Optimal strategies for monitoring a variable subjected to random changes (Q1094356)

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Optimal strategies for monitoring a variable subjected to random changes
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    Optimal strategies for monitoring a variable subjected to random changes (English)
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    1988
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    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.
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    random walk model
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    monitoring of environmental systems
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    number of samples
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    intersample interval time
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    random fluctuations
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    covariance error of the estimate
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    cost of the monitoring program
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    two-objective minimization problems
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    Pareto set of optimal solutions
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