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Sampling of Diffusion Processes for Real-time Estimation

dc.contributor.advisorBaras, John S.en_US
dc.contributor.authorRabi, Mabenen_US
dc.contributor.authorBaras, John S.en_US
dc.description.abstractThis paper addresses the causal sampling of observations of a diffusion process that results in a good quality continuous estimator based upon these samples. The optimal sampling scheme with a fixed number of samples is found by solving an optimal (multiple) stopping problem. This is solved explicitly in a special case. A class of threshold approximations is also described.en_US
dc.format.extent10331 bytes
dc.relation.ispartofseriesISR; TR 2004-15en_US
dc.subjectSensor-Actuator Networksen_US
dc.titleSampling of Diffusion Processes for Real-time Estimationen_US
dc.typeTechnical Reporten_US

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