Related papers: Sampling for Remote Estimation of an Ornstein-Uhle…
In this paper, we study an online sampling problem of the Wiener process. The goal is to minimize the mean squared error (MSE) of the remote estimator under a sampling frequency constraint when the transmission delay distribution is…
In this study, we generalize a problem of sampling a scalar Gauss Markov Process, namely, the Ornstein-Uhlenbeck (OU) process, where the samples are sent to a remote estimator and the estimator makes a causal estimate of the observed…
We address the optimal sampling of a Wiener process under sampling and transmission costs, with the samples being forwarded to a remote estimator over a channel with IID delay. The goal of the estimator is to reconstruct the real-time…
The age of information, as a metric for evaluating information freshness, has received a lot of attention. Recently, an interesting connection between the age of information and remote estimation error was found in a sampling problem of…
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…
We consider a multi-process remote estimation system observing $K$ independent Ornstein-Uhlenbeck processes. In this system, a shared sensor samples the $K$ processes in such a way that the long-term average sum mean square error (MSE) is…
In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator via a channel that consists of a queue with random delay. The estimator reconstructs a real-time estimate of the signal from…
We consider a multi-process remote estimation system observing $K$ independent Ornstein-Uhlenbeck processes. In this system, a shared sensor samples the $K$ processes in such a way that the long-term average sum mean square error (MSE) is…
Piecewise $\alpha$-stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Euler-Maruyama (EM) scheme more difficult to analyze. We…
We examine a mean-reverting Ornstein-Uhlenbeck process that perturbs an unknown Lipschitz-continuous drift and aim to estimate the drift's value at a predetermined time horizon by sampling the path of the process. Due to the time varying…
In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…
Stochastic differential equations such as the Ornstein-Uhlenbeck process have long been used to model realworld probablistic events such as stock prices and temperature fluctuations. While statistical methods such as Maximum Likelihood…
In this paper, we study a remote monitoring system where a receiver observes a remote binary Markov source and decides whether to sample and transmit the state through a randomly delayed channel. We adopt uncertainty of information (UoI),…
In this paper, we study a system in which a sensor forwards status updates to a receiver through an error-prone channel, while the receiver sends the transmission results back to the sensor via a reliable channel. Both channels are subject…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
We address the problem of channel estimation for cyclic-prefix (CP) Orthogonal Frequency Division Multiplexing (OFDM) systems. We model the channel as a vector of unknown deterministic constants and hence, do not require prior knowledge of…
In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…
In this paper, we aim to design an optimal sampler for a system in which fresh samples of a signal (source) are sent through an unreliable channel to a remote estimator, and acknowledgments are sent back over a feedback channel. Both the…
The effects of quantization and coding on the estimation quality of Gauss-Markov processes are considered, with a special attention to the Ornstein-Uhlenbeck process. Samples are acquired from the process, quantized, and then encoded for…
We consider the Ornstein-Uhlenbeck (OU) process, a stochastic process widely used in finance, physics, and biology. Parameter estimation of the OU process is a challenging problem. Thus, we review traditional tracking methods and compare…