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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Bibliographic Details
Main Authors: Fuzhou Peng, Xiang Chen, Jie Gong
Format: article
Language:EN
Published: Wiley 2022
Subjects:
Online Access:https://doaj.org/article/f021429450d041268a604ab6bac7dec0
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