Optimal timing of observations for state estimation in a one-dimensional linear continuous system
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Publication:2265983
DOI10.1016/0005-1098(85)90067-6zbMath0559.93059MaRDI QIDQ2265983
Publication date: 1985
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(85)90067-6
state estimation; system noise; min-max solution; observation noise; mean-square error) solution; one-dimensional linear continuous stochastic system; optimal timing of observations
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
93B07: Observability
93C99: Model systems in control theory
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Cites Work
- On the determination of optimal costly measurement strategies for linear stochastic systems
- On suboptimal selection of observation times in a linear discrete dynamical system
- Optimal measurement policies for control purposes
- Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system