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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Main Authors: | , , |
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Format: | article |
Language: | EN |
Published: |
Wiley
2022
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Subjects: | |
Online Access: | https://doaj.org/article/f021429450d041268a604ab6bac7dec0 |
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