DocumentCode
434995
Title
Sampling of diffusion processes for real-time estimation
Author
Rabi, Maben ; Baras, John S.
Author_Institution
Dept. of Electr. & Comput. Eng., Maryland Univ., College Park, MD, USA
Volume
4
fYear
2004
fDate
14-17 Dec. 2004
Firstpage
4163
Abstract
This paper addresses the causal sampling of observations of a diffusion process that results in a good quality continuous estimator based upon these samples. The optimal sampling scheme with a fixed number of samples is found by solving an optimal (multiple) stopping problem. This is solved explicitly in a special case. A class of threshold approximations is also described.
Keywords
packet radio networks; signal sampling; state estimation; wireless sensor networks; causal sampling; continuous estimator; diffusion processes; observations; optimal stopping problem; real-time estimation; threshold approximations; Communication system control; Control systems; Costs; Diffusion processes; Filters; Pipelines; Sampling methods; Sensor arrays; State estimation; Wireless sensor networks;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1429405
Filename
1429405
Link To Document