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Relationship between age and value of information for a noisy Ornstein-Uhlenbeck process

Abstract:

The age of information (AoI) has been widely used to quantify the information freshness in real-time status update systems. As the AoI is independent of the inherent property of the source data and the context, we introduce a mutual information-based value of information (VoI) framework for hidden Markov models. In this paper, we investigate the VoI and its relationship to the AoI for a noisy Ornstein–Uhlenbeck (OU) process. We explore the effects of correlation and noise on their relationshi...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.3390/e23080940

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Institution:
University of Oxford
Department:
Engineering Science
Oxford college:
Balliol; Balliol College
Role:
Author
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Name:
Engineering and Physical Sciences Research Council
Grant:
EP/T02612X/1
Publisher:
MDPI
Journal:
Entropy More from this journal
Volume:
23
Issue:
8
Article number:
940
Publication date:
2021-07-23
Acceptance date:
2021-07-20
DOI:
ISSN:
1099-4300
Language:
English
Keywords:
Pubs id:
1187108
Local pid:
pubs:1187108
Deposit date:
2021-07-20

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