arXiv subjects

Peida Tian

Publications and source records attributed to Peida Tian.

4 recordsLinked to original sources

arXiv2021

Reducing the LQG Cost with Minimal Communication

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the observer (encoder) to the controller. We investigate the optimal trade-off between the improved LQG cost and the consumed communication (information) resources, measured with the conditional directed information, across all encoding-decoding policies. The main result is a semidefinite programming formulation for that optimization problem in the finite-horizon scenario, which applies to time-varying linear dynamical systems. This result extends a seminal work by Tanaka et al., where the only information the controller knows about the system state arrives via a communication channel, to the scenario where the controller has also access to a noisy observation of the system state. As part of our derivation to show the optimiality of an encoder that transmits a memoryless Gaussian measurement of the state, we show that the presence of the controller's observations at the encoder can not reduce the minimal directed information. For time-invariant systems, where the optimal policy may be time-varying, we show in the infinite-horizon scenario that the optimal policy is time-invariant and can be computed explicitly from a solution of a finite-dimensional semidefinite programming. The results are demonstrated via examples that show that even low-quality measurements can have a significant impact on the required communication resources.

math.OC↗

arXiv2021

Nonstationary Gauss-Markov Processes: Parameter Estimation and Dispersion

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 bound to find the dispersion for lossy compression of nonstationary Gauss-Markov sources. We show that the dispersion is given by the same integral formula that we derived previously for the asymptotically stationary Gauss-Markov sources, i.e., $|a| < 1$. New ideas in the nonstationary case include separately bounding the maximum eigenvalue (which scales exponentially) and the other eigenvalues (which are bounded by constants that depend only on $a$) of the covariance matrix of the source sequence, and new techniques in the derivation of our estimation error bound.

cs.IT↗

arXiv2019

The Dispersion of the Gauss-Markov Source

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 the finite blocklength rate-distortion function $R(n,d,ε)$ approaches the rate-distortion function $\mathbb{R}(d)$ as $R(n,d,ε) = \mathbb{R}(d) + \sqrt{\frac{V(d)}{n}}Q^{-1}(ε) + o\left(\frac{1}{\sqrt{n}}\right)$, where $V(d)$ is the dispersion, $ε\in (0,1)$ is the excess-distortion probability, and $Q^{-1}$ is the inverse of the $Q$-function. We give a reverse waterfilling integral representation for the dispersion $V(d)$, which parallels that of the rate-distortion functions for Gaussian processes. Remarkably, for all $0 < d\leq \frac{σ^2}{(1+|a|)^2}$, $R(n,d,ε)$ of the Gauss-Markov source coincides with that of $Z_k$, the i.i.d. Gaussian noise driving the process, up to the second-order term. Among novel technical tools developed in this paper is a sharp approximation of the eigenvalues of the covariance matrix of $n$ samples of the Gauss-Markov source, and a construction of a typical set using the maximum likelihood estimate of the parameter $a$ based on $n$ observations.

cs.IT↗

arXiv2016

Arbitrarily Varying Networks: Capacity-achieving Computationally Efficient Codes

We consider the problem of communication over a network containing a hidden and malicious adversary that can control a subset of network resources, and aims to disrupt communications. We focus on omniscient node-based adversaries, i.e., the adversaries can control a subset of nodes, and know the message, network code and packets on all links. Characterizing information-theoretically optimal communication rates as a function of network parameters and bounds on the adversarially controlled network is in general open, even for unicast (single source, single destination) problems. In this work we characterize the information-theoretically optimal randomized capacity of such problems, i.e., under the assumption that the source node shares (an asymptotically negligible amount of) independent common randomness with each network node a priori (for instance, as part of network design). We propose a novel computationally-efficient communication scheme whose rate matches a natural information-theoretically "erasure outer bound" on the optimal rate. Our schemes require no prior knowledge of network topology, and can be implemented in a distributed manner as an overlay on top of classical distributed linear network coding.

cs.IT↗