Optimal experiment design in a filtering context with application to sampled network data
From MaRDI portal
Publication:977624
DOI10.1214/09-AOAS283zbMath1189.62123arXiv1010.1126MaRDI QIDQ977624
Harsh Singhal, George Michailidis
Publication date: 23 June 2010
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.1126
62M20: Inference from stochastic processes and prediction
62K05: Optimal statistical designs
05C90: Applications of graph theory
68M10: Network design and communication in computer systems
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Estimating Latent Processes on a Network From Indirect Measurements, Sensor placement for optimal estimation of vector-valued diffusion processes, Optimal experimental design for linear time invariant state-space models, Network-related problems in optimal experimental design and second order cone programming
Uses Software
Cites Work
- Dynamic system identification. Experiment design and data analysis
- Applications of second-order cone programming
- Model-oriented design of experiments
- Sampling for passive internet measurement: a review
- Algorithm 875
- Recent Advances in Nonlinear Experimental Design
- Aspects of Optimal Design in Dynamic Systems
- Sensor placement in optimal filtering and smoothing problems
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