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 |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
Wiley
2022
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Materias: | |
Acceso en línea: | https://doaj.org/article/f021429450d041268a604ab6bac7dec0 |
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