Timely Estimation Using Coded Quantized Samples

Abstract: The effects of quantization and coding on the estimation quality of a Gauss-Markov, namely Ornstein-Uhlenbeck, process are considered. Samples are acquired from the process, quantized, and then encoded for transmission using either infinite incremental redundancy or fixed redundancy coding schemes. A fixed processing time is consumed at the receiver for decoding and sending feedback to the transmitter. Decoded messages are used to construct a minimum mean square error (MMSE) estimate of the process as a function of time. This is shown to be an increasing functional of the age-of-information, defined as the time elapsed since the sampling time pertaining to the latest successfully decoded message. Such (age-penalty) functional depends on the quantization bits, codeword lengths and receiver processing time. The goal, for each coding scheme, is to optimize sampling times such that the long term average MMSE is minimized. This is then characterized in the setting of general increasing age-penalty functionals, not necessarily corresponding to MMSE, which may be of independent interest in other contexts.