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    Multiple Sampling for Estimation on a Finite Horizon

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    No. of downloads: 477

    Date
    2006
    Author
    Rabi, Maben
    Baras, John S.
    Moustakides, George
    Advisor
    Baras, John S.
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    Abstract
    We discuss some multiple sampling problems that arise in real-time estimation problems with limits on the number of samples. The quality of estimation is measured by an aggregate squared error over a finite horizon. We compare the performances of the best detereministic, level-triggered and the optimal sampling schemes. We restrict the signal to be either a Wiener process or an Ornstein-Uhlenbeck process. For the Wiener process, we provide closed form expressions and series expansions. For the Ornstein Uhlenbeck process, we provide procedures for numerical computation. Our results show that level-triggered sampling is almost optimal when the signal is stable. <p>
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    http://hdl.handle.net/1903/6586
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