Optimal timing of observations for state estimation in a one-dimensional linear continuous system

DOI10.1016/0005-1098(85)90067-6MaRDI QIDQ2265983zbMATH OpenOpenAlexFDO

Authors Shogo Tanaka, Tsuyoshi Okita

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

zbMATH Keywords

state estimationsystem noisemin-max solutionobservation noisemean-square error) solutionone-dimensional linear continuous stochastic systemoptimal timing of observations

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

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Cites work

• On suboptimal selection of observation times in a linear discrete dynamical system
• On the determination of optimal costly measurement strategies for linear stochastic systems
• Optimal measurement policies for control purposes
• Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system

Cited in

(5)

• Estimate accuracy versus measurement cost saving in continuous time linear filtering problems
• A measurement policy in stochastic linear filtering problems
• Optimal estimates of the coordinates of systems with a time lag with respect to a set of continuous and discrete observations
• Observation strategy for a parallel connection of discrete-time linear systems
• Optimal times to observe in the kalman-bucy models

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