Abstract-The age of information, as a metric for evaluating information freshness, has received a lot of attention. Recently, an interesting connection between the age of information and remote estimation error was found in a sampling problem of Wiener processes: If the sampler has no knowledge of the signal being sampled, the optimal sampling strategy is to minimize the age of information; however, by exploiting causal knowledge of the signal values, it is possible to achieve a smaller estimation error. In this paper, we extend a previous study by investigating a problem of sampling a stationary Gauss-Markov process, namely the Ornstein-Uhlenbeck (OU) process. The optimal sampling problem is formulated as a constrained continuous-time Markov decision process (MDP) with an uncountable state space. We provide an exact solution to this MDP: The optimal sampling policy is a threshold policy on instantaneous estimation error and the threshold is found. Further, if the sampler has no knowledge of the OU process, the optimal sampling problem reduces to an MDP for minimizing a nonlinear age of information metric. The age-optimal sampling policy is a threshold policy on expected estimation error and the threshold is found. These results hold for (i) general service time distributions of the queueing server and (ii) sampling problems both with and without a sampling rate constraint. Numerical results are provided to compare different sampling policies.
Recently, a relationship between a nonlinear function of the age of information and the estimation error of the Ornstein-Uhlenbeck (OU) process was found in a followup study of the current paper REF .
Sampling for Remote Estimation through Queues: Age of Information and Beyond
ArXiv
ArXiv
Mathematics Computer Science