 optimizations, for which efficient algorithms exist. We derive sufficient conditions on design parameters, which guarantee (practical) stability of the resulting feedback control systems when the number of consecutive packet-dropouts is bounded.

eess.SY↗

arXiv2011

Incremental Refinement using a Gaussian Test Channel

The additive rate-distortion function (ARDF) was developed in order to universally bound the rate loss in the Wyner-Ziv problem, and has since then been instrumental in e.g., bounding the rate loss in successive refinements, universal quantization, and other multi-terminal source coding settings. The ARDF is defined as the minimum mutual information over an additive test channel followed by estimation. In the limit of high resolution, the ADRF coincides with the true RDF for many sources and fidelity criterions. In the other extreme, i.e., the limit of low resolutions, the behavior of the ARDF has not previously been rigorously addressed. In this work, we consider the special case of quadratic distortion and where the noise in the test channel is Gaussian distributed. We first establish a link to the I-MMSE relation of Guo et al. and use this to show that for any source the slope of the ARDF near zero rate, converges to the slope of the Gaussian RDF near zero rate. We then consider the multiplicative rate loss of the ARDF, and show that for bursty sources it may be unbounded, contrary to the additive rate loss, which is upper bounded by 1/2 bit for all sources. We finally show that unconditional incremental refinement, i.e., where each refinement is encoded independently of the other refinements, is ARDF optimal in the limit of low resolution, independently of the source distribution. Our results also reveal under which conditions linear estimation is ARDF optimal in the low rate regime.

cs.IT↗

arXiv2010

n-Channel Asymmetric Entropy-Constrained Multiple-Description Lattice Vector Quantization

This paper is about the design and analysis of an index-assignment (IA) based multiple-description coding scheme for the n-channel asymmetric case. We use entropy constrained lattice vector quantization and restrict attention to simple reconstruction functions, which are given by the inverse IA function when all descriptions are received or otherwise by a weighted average of the received descriptions. We consider smooth sources with finite differential entropy rate and MSE fidelity criterion. As in previous designs, our construction is based on nested lattices which are combined through a single IA function. The results are exact under high-resolution conditions and asymptotically as the nesting ratios of the lattices approach infinity. For any n, the design is asymptotically optimal within the class of IA-based schemes. Moreover, in the case of two descriptions and finite lattice vector dimensions greater than one, the performance is strictly better than that of existing designs. In the case of three descriptions, we show that in the limit of large lattice vector dimensions, points on the inner bound of Pradhan et al. can be achieved. Furthermore, for three descriptions and finite lattice vector dimensions, we show that the IA-based approach yields, in the symmetric case, a smaller rate loss than the recently proposed source-splitting approach.

cs.IT↗

arXiv2010

Colored-Gaussian Multiple Descriptions: Spectral and Time-Domain Forms

It is well known that Shannon's rate-distortion function (RDF) in the colored quadratic Gaussian (QG) case can be parametrized via a single Lagrangian variable (the "water level" in the reverse water filling solution). In this work, we show that the symmetric colored QG multiple-description (MD) RDF in the case of two descriptions can be parametrized in the spectral domain via two Lagrangian variables, which control the trade-off between the side distortion, the central distortion, and the coding rate. This spectral-domain analysis is complemented by a time-domain scheme-design approach: we show that the symmetric colored QG MD RDF can be achieved by combining ideas of delta-sigma modulation and differential pulse-code modulation. Specifically, two source prediction loops, one for each description, are embedded within a common noise shaping loop, whose parameters are explicitly found from the spectral-domain characterization.

cs.IT↗

arXiv2009

Multiple-Description Coding by Dithered Delta-Sigma Quantization

We address the connection between the multiple-description (MD) problem and Delta-Sigma quantization. The inherent redundancy due to oversampling in Delta-Sigma quantization, and the simple linear-additive noise model resulting from dithered lattice quantization, allow us to construct a symmetric and time-invariant MD coding scheme. We show that the use of a noise shaping filter makes it possible to trade off central distortion for side distortion. Asymptotically as the dimension of the lattice vector quantizer and order of the noise shaping filter approach infinity, the entropy rate of the dithered Delta-Sigma quantization scheme approaches the symmetric two-channel MD rate-distortion function for a memoryless Gaussian source and MSE fidelity criterion, at any side-to-central distortion ratio and any resolution. In the optimal scheme, the infinite-order noise shaping filter must be minimum phase and have a piece-wise flat power spectrum with a single jump discontinuity. An important advantage of the proposed design is that it is symmetric in rate and distortion by construction, so the coding rates of the descriptions are identical and there is therefore no need for source splitting.

cs.IT↗

arXiv2008

Achieving the Quadratic Gaussian Rate-Distortion Function for Source Uncorrelated Distortions

We prove achievability of the recently characterized quadratic Gaussian rate-distortion function (RDF) subject to the constraint that the distortion is uncorrelated to the source. This result is based on shaped dithered lattice quantization in the limit as the lattice dimension tends to infinity and holds for all positive distortions. It turns out that this uncorrelated distortion RDF can be realized causally. This feature, which stands in contrast to Shannon's RDF, is illustrated by causal transform coding. Moreover, we prove that by using feedback noise shaping the uncorrelated distortion RDF can be achieved causally and with memoryless entropy coding. Whilst achievability relies upon infinite dimensional quantizers, we prove that the rate loss incurred in the finite dimensional case can be upper-bounded by the space filling loss of the quantizer and, thus, is at most 0.254 bit/dimension.

cs.IT↗

arXiv2008

The Quadratic Gaussian Rate-Distortion Function for Source Uncorrelated Distortions

We characterize the rate-distortion function for zero-mean stationary Gaussian sources under the MSE fidelity criterion and subject to the additional constraint that the distortion is uncorrelated to the input. The solution is given by two equations coupled through a single scalar parameter. This has a structure similar to the well known water-filling solution obtained without the uncorrelated distortion restriction. Our results fully characterize the unique statistics of the optimal distortion. We also show that, for all positive distortions, the minimum achievable rate subject to the uncorrelation constraint is strictly larger than that given by the un-constrained rate-distortion function. This gap increases with the distortion and tends to infinity and zero, respectively, as the distortion tends to zero and infinity.

cs.IT↗