Optimal timing of observations for state estimation in a one-dimensional linear continuous system
DOI10.1016/0005-1098(85)90067-6zbMATH Open0559.93059OpenAlexW2465133488MaRDI QIDQ2265983FDOQ2265983
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
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state estimationsystem noisemin-max solutionobservation noisemean-square error) solutionone-dimensional linear continuous stochastic systemoptimal timing of observations
Observability (93B07) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Optimal measurement policies for control purposes
- Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system
- On the determination of optimal costly measurement strategies for linear stochastic systems
- On suboptimal selection of observation times in a linear discrete dynamical 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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