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 |
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ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization
Cite this
Sampling multidimensional Wiener processes. / Nar, Kamil; Basar, Tamer.
In: Proceedings of the IEEE Conference on Decision and Control, Vol. 2015-February, No. February, 7039920, 01.01.2014, p. 3426-3431.Research output: Contribution to journal › Conference article
}
TY - JOUR
T1 - Sampling multidimensional Wiener processes
AU - Nar, Kamil
AU - Basar, Tamer
PY - 2014/1/1
Y1 - 2014/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84988306439&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84988306439&partnerID=8YFLogxK
U2 - 10.1109/CDC.2014.7039920
DO - 10.1109/CDC.2014.7039920
M3 - Conference article
AN - SCOPUS:84988306439
VL - 2015-February
SP - 3426
EP - 3431
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
SN - 0191-2216
IS - February
M1 - 7039920
ER -