Optimization of Observations: a Stochastic Control Approach

DOI10.1137/S0363012995287878MaRDI QIDQ4337743zbMATH OpenOpenAlexFDO

Authors

Publication date 26 May 1997

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012995287878

zbMATH Keywords

optimization of the observation process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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