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Recovering Lost Sensor
Data through Compressed
         Sensing
                   Zainul Charbiwala

Collaborators:Younghun Kim, Sadaf Zahedi, Supriyo Chakraborty,
    Ting He (IBM), Chatschik Bisdikian (IBM), Mani Srivastava
The Big Picture



                          Lossy Communication Link




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture



                          Lossy Communication Link




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture



                          Lossy Communication Link




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture



                               Lossy Communication Link




How do we recover from this loss?


                  zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture



                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture



                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture

                     Generate Error
                     Correction Bits




                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets
       • Proactively encode the data with some protection bits


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture

                     Generate Error
                     Correction Bits




                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets
       • Proactively encode the data with some protection bits


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture

                     Generate Error
                     Correction Bits




                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets
       • Proactively encode the data with some protection bits


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture

                     Generate Error
                     Correction Bits




                                 Lossy Communication Link




How do we recover from this loss?
       • Retransmit the lost packets
       • Proactively encode the data with some protection bits
       • Can we do something better ?


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010   2
The Big Picture - Using Compressed Sensing



                          Lossy Communication Link




                                                                CSEC
             zainul@ee.ucla.edu - CSEC - Infocom - March 2010          3
The Big Picture - Using Compressed Sensing



                          Lossy Communication Link




                                                                CSEC
             zainul@ee.ucla.edu - CSEC - Infocom - March 2010          3
The Big Picture - Using Compressed Sensing

            Generate Compressed
               Measurements




                          Lossy Communication Link




                                                                CSEC
             zainul@ee.ucla.edu - CSEC - Infocom - March 2010          3
The Big Picture - Using Compressed Sensing

            Generate Compressed
               Measurements




                          Lossy Communication Link




                                                                CSEC
             zainul@ee.ucla.edu - CSEC - Infocom - March 2010          3
The Big Picture - Using Compressed Sensing

            Generate Compressed
               Measurements




                          Lossy Communication Link




                                                                CSEC
             zainul@ee.ucla.edu - CSEC - Infocom - March 2010          3
The Big Picture - Using Compressed Sensing

                Generate Compressed
                   Measurements




                              Lossy Communication Link




                                                                                CSEC
                                                             Recover from
                                                          Received Compressed
                                                             Measurements




How does this work ?


                 zainul@ee.ucla.edu - CSEC - Infocom - March 2010                      3
The Big Picture - Using Compressed Sensing

                  Generate Compressed
                     Measurements




                                Lossy Communication Link




                                                                                  CSEC
                                                               Recover from
                                                            Received Compressed
                                                               Measurements




How does this work ?
       • Use knowledge of signal model and channel


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010                      3
The Big Picture - Using Compressed Sensing

                  Generate Compressed
                     Measurements




                                Lossy Communication Link




                                                                                  CSEC
                                                               Recover from
                                                            Received Compressed
                                                               Measurements




How does this work ?
       • Use knowledge of signal model and channel
       • CS uses randomized sampling/projections


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010                      3
The Big Picture - Using Compressed Sensing

                  Generate Compressed
                     Measurements




                                Lossy Communication Link




                                                                                  CSEC
                                                               Recover from
                                                            Received Compressed
                                                               Measurements



How does this work ?
       • Use knowledge of signal model and channel
       • CS uses randomized sampling/projections
       • Random losses look like additional randomness !


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010                      3
The Big Picture - Using Compressed Sensing

                  Generate Compressed
                     Measurements




                                 Lossy Communication Link




                                                                                   CSEC
                                                                Recover from
                                                             Received Compressed
                                                                Measurements



How does this work ?
       • Use knowledge of signal model and channel
       • CS uses randomized sampling/projections
       • Random losses look like additional randomness !
             Rest of this talk focuses on describing
              “How” and “How Well” this works
                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010                      3
Talk Outline



‣   A Quick Intro to Compressed Sensing
‣   CS Erasure Coding for Recovering Lost Sensor Data
‣   Evaluating CSEC’s cost and performance
‣   Concluding Remarks




                     zainul@ee.ucla.edu - CSEC - Infocom - March 2010   4
Why Compressed Sensing ?
 Physical   Sampling              Compression                Communication   Application
  Signal
                         Computationally
                           expensive




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    5
Why Compressed Sensing ?
 Physical    Sampling              Compression                Communication    Application
  Signal
                          Computationally
                            expensive




 Physical   Compressive
                                   Communication                    Decoding   Application
  Signal     Sampling


                                                                 Shifts computation to
                                                                    a capable server

                        zainul@ee.ucla.edu - CSEC - Infocom - March 2010                     5
Compressed Sensing - Some Intuition



                              Bandwidth                        Frequency




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Compressed Sensing - Some Intuition



                                     Bandwidth                        Frequency




How do you acquire this signal?


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Compressed Sensing - Some Intuition



                                     Bandwidth                        Frequency




How do you acquire this signal?
       • Nyquist rate - twice the bandwidth


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Compressed Sensing - Some Intuition



                                     Bandwidth                        Frequency




How do you acquire this signal?
       • Nyquist rate - twice the bandwidth
       • But what if you knew more about the signal?


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Compressed Sensing - Some Intuition



                                     Bandwidth                        Frequency




How do you acquire this signal?
       • Nyquist rate - twice the bandwidth
       • But what if you knew more about the signal?


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Compressed Sensing - Some Intuition



                                      Bandwidth                        Frequency




How do you acquire this signal?
       • Nyquist rate - twice the bandwidth
       • But what if you knew more about the signal?
       • CS enables signal acquisition based on information content


                    zainul@ee.ucla.edu - CSEC - Infocom - March 2010               6
Transform Domain Analysis




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Transform Domain Analysis
‣   We usually acquire signals in the time or spatial domain




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Transform Domain Analysis
‣   We usually acquire signals in the time or spatial domain
‣   By looking at the signal in another domain, the signal may be
    represented more compactly




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Transform Domain Analysis
‣   We usually acquire signals in the time or spatial domain
‣   By looking at the signal in another domain, the signal may be
    represented more compactly


‣ Eg: a sine wave can be expressed by
  3 parameters: frequency, amplitude
  and phase.




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Transform Domain Analysis
‣   We usually acquire signals in the time or spatial domain
‣   By looking at the signal in another domain, the signal may be
    represented more compactly


‣ Eg: a sine wave can be expressed by
  3 parameters: frequency, amplitude
  and phase.
‣ Or, in this case, by the index of the
  FFT coefficient and its complex
  value



                        zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Transform Domain Analysis
‣   We usually acquire signals in the time or spatial domain
‣   By looking at the signal in another domain, the signal may be
    represented more compactly


‣ Eg: a sine wave can be expressed by
  3 parameters: frequency, amplitude
  and phase.
‣ Or, in this case, by the index of the
  FFT coefficient and its complex
  value
‣ Sine wave is sparse in frequency
  domain
                        zainul@ee.ucla.edu - CSEC - Infocom - March 2010   7
Acquiring a Sine Wave




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   8
Acquiring a Sine Wave



‣   Assume we’re interesting in acquiring a single sine wave x(t) in a
    noiseless environment




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   8
Acquiring a Sine Wave



‣   Assume we’re interesting in acquiring a single sine wave x(t) in a
    noiseless environment
‣   An infinite duration sine wave can be expressed using three
    parameters: frequency f, amplitude a and phase φ.




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   8
Acquiring a Sine Wave



‣   Assume we’re interesting in acquiring a single sine wave x(t) in a
    noiseless environment
‣   An infinite duration sine wave can be expressed using three
    parameters: frequency f, amplitude a and phase φ.
‣   Question: What’s the best way to find the parameters ?




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010   8
Acquiring a Sine Wave




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   9
Acquiring a Sine Wave



‣   Technically, to estimate three parameters one needs three good
    measurements




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010   9
Acquiring a Sine Wave



‣   Technically, to estimate three parameters one needs three good
    measurements
‣   Questions:




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010   9
Acquiring a Sine Wave



‣   Technically, to estimate three parameters one needs three good
    measurements
‣   Questions:
    ‣   What are “good” measurements ?




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010   9
Acquiring a Sine Wave



‣   Technically, to estimate three parameters one needs three good
    measurements
‣   Questions:
    ‣   What are “good” measurements ?

    ‣   How do you estimate f, a, φ from three measurements ?




                          zainul@ee.ucla.edu - CSEC - Infocom - March 2010   9
Compressed Sensing




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   10
Compressed Sensing

‣   With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010   10
Compressed Sensing

‣   With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3
‣   We know that any solution of f, a and φ must meet the three
    constraints and spans a 3D space:




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010   10
Compressed Sensing

‣   With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3
‣   We know that any solution of f, a and φ must meet the three
    constraints and spans a 3D space:
                 z i = x(t i ) = a sin(2π ft i + φ )
                 ∀i ∈{1, 2, 3}




                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010   10
Compressed Sensing

‣   With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3
‣   We know that any solution of f, a and φ must meet the three
    constraints and spans a 3D space:
                   z i = x(t i ) = a sin(2π ft i + φ )
                   ∀i ∈{1, 2, 3}
                                                                                φ
    ‣   Feasible solution space is much smaller


                                                                                    a



                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010       10
Compressed Sensing

‣   With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3
‣   We know that any solution of f, a and φ must meet the three
    constraints and spans a 3D space:
                   z i = x(t i ) = a sin(2π ft i + φ )
                   ∀i ∈{1, 2, 3}
                                                                                φ
    ‣   Feasible solution space is much smaller

‣   As the number of constraints grows from
    more measurements, the feasible solution
                                                                                    a
    space shrinks
‣   Exhaustive search over this space reveals the
    right answer knowing presence of one sine
                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010       10
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010   11
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010   11
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.                            Sine wave.
                                                                                Amplitude
                                                                              represented by
                                                                          x        color




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    11
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.                            Sine wave.
                                                                                Amplitude
                                                                              represented by
                                      Ψ (Fourier Transform)               x        color




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    11
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.                            Sine wave.
                                                                                Amplitude
                                                                              represented by
                 y =                  Ψ (Fourier Transform)               x        color




                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    11
Formulating the Problem
‣   We could also represent f, a and φ as a very long, but mostly
    empty FFT coefficient vector.                            Sine wave.
                                                                                    Amplitude
                                                                                  represented by
                         y =              Ψ (Fourier Transform)               x        color




         − j2 π ft + φ
    ae




                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    11
Sampling Matrix

‣   We could also write out the sampling process in matrix form




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010   12
Sampling Matrix

‣   We could also write out the sampling process in matrix form


                                                                         x




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010       12
Sampling Matrix

‣   We could also write out the sampling process in matrix form


                                                   Φ                     x




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010       12
Sampling Matrix

‣   We could also write out the sampling process in matrix form


                z   =                              Φ                     x




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010       12
Sampling Matrix

‣   We could also write out the sampling process in matrix form


                z   =                              Φ                     x



                              Three non-zero entries at some
                                     “good” locations




                      zainul@ee.ucla.edu - CSEC - Infocom - March 2010       12
Sampling Matrix

‣   We could also write out the sampling process in matrix form

Three measurements
                     z   =                            Φ                     x



                                 Three non-zero entries at some
                                        “good” locations




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010       12
Sampling Matrix

‣   We could also write out the sampling process in matrix form

Three measurements
                     z       =                            Φ                     x
                         k

                                                                                    n

                                     Three non-zero entries at some
                                            “good” locations




                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010           12
Exhaustive Search
‣   Objective of exhaustive search:
    ‣   Find an estimate of the vector y that meets the constraints and is the most
        compact representation of x (also called the sparsest representation)

‣   Our search is now guided by the fact that y is a sparse vector
‣   Rewriting constraints:
                   z = Φx
                   y = Ψx
                              −1
                   z = ΦΨ y
                 Constraints from
                  measurements

                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010           13
Exhaustive Search
‣   Objective of exhaustive search:
    ‣   Find an estimate of the vector y that meets the constraints and is the most
        compact representation of x (also called the sparsest representation)

‣   Our search is now guided by the fact that y is a sparse vector
‣   Rewriting constraints:
                                                                              ˆ           %
                                                                              y = arg min y l 0
                                                                                            %
                                                                                            y
                   z = Φx
                   y = Ψx                                                                 %
                                                                              s.t. z = ΦΨ y     −1



                   z = ΦΨ y   −1                                              y   l0
                                                                                       @ {i : yi ≠ 0}

                 Constraints from
                  measurements

                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010                             13
Exhaustive Search
‣   Objective of exhaustive search:
    ‣   Find an estimate of the vector y that meets the constraints and is the most
        compact representation of x (also called the sparsest representation)

‣   Our search is now guided by the fact that y is a sparse vector
‣   Rewriting constraints:
                                                                              ˆ           %
                                                                              y = arg min y l 0
                                                                                            %
                                                                                            y
                   z = Φx
                   y = Ψx                                                                 %
                                                                              s.t. z = ΦΨ y     −1



                   z = ΦΨ y   −1                                              y   l0
                                                                                       @ {i : yi ≠ 0}

                 Constraints from                                This optimization problem
                  measurements                                          is NP-Hard !
                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010                             13
l1 Minimization

‣   Approximate the l0 norm to an l1 norm

             ˆ           %
             y = arg min y l 1
                      %
                      y                                             y          = ∑ yi
                                                                          l1

                        %    −1                                                  i
            s.t. z = ΦΨ y

‣   This problem can now be solved efficiently using linear
    programming techniques
‣   This approximation was not new
‣   The big leap in Compressed Sensing was a theorem that showed
    that under the right conditions, this approximation is exact!


                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010                 14
Some CS Results


‣   Theorem: If k samples of a length n signal are acquired uniformly
    randomly (if each sample is equiprobable) and reconstruction is
    performed in the Fourier basis:
                                         k
    [Rudelson06]                 s≤C · 4   ′
                                                                          w.h.p.
                                      log (n)



‣   Where s is the sparsity of the signal



                       zainul@ee.ucla.edu - CSEC - Infocom - March 2010            15
Handling Missing Data - Traditional Approach
 Physical                                                                Compressed
                Sampling             Compression
  Signal                                                                domain samples
            n
x ∈°            z = In x               y = Ψz
                                             nxn




                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010              16
Handling Missing Data - Traditional Approach
 Physical                                                                Compressed
                Sampling             Compression
  Signal                                                                domain samples
            n
x ∈°            z = In x               y = Ψz
                                             nxn


                                                                       Missing
                                Communication
                                                                       samples




 When communication channel is lossy:


                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010              16
Handling Missing Data - Traditional Approach
 Physical                                                                     Compressed
                     Sampling             Compression
  Signal                                                                     domain samples
            n
x ∈°                z = In x                y = Ψz
                                                  nxn


                                                                            Missing
                                     Communication
                                                                            samples




 When communication channel is lossy:
                • Use retransmissions to recover lost data


                                zainul@ee.ucla.edu - CSEC - Infocom - March 2010              16
Handling Missing Data - Traditional Approach
 Physical                                                                     Compressed
                     Sampling             Compression
  Signal                                                                     domain samples
            n
x ∈°                z = In x                y = Ψz
                                                  nxn


                                                                            Missing
                                     Communication
                                                                            samples



 When communication channel is lossy:
                • Use retransmissions to recover lost data
                • Or, use error (erasure) correcting codes


                                zainul@ee.ucla.edu - CSEC - Infocom - March 2010              16
Handling Missing Data - Traditional Approach
 Physical                                                                Compressed
                Sampling             Compression
  Signal                                                                domain samples
            n
x ∈°            z = In x               y = Ψz
                                             nxn


                                                                       Missing
                                Communication
                                                                       samples




                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010              17
Handling Missing Data - Traditional Approach
 Physical                                                                  Compressed
                  Sampling             Compression
  Signal                                                                  domain samples
            n
x ∈°             z = In x                y = Ψz
                                               nxn


                                                                                             Recovered
                Channel                                             Channel
                                                                       Missing
                                  Communication                                             compressed
                Coding                                              Decoding
                                                                       samples             domain samples




                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010                         17
Handling Missing Data - Traditional Approach
 Physical                                                                   Compressed
                   Sampling             Compression
  Signal                                                                   domain samples
            n
x ∈°              z = In x                y = Ψz
                                                nxn


                                                                                              Recovered
                 Channel                                             Channel
                                                                        Missing
                                   Communication                                             compressed
                 Coding                                              Decoding
                                                                        samples             domain samples
                                                                                 +
                w = Ωy                wl = Cw                 y = ( CΩ ) wl
                                                              ˆ
                   mxn
                   m>n




                              zainul@ee.ucla.edu - CSEC - Infocom - March 2010                         17
Handling Missing Data - Traditional Approach
 Physical                                                                   Compressed
                   Sampling             Compression
  Signal                                                                   domain samples
            n
x ∈°              z = In x                y = Ψz                  Done at
                                                nxn           application layer

                                                                                              Recovered
                 Channel                                             Channel
                                                                        Missing
                                   Communication                                             compressed
                 Coding                                              Decoding
                                                                        samples             domain samples
                                                                                 +
                w = Ωy                wl = Cw                 y = ( CΩ ) wl
                                                              ˆ
                   mxn
                   m>n




                              zainul@ee.ucla.edu - CSEC - Infocom - March 2010                         17
Handling Missing Data - Traditional Approach
 Physical                                                                   Compressed
                   Sampling             Compression
  Signal                                                                   domain samples
            n
x ∈°              z = In x                y = Ψz                  Done at
                                                nxn           application layer

                                                                                              Recovered
                 Channel                                             Channel
                                                                        Missing
                                   Communication                                             compressed
                 Coding                                              Decoding
                                                                        samples             domain samples
                                                                                 +
                w = Ωy                wl = Cw                 y = ( CΩ ) wl
                                                              ˆ
                   mxn
                   m>n           Done at physical layer
                                  Can’t exploit signal
                                    characteristics



                              zainul@ee.ucla.edu - CSEC - Infocom - March 2010                         17
CS Erasure Coding Approach
Physical       Compressive                                                                Compressed
                                 Communication                    Decoding
 Signal         Sampling                                                                 domain samples
           n
x ∈°           z = Φx               zl = Cz                                  %
                                                                 y = arg min y l 1
                    kxn                                                         %
                                                                                y
                    k<n
                                                                               %
                                                                 s.t. zl = CΦΨ y    −1




                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010                        18
CS Erasure Coding Approach
Physical       Compressive                                                                Compressed
                                 Communication                    Decoding
 Signal         Sampling                                                                 domain samples
           n
x ∈°           z = Φx               zl = Cz                                  %
                                                                 y = arg min y l 1
                    kxn                                                         %
                                                                                y
                    k<n
                                                                               %
                                                                 s.t. zl = CΦΨ y    −1




Physical       Compressive                                                                Compressed
                                 Communication                    Decoding
 Signal         Sampling                                                                 domain samples
           n
x ∈°           z = Φx               zl = Cz                                  %
                                                                 y = arg min y l 1
                   mxn                                                          %
                                                                                y
                  k<m<n
                                                                               %
                                                                 s.t. zl = CΦΨ y    −1

                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010                        18
CS Erasure Coding Approach
Physical       Compressive                                                                Compressed
                                 Communication                    Decoding
 Signal         Sampling                                                                 domain samples
           n
x ∈°           z = Φx               zl = Cz                                  %
                                                                 y = arg min y l 1
                    kxn                                                         %
                                                                                y
                    k<n
                                                                               %
                                                                 s.t. zl = CΦΨ y    −1

      Over-sampling in CS is
        Erasure Coding !


Physical       Compressive                                                                Compressed
                                 Communication                    Decoding
 Signal         Sampling                                                                 domain samples
           n
x ∈°           z = Φx               zl = Cz                                  %
                                                                 y = arg min y l 1
                   mxn                                                          %
                                                                                y
                  k<m<n
                                                                               %
                                                                 s.t. zl = CΦΨ y    −1

                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010                        18
Effects of Missing Samples on CS

        z   =                            Φ                         x




                zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

                 z   =                            Φ                         x


    Missing
samples at the
   receiver




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

                 z   =                            Φ                         x


    Missing
samples at the
                                    Same as missing
   receiver
                                      rows in the
                                    sampling matrix




                         zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

          z   =                            Φ                         x




What happens if we over-sample?


                  zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

          z   =                            Φ                         x




What happens if we over-sample?


                  zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

          z   =                            Φ                         x




What happens if we over-sample?


                  zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

          z    =                            Φ                         x




What happens if we over-sample?
      • Can we recover the lost data?


                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Effects of Missing Samples on CS

          z   =                            Φ                         x




What happens if we over-sample?
      • Can we recover the lost data?
      • How much over-sampling is needed?


                  zainul@ee.ucla.edu - CSEC - Infocom - March 2010       19
Extending CS Results



‣    Claim: When m>k samples are acquired uniformly randomly and
     communicated through a memoryless binary erasure channel that
     drops m-k samples, the received k samples are still equiprobable.


    ‣   Implies that bound on sparsity condition should hold.

    ‣   If bound is tight, over-sampling rate (m-k) is same as loss rate


    [This paper]

                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   20
Features of CS Erasure Coding
‣   No need of additional channel coding block
‣   Redundancy achieved by oversampling
‣   Recovery is resilient to incorrect channel estimates
    ‣   Traditional channel coding fails if redundancy is inadequate

‣   Decoding is free if CS was used for compression anyway




                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   21
Features of CS Erasure Coding
‣   No need of additional channel coding block
‣   Redundancy achieved by oversampling
‣   Recovery is resilient to incorrect channel estimates
    ‣   Traditional channel coding fails if redundancy is inadequate

‣ Decoding is free if CS was used for compression anyway
‣ Intuition:
    ‣   Channel Coding spreads information out over measurements

    ‣   Compression (Source Coding) - compact information in few measurements

    ‣   CSEC - spreads information while compacting !


                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   21
Signal Recovery Performance Evaluation




     Create     CS                  Lossy                    CS       Reconstruction
     Signal   Sampling             Channel                Recovery        Error?




                   zainul@ee.ucla.edu - CSEC - Infocom - March 2010                    22
In Memoryless Channels
                            Baseline performance - No Loss




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   23
In Memoryless Channels
                            Baseline performance - No Loss



                                 20 % Loss - Drop in
                                 recovery probability




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010   23
In Memoryless Channels
                            Baseline performance - No Loss



                                 20 % Loss - Drop in
                                 recovery probability


                                            20 % Oversampling -
                                             complete recovery




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010      23
In Memoryless Channels
                            Baseline performance - No Loss



                                 20 % Loss - Drop in
                                 recovery probability


                                            20 % Oversampling -
                                             complete recovery




                                                        Less than 20 %
                                                        Oversampling -
                                                     recovery does not fail
                                                          completely




            zainul@ee.ucla.edu - CSEC - Infocom - March 2010                  23
In Bursty Channels
                             Baseline performance - No Loss




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   24
In Bursty Channels
                             Baseline performance - No Loss



                                  20 % Loss - Drop in
                                  recovery probability




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   24
In Bursty Channels
                             Baseline performance - No Loss



                                  20 % Loss - Drop in
                                  recovery probability

                                             20 % Oversampling -
                                               doesn’t recover
                                                 completely




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010      24
In Bursty Channels
                                             Baseline performance - No Loss



                                                  20 % Loss - Drop in
                                                  recovery probability
   Oversampling + Interleaving
   - Still incomplete recovery
                                                             20 % Oversampling -
                                                               doesn’t recover
                                                                 completely




                             zainul@ee.ucla.edu - CSEC - Infocom - March 2010      24
In Bursty Channels
    Worse than baseline                       Baseline performance - No Loss



                                                   20 % Loss - Drop in
                                                   recovery probability
    Oversampling + Interleaving
    - Still incomplete recovery
                                                              20 % Oversampling -
                                                                doesn’t recover
                                                                  completely

                                                                                 Better than baseline



‣ Recovery incomplete because of low interleaving depth
‣ Recovery better at high sparsity because bursty channels deliver
  bigger packets on average, but with higher variance

                              zainul@ee.ucla.edu - CSEC - Infocom - March 2010                          24
In Bursty Channels
    Worse than baseline                       Baseline performance - No Loss



                                                   20 % Loss - Drop in
                                                   recovery probability
    Oversampling + Interleaving
    - Still incomplete recovery
                                                              20 % Oversampling -
                                                                doesn’t recover
                                                                  completely

                                                                                 Better than baseline



‣ Recovery incomplete because of low interleaving depth
‣ Recovery better at high sparsity because bursty channels deliver
  bigger packets on average, but with higher variance

                              zainul@ee.ucla.edu - CSEC - Infocom - March 2010                          24
In Real 802.15.4 Channel
                             Baseline performance - No Loss




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   25
In Real 802.15.4 Channel
                             Baseline performance - No Loss



                                  15 % Loss - Drop in
                                  recovery probability




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010   25
In Real 802.15.4 Channel
                             Baseline performance - No Loss



                                  15 % Loss - Drop in
                                  recovery probability


                                             15 % Oversampling -
                                              complete recovery




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010      25
In Real 802.15.4 Channel
                             Baseline performance - No Loss



                                  15 % Loss - Drop in
                                  recovery probability


                                             15 % Oversampling -
                                              complete recovery




                                                         Less than 15 %
                                                         Oversampling -
                                                      recovery does not fail
                                                           completely




             zainul@ee.ucla.edu - CSEC - Infocom - March 2010                  25
Cost of CSEC
                         5
                                   Rnd     ADC     FFT    Radio TX     RS


                         4
     Energy/block (mJ)




                         3



                         2



                         1



                         0
                             m=256 S-n-S    m=10 C-n-S     m=64 CS     k=320 S-n-S+RS   k=16 C-n-S+RS   k=80 CSEC

                              Sense         Sense,          CS            Sense          Sense,          CSEC
                               and         Compress         and             and         Compress          and
                              Send          (FFT)          Send            Send            and           Send
                                              and          (1/4th          with           Send
                                             Send          rate)           Reed           with
                                                                         Solomon           RS

                                  No robustness
                                   guarantees
                                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010                        26
Cost of CSEC
                         5
                                   Rnd     ADC     FFT    Radio TX     RS


                         4
     Energy/block (mJ)




                         3



                         2



                         1



                         0
                             m=256 S-n-S    m=10 C-n-S     m=64 CS     k=320 S-n-S+RS   k=16 C-n-S+RS   k=80 CSEC

                              Sense         Sense,          CS            Sense          Sense,          CSEC
                               and         Compress         and             and         Compress          and
                              Send          (FFT)          Send            Send            and           Send
                                              and          (1/4th          with           Send
                                             Send          rate)           Reed           with
                                                                         Solomon           RS

                                  No robustness                             All options equally
                                   guarantees                                 robust (w.h.p.)
                                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010                        26
Cost of CSEC
                         5
                                   Rnd     ADC     FFT    Radio TX     RS


                         4


                                                                                                                     2.5x
     Energy/block (mJ)




                                                                                                                    lower
                         3



                         2                                                                                          energy
                         1



                         0
                             m=256 S-n-S    m=10 C-n-S     m=64 CS     k=320 S-n-S+RS   k=16 C-n-S+RS   k=80 CSEC

                              Sense         Sense,          CS            Sense          Sense,          CSEC
                               and         Compress         and             and         Compress          and
                              Send          (FFT)          Send            Send            and           Send
                                              and          (1/4th          with           Send
                                             Send          rate)           Reed           with
                                                                         Solomon           RS

                                  No robustness                             All options equally
                                   guarantees                                 robust (w.h.p.)
                                            zainul@ee.ucla.edu - CSEC - Infocom - March 2010                                 26
Summary


‣   Oversampling is a valid erasure coding strategy for compressive
    reconstruction
‣   For binary erasure channels, an oversampling rate equal to loss
    rate is sufficient
‣   CS erasure coding can be rate-less like fountain codes
    ‣   Allows adaptation to varying channel conditions

‣   Can be computationally more efficient on transmit side than
    traditional erasure codes


                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010   27
Closing Remarks

‣   CSEC spreads information out while compacting
    ‣   No free lunch syndrome: Data rate requirement is higher than if using good
        source and channel coding independently

    ‣   But, then, computation cost is higher too

‣   CSEC requires knowledge of signal model
    ‣   If signal is non-stationary, model needs to be updated during recovery

    ‣   This can be done using over-sampling too

‣   CSEC requires knowledge of channel conditions
    ‣   Can use CS streaming with feedback


                           zainul@ee.ucla.edu - CSEC - Infocom - March 2010      28
Thank You

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Compressive Oversampling for Robust Data Transmission in Sensor Networks - Presented at INFOCOM 2010

  • 1. Recovering Lost Sensor Data through Compressed Sensing Zainul Charbiwala Collaborators:Younghun Kim, Sadaf Zahedi, Supriyo Chakraborty, Ting He (IBM), Chatschik Bisdikian (IBM), Mani Srivastava
  • 2. The Big Picture Lossy Communication Link zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 3. The Big Picture Lossy Communication Link zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 4. The Big Picture Lossy Communication Link zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 5. The Big Picture Lossy Communication Link How do we recover from this loss? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 6. The Big Picture Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 7. The Big Picture Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 8. The Big Picture Generate Error Correction Bits Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets • Proactively encode the data with some protection bits zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 9. The Big Picture Generate Error Correction Bits Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets • Proactively encode the data with some protection bits zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 10. The Big Picture Generate Error Correction Bits Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets • Proactively encode the data with some protection bits zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 11. The Big Picture Generate Error Correction Bits Lossy Communication Link How do we recover from this loss? • Retransmit the lost packets • Proactively encode the data with some protection bits • Can we do something better ? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 2
  • 12. The Big Picture - Using Compressed Sensing Lossy Communication Link CSEC zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 13. The Big Picture - Using Compressed Sensing Lossy Communication Link CSEC zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 14. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 15. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 16. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 17. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC Recover from Received Compressed Measurements How does this work ? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 18. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC Recover from Received Compressed Measurements How does this work ? • Use knowledge of signal model and channel zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 19. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC Recover from Received Compressed Measurements How does this work ? • Use knowledge of signal model and channel • CS uses randomized sampling/projections zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 20. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC Recover from Received Compressed Measurements How does this work ? • Use knowledge of signal model and channel • CS uses randomized sampling/projections • Random losses look like additional randomness ! zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 21. The Big Picture - Using Compressed Sensing Generate Compressed Measurements Lossy Communication Link CSEC Recover from Received Compressed Measurements How does this work ? • Use knowledge of signal model and channel • CS uses randomized sampling/projections • Random losses look like additional randomness ! Rest of this talk focuses on describing “How” and “How Well” this works zainul@ee.ucla.edu - CSEC - Infocom - March 2010 3
  • 22. Talk Outline ‣ A Quick Intro to Compressed Sensing ‣ CS Erasure Coding for Recovering Lost Sensor Data ‣ Evaluating CSEC’s cost and performance ‣ Concluding Remarks zainul@ee.ucla.edu - CSEC - Infocom - March 2010 4
  • 23. Why Compressed Sensing ? Physical Sampling Compression Communication Application Signal Computationally expensive zainul@ee.ucla.edu - CSEC - Infocom - March 2010 5
  • 24. Why Compressed Sensing ? Physical Sampling Compression Communication Application Signal Computationally expensive Physical Compressive Communication Decoding Application Signal Sampling Shifts computation to a capable server zainul@ee.ucla.edu - CSEC - Infocom - March 2010 5
  • 25. Compressed Sensing - Some Intuition Bandwidth Frequency zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 26. Compressed Sensing - Some Intuition Bandwidth Frequency How do you acquire this signal? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 27. Compressed Sensing - Some Intuition Bandwidth Frequency How do you acquire this signal? • Nyquist rate - twice the bandwidth zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 28. Compressed Sensing - Some Intuition Bandwidth Frequency How do you acquire this signal? • Nyquist rate - twice the bandwidth • But what if you knew more about the signal? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 29. Compressed Sensing - Some Intuition Bandwidth Frequency How do you acquire this signal? • Nyquist rate - twice the bandwidth • But what if you knew more about the signal? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 30. Compressed Sensing - Some Intuition Bandwidth Frequency How do you acquire this signal? • Nyquist rate - twice the bandwidth • But what if you knew more about the signal? • CS enables signal acquisition based on information content zainul@ee.ucla.edu - CSEC - Infocom - March 2010 6
  • 31. Transform Domain Analysis zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 32. Transform Domain Analysis ‣ We usually acquire signals in the time or spatial domain zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 33. Transform Domain Analysis ‣ We usually acquire signals in the time or spatial domain ‣ By looking at the signal in another domain, the signal may be represented more compactly zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 34. Transform Domain Analysis ‣ We usually acquire signals in the time or spatial domain ‣ By looking at the signal in another domain, the signal may be represented more compactly ‣ Eg: a sine wave can be expressed by 3 parameters: frequency, amplitude and phase. zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 35. Transform Domain Analysis ‣ We usually acquire signals in the time or spatial domain ‣ By looking at the signal in another domain, the signal may be represented more compactly ‣ Eg: a sine wave can be expressed by 3 parameters: frequency, amplitude and phase. ‣ Or, in this case, by the index of the FFT coefficient and its complex value zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 36. Transform Domain Analysis ‣ We usually acquire signals in the time or spatial domain ‣ By looking at the signal in another domain, the signal may be represented more compactly ‣ Eg: a sine wave can be expressed by 3 parameters: frequency, amplitude and phase. ‣ Or, in this case, by the index of the FFT coefficient and its complex value ‣ Sine wave is sparse in frequency domain zainul@ee.ucla.edu - CSEC - Infocom - March 2010 7
  • 37. Acquiring a Sine Wave zainul@ee.ucla.edu - CSEC - Infocom - March 2010 8
  • 38. Acquiring a Sine Wave ‣ Assume we’re interesting in acquiring a single sine wave x(t) in a noiseless environment zainul@ee.ucla.edu - CSEC - Infocom - March 2010 8
  • 39. Acquiring a Sine Wave ‣ Assume we’re interesting in acquiring a single sine wave x(t) in a noiseless environment ‣ An infinite duration sine wave can be expressed using three parameters: frequency f, amplitude a and phase φ. zainul@ee.ucla.edu - CSEC - Infocom - March 2010 8
  • 40. Acquiring a Sine Wave ‣ Assume we’re interesting in acquiring a single sine wave x(t) in a noiseless environment ‣ An infinite duration sine wave can be expressed using three parameters: frequency f, amplitude a and phase φ. ‣ Question: What’s the best way to find the parameters ? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 8
  • 41. Acquiring a Sine Wave zainul@ee.ucla.edu - CSEC - Infocom - March 2010 9
  • 42. Acquiring a Sine Wave ‣ Technically, to estimate three parameters one needs three good measurements zainul@ee.ucla.edu - CSEC - Infocom - March 2010 9
  • 43. Acquiring a Sine Wave ‣ Technically, to estimate three parameters one needs three good measurements ‣ Questions: zainul@ee.ucla.edu - CSEC - Infocom - March 2010 9
  • 44. Acquiring a Sine Wave ‣ Technically, to estimate three parameters one needs three good measurements ‣ Questions: ‣ What are “good” measurements ? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 9
  • 45. Acquiring a Sine Wave ‣ Technically, to estimate three parameters one needs three good measurements ‣ Questions: ‣ What are “good” measurements ? ‣ How do you estimate f, a, φ from three measurements ? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 9
  • 46. Compressed Sensing zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 47. Compressed Sensing ‣ With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3 zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 48. Compressed Sensing ‣ With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3 ‣ We know that any solution of f, a and φ must meet the three constraints and spans a 3D space: zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 49. Compressed Sensing ‣ With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3 ‣ We know that any solution of f, a and φ must meet the three constraints and spans a 3D space: z i = x(t i ) = a sin(2π ft i + φ ) ∀i ∈{1, 2, 3} zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 50. Compressed Sensing ‣ With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3 ‣ We know that any solution of f, a and φ must meet the three constraints and spans a 3D space: z i = x(t i ) = a sin(2π ft i + φ ) ∀i ∈{1, 2, 3} φ ‣ Feasible solution space is much smaller a zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 51. Compressed Sensing ‣ With three samples: z1, z2, z3 of the sine wave at times t1, t2, t3 ‣ We know that any solution of f, a and φ must meet the three constraints and spans a 3D space: z i = x(t i ) = a sin(2π ft i + φ ) ∀i ∈{1, 2, 3} φ ‣ Feasible solution space is much smaller ‣ As the number of constraints grows from more measurements, the feasible solution a space shrinks ‣ Exhaustive search over this space reveals the right answer knowing presence of one sine zainul@ee.ucla.edu - CSEC - Infocom - March 2010 10
  • 52. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 53. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 54. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. Sine wave. Amplitude represented by x color zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 55. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. Sine wave. Amplitude represented by Ψ (Fourier Transform) x color zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 56. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. Sine wave. Amplitude represented by y = Ψ (Fourier Transform) x color zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 57. Formulating the Problem ‣ We could also represent f, a and φ as a very long, but mostly empty FFT coefficient vector. Sine wave. Amplitude represented by y = Ψ (Fourier Transform) x color − j2 π ft + φ ae zainul@ee.ucla.edu - CSEC - Infocom - March 2010 11
  • 58. Sampling Matrix ‣ We could also write out the sampling process in matrix form zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 59. Sampling Matrix ‣ We could also write out the sampling process in matrix form x zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 60. Sampling Matrix ‣ We could also write out the sampling process in matrix form Φ x zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 61. Sampling Matrix ‣ We could also write out the sampling process in matrix form z = Φ x zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 62. Sampling Matrix ‣ We could also write out the sampling process in matrix form z = Φ x Three non-zero entries at some “good” locations zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 63. Sampling Matrix ‣ We could also write out the sampling process in matrix form Three measurements z = Φ x Three non-zero entries at some “good” locations zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 64. Sampling Matrix ‣ We could also write out the sampling process in matrix form Three measurements z = Φ x k n Three non-zero entries at some “good” locations zainul@ee.ucla.edu - CSEC - Infocom - March 2010 12
  • 65. Exhaustive Search ‣ Objective of exhaustive search: ‣ Find an estimate of the vector y that meets the constraints and is the most compact representation of x (also called the sparsest representation) ‣ Our search is now guided by the fact that y is a sparse vector ‣ Rewriting constraints: z = Φx y = Ψx −1 z = ΦΨ y Constraints from measurements zainul@ee.ucla.edu - CSEC - Infocom - March 2010 13
  • 66. Exhaustive Search ‣ Objective of exhaustive search: ‣ Find an estimate of the vector y that meets the constraints and is the most compact representation of x (also called the sparsest representation) ‣ Our search is now guided by the fact that y is a sparse vector ‣ Rewriting constraints: ˆ % y = arg min y l 0 % y z = Φx y = Ψx % s.t. z = ΦΨ y −1 z = ΦΨ y −1 y l0 @ {i : yi ≠ 0} Constraints from measurements zainul@ee.ucla.edu - CSEC - Infocom - March 2010 13
  • 67. Exhaustive Search ‣ Objective of exhaustive search: ‣ Find an estimate of the vector y that meets the constraints and is the most compact representation of x (also called the sparsest representation) ‣ Our search is now guided by the fact that y is a sparse vector ‣ Rewriting constraints: ˆ % y = arg min y l 0 % y z = Φx y = Ψx % s.t. z = ΦΨ y −1 z = ΦΨ y −1 y l0 @ {i : yi ≠ 0} Constraints from This optimization problem measurements is NP-Hard ! zainul@ee.ucla.edu - CSEC - Infocom - March 2010 13
  • 68. l1 Minimization ‣ Approximate the l0 norm to an l1 norm ˆ % y = arg min y l 1 % y y = ∑ yi l1 % −1 i s.t. z = ΦΨ y ‣ This problem can now be solved efficiently using linear programming techniques ‣ This approximation was not new ‣ The big leap in Compressed Sensing was a theorem that showed that under the right conditions, this approximation is exact! zainul@ee.ucla.edu - CSEC - Infocom - March 2010 14
  • 69. Some CS Results ‣ Theorem: If k samples of a length n signal are acquired uniformly randomly (if each sample is equiprobable) and reconstruction is performed in the Fourier basis: k [Rudelson06] s≤C · 4 ′ w.h.p. log (n) ‣ Where s is the sparsity of the signal zainul@ee.ucla.edu - CSEC - Infocom - March 2010 15
  • 70. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn zainul@ee.ucla.edu - CSEC - Infocom - March 2010 16
  • 71. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Missing Communication samples When communication channel is lossy: zainul@ee.ucla.edu - CSEC - Infocom - March 2010 16
  • 72. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Missing Communication samples When communication channel is lossy: • Use retransmissions to recover lost data zainul@ee.ucla.edu - CSEC - Infocom - March 2010 16
  • 73. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Missing Communication samples When communication channel is lossy: • Use retransmissions to recover lost data • Or, use error (erasure) correcting codes zainul@ee.ucla.edu - CSEC - Infocom - March 2010 16
  • 74. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Missing Communication samples zainul@ee.ucla.edu - CSEC - Infocom - March 2010 17
  • 75. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Recovered Channel Channel Missing Communication compressed Coding Decoding samples domain samples zainul@ee.ucla.edu - CSEC - Infocom - March 2010 17
  • 76. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz nxn Recovered Channel Channel Missing Communication compressed Coding Decoding samples domain samples + w = Ωy wl = Cw y = ( CΩ ) wl ˆ mxn m>n zainul@ee.ucla.edu - CSEC - Infocom - March 2010 17
  • 77. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz Done at nxn application layer Recovered Channel Channel Missing Communication compressed Coding Decoding samples domain samples + w = Ωy wl = Cw y = ( CΩ ) wl ˆ mxn m>n zainul@ee.ucla.edu - CSEC - Infocom - March 2010 17
  • 78. Handling Missing Data - Traditional Approach Physical Compressed Sampling Compression Signal domain samples n x ∈° z = In x y = Ψz Done at nxn application layer Recovered Channel Channel Missing Communication compressed Coding Decoding samples domain samples + w = Ωy wl = Cw y = ( CΩ ) wl ˆ mxn m>n Done at physical layer Can’t exploit signal characteristics zainul@ee.ucla.edu - CSEC - Infocom - March 2010 17
  • 79. CS Erasure Coding Approach Physical Compressive Compressed Communication Decoding Signal Sampling domain samples n x ∈° z = Φx zl = Cz % y = arg min y l 1 kxn % y k<n % s.t. zl = CΦΨ y −1 zainul@ee.ucla.edu - CSEC - Infocom - March 2010 18
  • 80. CS Erasure Coding Approach Physical Compressive Compressed Communication Decoding Signal Sampling domain samples n x ∈° z = Φx zl = Cz % y = arg min y l 1 kxn % y k<n % s.t. zl = CΦΨ y −1 Physical Compressive Compressed Communication Decoding Signal Sampling domain samples n x ∈° z = Φx zl = Cz % y = arg min y l 1 mxn % y k<m<n % s.t. zl = CΦΨ y −1 zainul@ee.ucla.edu - CSEC - Infocom - March 2010 18
  • 81. CS Erasure Coding Approach Physical Compressive Compressed Communication Decoding Signal Sampling domain samples n x ∈° z = Φx zl = Cz % y = arg min y l 1 kxn % y k<n % s.t. zl = CΦΨ y −1 Over-sampling in CS is Erasure Coding ! Physical Compressive Compressed Communication Decoding Signal Sampling domain samples n x ∈° z = Φx zl = Cz % y = arg min y l 1 mxn % y k<m<n % s.t. zl = CΦΨ y −1 zainul@ee.ucla.edu - CSEC - Infocom - March 2010 18
  • 82. Effects of Missing Samples on CS z = Φ x zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 83. Effects of Missing Samples on CS z = Φ x Missing samples at the receiver zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 84. Effects of Missing Samples on CS z = Φ x Missing samples at the Same as missing receiver rows in the sampling matrix zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 85. Effects of Missing Samples on CS z = Φ x What happens if we over-sample? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 86. Effects of Missing Samples on CS z = Φ x What happens if we over-sample? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 87. Effects of Missing Samples on CS z = Φ x What happens if we over-sample? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 88. Effects of Missing Samples on CS z = Φ x What happens if we over-sample? • Can we recover the lost data? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 89. Effects of Missing Samples on CS z = Φ x What happens if we over-sample? • Can we recover the lost data? • How much over-sampling is needed? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 19
  • 90. Extending CS Results ‣ Claim: When m>k samples are acquired uniformly randomly and communicated through a memoryless binary erasure channel that drops m-k samples, the received k samples are still equiprobable. ‣ Implies that bound on sparsity condition should hold. ‣ If bound is tight, over-sampling rate (m-k) is same as loss rate [This paper] zainul@ee.ucla.edu - CSEC - Infocom - March 2010 20
  • 91. Features of CS Erasure Coding ‣ No need of additional channel coding block ‣ Redundancy achieved by oversampling ‣ Recovery is resilient to incorrect channel estimates ‣ Traditional channel coding fails if redundancy is inadequate ‣ Decoding is free if CS was used for compression anyway zainul@ee.ucla.edu - CSEC - Infocom - March 2010 21
  • 92. Features of CS Erasure Coding ‣ No need of additional channel coding block ‣ Redundancy achieved by oversampling ‣ Recovery is resilient to incorrect channel estimates ‣ Traditional channel coding fails if redundancy is inadequate ‣ Decoding is free if CS was used for compression anyway ‣ Intuition: ‣ Channel Coding spreads information out over measurements ‣ Compression (Source Coding) - compact information in few measurements ‣ CSEC - spreads information while compacting ! zainul@ee.ucla.edu - CSEC - Infocom - March 2010 21
  • 93. Signal Recovery Performance Evaluation Create CS Lossy CS Reconstruction Signal Sampling Channel Recovery Error? zainul@ee.ucla.edu - CSEC - Infocom - March 2010 22
  • 94. In Memoryless Channels Baseline performance - No Loss zainul@ee.ucla.edu - CSEC - Infocom - March 2010 23
  • 95. In Memoryless Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability zainul@ee.ucla.edu - CSEC - Infocom - March 2010 23
  • 96. In Memoryless Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability 20 % Oversampling - complete recovery zainul@ee.ucla.edu - CSEC - Infocom - March 2010 23
  • 97. In Memoryless Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability 20 % Oversampling - complete recovery Less than 20 % Oversampling - recovery does not fail completely zainul@ee.ucla.edu - CSEC - Infocom - March 2010 23
  • 98. In Bursty Channels Baseline performance - No Loss zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 99. In Bursty Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 100. In Bursty Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability 20 % Oversampling - doesn’t recover completely zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 101. In Bursty Channels Baseline performance - No Loss 20 % Loss - Drop in recovery probability Oversampling + Interleaving - Still incomplete recovery 20 % Oversampling - doesn’t recover completely zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 102. In Bursty Channels Worse than baseline Baseline performance - No Loss 20 % Loss - Drop in recovery probability Oversampling + Interleaving - Still incomplete recovery 20 % Oversampling - doesn’t recover completely Better than baseline ‣ Recovery incomplete because of low interleaving depth ‣ Recovery better at high sparsity because bursty channels deliver bigger packets on average, but with higher variance zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 103. In Bursty Channels Worse than baseline Baseline performance - No Loss 20 % Loss - Drop in recovery probability Oversampling + Interleaving - Still incomplete recovery 20 % Oversampling - doesn’t recover completely Better than baseline ‣ Recovery incomplete because of low interleaving depth ‣ Recovery better at high sparsity because bursty channels deliver bigger packets on average, but with higher variance zainul@ee.ucla.edu - CSEC - Infocom - March 2010 24
  • 104. In Real 802.15.4 Channel Baseline performance - No Loss zainul@ee.ucla.edu - CSEC - Infocom - March 2010 25
  • 105. In Real 802.15.4 Channel Baseline performance - No Loss 15 % Loss - Drop in recovery probability zainul@ee.ucla.edu - CSEC - Infocom - March 2010 25
  • 106. In Real 802.15.4 Channel Baseline performance - No Loss 15 % Loss - Drop in recovery probability 15 % Oversampling - complete recovery zainul@ee.ucla.edu - CSEC - Infocom - March 2010 25
  • 107. In Real 802.15.4 Channel Baseline performance - No Loss 15 % Loss - Drop in recovery probability 15 % Oversampling - complete recovery Less than 15 % Oversampling - recovery does not fail completely zainul@ee.ucla.edu - CSEC - Infocom - March 2010 25
  • 108. Cost of CSEC 5 Rnd ADC FFT Radio TX RS 4 Energy/block (mJ) 3 2 1 0 m=256 S-n-S m=10 C-n-S m=64 CS k=320 S-n-S+RS k=16 C-n-S+RS k=80 CSEC Sense Sense, CS Sense Sense, CSEC and Compress and and Compress and Send (FFT) Send Send and Send and (1/4th with Send Send rate) Reed with Solomon RS No robustness guarantees zainul@ee.ucla.edu - CSEC - Infocom - March 2010 26
  • 109. Cost of CSEC 5 Rnd ADC FFT Radio TX RS 4 Energy/block (mJ) 3 2 1 0 m=256 S-n-S m=10 C-n-S m=64 CS k=320 S-n-S+RS k=16 C-n-S+RS k=80 CSEC Sense Sense, CS Sense Sense, CSEC and Compress and and Compress and Send (FFT) Send Send and Send and (1/4th with Send Send rate) Reed with Solomon RS No robustness All options equally guarantees robust (w.h.p.) zainul@ee.ucla.edu - CSEC - Infocom - March 2010 26
  • 110. Cost of CSEC 5 Rnd ADC FFT Radio TX RS 4 2.5x Energy/block (mJ) lower 3 2 energy 1 0 m=256 S-n-S m=10 C-n-S m=64 CS k=320 S-n-S+RS k=16 C-n-S+RS k=80 CSEC Sense Sense, CS Sense Sense, CSEC and Compress and and Compress and Send (FFT) Send Send and Send and (1/4th with Send Send rate) Reed with Solomon RS No robustness All options equally guarantees robust (w.h.p.) zainul@ee.ucla.edu - CSEC - Infocom - March 2010 26
  • 111. Summary ‣ Oversampling is a valid erasure coding strategy for compressive reconstruction ‣ For binary erasure channels, an oversampling rate equal to loss rate is sufficient ‣ CS erasure coding can be rate-less like fountain codes ‣ Allows adaptation to varying channel conditions ‣ Can be computationally more efficient on transmit side than traditional erasure codes zainul@ee.ucla.edu - CSEC - Infocom - March 2010 27
  • 112. Closing Remarks ‣ CSEC spreads information out while compacting ‣ No free lunch syndrome: Data rate requirement is higher than if using good source and channel coding independently ‣ But, then, computation cost is higher too ‣ CSEC requires knowledge of signal model ‣ If signal is non-stationary, model needs to be updated during recovery ‣ This can be done using over-sampling too ‣ CSEC requires knowledge of channel conditions ‣ Can use CS streaming with feedback zainul@ee.ucla.edu - CSEC - Infocom - March 2010 28

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