Estimate accuracy versus measurement cost saving in continuous time linear filtering problems

DOI10.1016/J.JFRANKLIN.2013.01.028MaRDI QIDQ397729zbMATH OpenOpenAlexFDO

Authors C. Bruni, G. Koch, F. Papa

Publication date 12 August 2014

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2013.01.028

zbMATH Keywords

continuous time-linear filtering problemsestimate accuracymeasurement cost

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

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Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances
• A measurement policy in stochastic linear filtering problems
• Control Under Communication Constraints
• Detection and extraction of periodic noises in audio and biomedical signals using Kalman filter
• Kalman filter recent advances and applications
• Local optimization of measuring processes
• Optimal measurement policies for control purposes
• Optimal timing of observations for state estimation in a one-dimensional linear continuous system
• Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system
• Optimization of Observations: a Stochastic Control Approach
• Signal Recovery With Cost-Constrained Measurements
• When Bode Meets Shannon: Control-Oriented Feedback Communication Schemes

Cited in

(1)

• A measurement policy in stochastic linear filtering problems

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