Sampling Multidimensional Wiener Processes
2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC)（2014）
摘要
In this paper, we formulate an optimal scheduling problem in continuous time for transmitting samples of a multidimensional Wiener process when there is a constraint on the communication between the observer and the estimator. We provide the optimal policy for both finite horizon and infinite horizon, and show that event-triggered sampling with constant threshold is optimal over infinite horizon when there is a hard constraint on the average frequency of communication.
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关键词
infinite horizon,multidimensional systems,observers,sampling methods,stochastic processes,average communication frequency,continuous time,event-triggered sampling,finite horizon,hard constraint,infinite horizon,multidimensional Wiener process sampling,observer estimator communication,optimal constant threshold,optimal policy,optimal scheduling problem,
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