
We consider the problem of estimating the states of weakly coupled linear systems from sampled measurements. We assume that the total capacity available to the sensors to transmit their samples to a network manager in charge of the estimation is bounded above, and that each sample requires the same amount of communication. Our goal is then to find an optimal allocation of the capacity to the sensors so that the average estimation error is minimized. We show that when the total available channel capacity is large, this resource allocation problem can be recast as a strictly convex optimization problem, and hence there exists a unique optimal allocation of the capacity. We further investigate how this optimal allocation varies as the available capacity increases. In particular, we show that if the coupling among the subsystems is weak, then the sampling rate allocated to each sensor is nondecreasing in the total sampling rate, and is strictly increasing if and only if the total sampling rate exceeds a certain threshold.
Sampled-data control/observation systems, Convex programming, Systems and Control (eess.SY), Electrical Engineering and Systems Science - Systems and Control, optimal capacity allocation, capacity filtration, Applications of queueing theory (congestion, allocation, storage, traffic, etc.), Linear systems in control theory, sampled networked systems, FOS: Electrical engineering, electronic engineering, information engineering, Optimal stochastic control, algebraic Riccati equations, mean squared error estimation
Sampled-data control/observation systems, Convex programming, Systems and Control (eess.SY), Electrical Engineering and Systems Science - Systems and Control, optimal capacity allocation, capacity filtration, Applications of queueing theory (congestion, allocation, storage, traffic, etc.), Linear systems in control theory, sampled networked systems, FOS: Electrical engineering, electronic engineering, information engineering, Optimal stochastic control, algebraic Riccati equations, mean squared error estimation
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