Sampling multidimensional Wiener processes
Sampling multidimensional Wiener processes
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多维维纳过程采样
DOI：
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发表时间：
2014
期刊：
影响因子：
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通讯作者：
T. Başar
中科院分区：
文献类型：
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作者：
Kamil Nar;T. Başar
本文研究了在存在观测器和估计器之间通信约束的情况下，多维维纳过程样本传输的连续时间最优调度问题。给出了有限视界和无限视界的最优策略，并证明了在平均通信频率有硬性约束的无限视界条件下，具有恒定阈值的事件触发采样是最优策略。
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.