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Title: A Whittle Index Policy for the Remote Estimation of Multiple Continuous Gauss-Markov Processes over Parallel Channels
In this paper, we study a sampling and transmission scheduling problem for multi-source remote estimation, where a scheduler determines when to take samples from multiple continuous-time Gauss-Markov processes and send the samples over multiple channels to remote estimators. The sample transmission times are i.i.d. across samples and channels. The objective of the scheduler is to minimize the weighted sum of the time-average expected estimation errors of these Gauss-Markov sources. This problem is a continuous-time Restless Multi-armed Bandit (RMAB) problem with a continuous state space. We prove that the bandits are indexable and derive an exact expression of the Whittle index. To the extent of our knowledge, this is the first Whittle index policy for multi-source signal-aware remote estimation of Gauss-Markov processes. We further investigate signal-agnostic remote estimation and develop a Whittle index policy for multi-source Age of Information (AoI) minimization over parallel channels with i.i.d. random transmission times. Our results unite two theoretical frameworks for remote estimation and AoI minimization: threshold-based sampling and Whittle index-based scheduling. In the single-source, single-channel scenario, we demonstrate that the optimal solution to the sampling and scheduling problem can be equivalently expressed as both a threshold-based sampling strategy and a Whittle index-based scheduling policy. Notably, the Whittle index is equal to zero if and only if two conditions are satisfied: (i) the channel is idle, and (ii) the estimation error is precisely equal to the threshold in the threshold-based sampling strategy. Moreover, the methodology employed to derive threshold-based sampling strategies in the single-source, single-channel scenario plays a crucial role in establishing indexability and evaluating the Whittle index in the more intricate multi-source, multi-channel scenario. Our numerical results show that the proposed policy achieves high performance gain over the existing policies when some of the Gauss-Markov processes are highly unstable.  more » « less
Award ID(s):
2239677
PAR ID:
10497737
Author(s) / Creator(s):
;
Publisher / Repository:
ACM
Date Published:
ISBN:
9781450399265
Page Range / eLocation ID:
91 to 100
Format(s):
Medium: X
Location:
Washington DC USA
Sponsoring Org:
National Science Foundation
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