Sampling multidimensional Wiener processes

Kamil Nar; Tamer Basar

doi:10.1109/CDC.2014.7039920

Sampling multidimensional Wiener processes

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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)
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	3426-3431
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039920
State	Published - 2014
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	12/15/14 → 12/17/14

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Online availability

10.1109/CDC.2014.7039920

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Sampling multidimensional Wiener processes. / Nar, Kamil; Basar, Tamer.

53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 3426-3431 7039920 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Nar, K & Basar, T 2014, Sampling multidimensional Wiener processes. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039920, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 3426-3431, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 12/15/14. https://doi.org/10.1109/CDC.2014.7039920

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Sampling multidimensional Wiener processes

Abstract

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