Sampling of the Wiener Process for Remote Estimation Over a Channel With Random Delay

IEEE Transactions on Information Theory, pp. 1118-1135, 2020.

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Abstract:

In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator over a channel that is modeled as a queue. The estimator reconstructs an estimate of the real-time signal value from causally received samples. We study the optimal online sampling strategy that minimizes the mean square estimat...More

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