Abstract
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.
| Original language | English (US) |
|---|---|
| Article number | 7039920 |
| Pages (from-to) | 3426-3431 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2015-February |
| Issue number | February |
| DOIs | |
| State | Published - Jan 1 2014 |
| Event | 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization
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Cite this
Nar, K., & Basar, T. (2014). Sampling multidimensional Wiener processes. Proceedings of the IEEE Conference on Decision and Control, 2015-February(February), 3426-3431. [7039920]. https://doi.org/10.1109/CDC.2014.7039920