Real-Time Monitoring Ornstein-Uhlenbeck Process: Improving Fidelity Under Freshness Guarantees

Tianci Zhang, Zhengchuan Chen, Zhong Tian, Yunjian Jia, Min Wang, Tony Q.S. Quek

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Abstract

This work studies improving the data fidelity for real-time monitoring of an Ornstein-Uhlenbeck process in a sensor-monitor status update system under stringent information freshness provision. Violation probability of age of information (VPA), i.e., the long-term proportion the age of information exceeds a given threshold is adopted to strictly assess freshness. Based on the automatic repeat-request transmission protocol, the VPA at the monitor is derived in closed-form. To evaluate the fidelity, the time-average mean squared error (MSE) between the real-time process value and the estimation at the monitor is also obtained, where the coupling between the time-average MSE and the VPA is characterized in detail. By analyzing the monotonicity of the time-average MSE and the VPA, the optimal quantization precision that achieves the minimal time-average MSE under a given VPA constraint is proposed, where an algorithm for quickly addressing the optimum is also given. Numerical results validate the effectiveness of the proposed optimal quantization design.

Original languageEnglish
Pages (from-to)1510-1514
Number of pages5
JournalIEEE Communications Letters
Volume27
Issue number6
DOIs
Publication statusPublished - 2023 Jun 1

All Science Journal Classification (ASJC) codes

  • Modelling and Simulation
  • Computer Science Applications
  • Electrical and Electronic Engineering

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