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Basar, Tamer Nar, Kamil 2014-09-16T17:23:59Z 2014-09-16T17:23:59Z 2014-08 2014-09-16 2014-08 For systems with limited capacity for storage, processing and transmission of data, the choice of sampling policy is critical. Although most systems determine their sampling instants in advance, for example periodically, this results in unnecessary use of samples if little changes occur between sampling times. Instead, to optimize the utilization of the samples, the decision to take a sample can be adaptively made based on the importance of the change in the state of the system. This calls for development of event-triggered sampling policies. In this thesis, we study the optimal event-triggered sampling policies under a constraint on the frequency of sampling. We first investigate the optimal sampling policies to minimize the estimation error over the infinite horizon. The optimal policies are provided for multidimensional Wiener processes and scalar linear diffusion processes. Then, we address an infinite horizon control problem with a stochastic process driven by a bang-bang controller. We obtain the optimal times to switch the control signal that determines the drift rate of the process. For the cases handled in this thesis, the results suggest the optimality of the simplest event-triggered sampling policy with constant thresholds over the infinite horizon. Item withdrawn by Mark Zulauf (zulauf@illinois.edu) on 2014-07-15T18:35:36Z Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 1 Nar_Kamil.pdf: 311629 bytes, checksum: 44adf82a1e6764a529a39349189a0b14 (MD5) Made available in DSpace on 2014-09-16T17:23:59Z (GMT). No. of bitstreams: 2 Kamil_Nar.pdf: 311629 bytes, checksum: 44adf82a1e6764a529a39349189a0b14 (MD5) license.txt: 4055 bytes, checksum: 73bd9ed8ee8f7e7f75076d988903327e (MD5) http://hdl.handle.net/2142/50571 en Copyright 2014 Kamil Nar Event-triggered sampling Optimal stopping Optimal sampling and switching policies for linear stochastic systems text Electrical & Computer Eng 1933 Electrical & Computer Engr 1200 University of Illinois at Urbana-Champaign Thesis M.S. MS:Electr & Computer Eng-UIUC 10KS1200MS