On the determination of optimal costly measurement strategies for linear stochastic systems

DOI10.1016/0005-1098(72)90099-4zbMATH Open0244.93056OpenAlexW2082794610MaRDI QIDQ2555022FDOQ2555022

Authors: Michael Athans 

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(72)90099-4

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

• The matrix minimum principle
• Optimal waveform design via control theoretic concepts
• On the determination of optimal costly measurement strategies for linear stochastic systems

Cited In (26)

• On the determination of optimal costly measurement strategies for linear stochastic systems
• Submodularity and greedy algorithms in sensor scheduling for linear dynamical systems
• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
• On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
• Active acquisition of information for diagnosis and supervisory control of discrete event systems
• Measurement selection for linear multivariable control systems
• Optimization of an adaptive observation system in a linear dynamical system
• A control problem with structural choices
• Optimal timing of observations for state estimation in a one-dimensional linear continuous system
• Optimal policies for observing time series and related restless bandit problems
• Measurement scheduling for recursive team estimation
• Simultaneous design of measurement and control strategies for stochastic systems with feedback
• Optimal sensor scheduling for hidden Markov model state estimation
• Optimal sensor placement in decentralized control systems
• Solutions and approximations to the Riccati integral equation with values in a space of compact operators
• Sensor scheduling for linear systems: A covariance tracking approach
• Optimal communication scheduling and remote estimation over an additive noise channel
• A linear-quadratic Gaussian approach to dynamic information acquisition
• Distributed state estimation with communication of observations
• Distributed state estimation with communication of observations
• Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement
• Global optimization of measurement strategies for linear stochastic systems
• A separation theorem for joint sensor and actuator scheduling with guaranteed performance bounds
• Dynamic forecasting and control algorithms of glaucoma progression for clinician decision support
• Regulator problems with a cost for applying or changing control
• On periodic optimal solutions of persistent sensor planning for continuous-time linear systems

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