• DocumentCode
    115102
  • Title

    Sampling multidimensional Wiener processes

  • Author

    Nar, Kamil ; Basar, Tamer

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Univ. of Illinois at Urbana-Champaign, Urbana, IL, USA
  • fYear
    2014
  • fDate
    15-17 Dec. 2014
  • Firstpage
    3426
  • Lastpage
    3431
  • 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.
  • Keywords
    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; Dynamic programming; Laboratories; Observers; Optimal scheduling; Time-frequency analysis; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
  • Conference_Location
    Los Angeles, CA
  • Print_ISBN
    978-1-4799-7746-8
  • Type

    conf

  • DOI
    10.1109/CDC.2014.7039920
  • Filename
    7039920
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=115102