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...

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Autores principales:	Fuzhou Peng, Xiang Chen, Jie Gong
Formato:	article
Lenguaje:	EN
Publicado:	Wiley 2022
Materias:	Control engineering systems. Automatic machinery (General) TJ212-225
Acceso en línea:	https://doaj.org/article/f021429450d041268a604ab6bac7dec0
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spelling	oai:doaj.org-article:f021429450d041268a604ab6bac7dec02021-12-02T15:00:29ZOptimal sampling policy of multi‐dimensional wiener processes with random delivery time1751-86521751-864410.1049/cth2.12205https://doaj.org/article/f021429450d041268a604ab6bac7dec02022-01-01T00:00:00Zhttps://doi.org/10.1049/cth2.12205https://doaj.org/toc/1751-8644https://doaj.org/toc/1751-8652Abstract 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. It is showed that the threshold policy is optimal and the near closed‐form expressions of the optimal threshold and the corresponding mean square error are given. A bisection method is proposed to search the numerical solutions. The results provide a general framework for remote estimation and sampling, including the special cases that the dimension of Wiener source is one and that the delivery time of the channel tends to zero. Simulation results show that even though there is no constraint on the maximum sampling frequency, age‐optimal policy, periodic sampling policy and zero‐wait policy are far from optimal.Fuzhou PengXiang ChenJie GongWileyarticleControl engineering systems. Automatic machinery (General)TJ212-225ENIET Control Theory & Applications, Vol 16, Iss 1, Pp 66-78 (2022)
institution	DOAJ
collection	DOAJ
language	EN
topic	Control engineering systems. Automatic machinery (General) TJ212-225
spellingShingle	Control engineering systems. Automatic machinery (General) TJ212-225 Fuzhou Peng Xiang Chen Jie Gong Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
description	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. It is showed that the threshold policy is optimal and the near closed‐form expressions of the optimal threshold and the corresponding mean square error are given. A bisection method is proposed to search the numerical solutions. The results provide a general framework for remote estimation and sampling, including the special cases that the dimension of Wiener source is one and that the delivery time of the channel tends to zero. Simulation results show that even though there is no constraint on the maximum sampling frequency, age‐optimal policy, periodic sampling policy and zero‐wait policy are far from optimal.
format	article
author	Fuzhou Peng Xiang Chen Jie Gong
author_facet	Fuzhou Peng Xiang Chen Jie Gong
author_sort	Fuzhou Peng
title	Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
title_short	Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
title_full	Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
title_fullStr	Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
title_full_unstemmed	Optimal sampling policy of multi‐dimensional wiener processes with random delivery time
title_sort	optimal sampling policy of multi‐dimensional wiener processes with random delivery time
publisher	Wiley
publishDate	2022
url	https://doaj.org/article/f021429450d041268a604ab6bac7dec0
work_keys_str_mv	AT fuzhoupeng optimalsamplingpolicyofmultidimensionalwienerprocesseswithrandomdeliverytime AT xiangchen optimalsamplingpolicyofmultidimensionalwienerprocesseswithrandomdeliverytime AT jiegong optimalsamplingpolicyofmultidimensionalwienerprocesseswithrandomdeliverytime
_version_	1718389173746925568

Optimal sampling policy of multi‐dimensional wiener processes with random delivery time

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