Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
Abstract A sampling problem for remote monitoring and estimation of the multi‐dimensional Wiener process through a channel with random delivery time under the constraint of maximum sampling frequency is considered. The authors study the optimal sampling policy that minimizes the mean square error. I...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | IET Control Theory & Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1049/cth2.12205 |