Optimal strategies for monitoring a variable subjected to random changes (Q1094356): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:11, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal strategies for monitoring a variable subjected to random changes |
scientific article |
Statements
Optimal strategies for monitoring a variable subjected to random changes (English)
0 references
1988
0 references
A criterion is presented for selecting the number of samples and intersample interval time in the monitoring of a variable subjected to random fluctuations. The criterion consists in minimizing both the covariance error of the estimate of the variable and the cost of the monitoring program. By solving this two-objective minimization problems, the Pareto set of optimal solutions is obtained. Finally, an example based on actual data is given.
0 references
random walk model
0 references
monitoring of environmental systems
0 references
number of samples
0 references
intersample interval time
0 references
random fluctuations
0 references
covariance error of the estimate
0 references
cost of the monitoring program
0 references
two-objective minimization problems
0 references
Pareto set of optimal solutions
0 references