Sampling of the Wiener Process for Remote Estimation Over a Channel With Unknown Delay Statistics
Sampling of the Wiener Process for Remote Estimation Over a Channel With Unknown Delay Statistics
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 unknown. The sampling problem is reformulated into an optional stopping problem, and …