Optimization of Observations: a Stochastic Control Approach

DOI10.1137/S0363012995287878zbMATH Open0880.93061OpenAlexW2083138764MaRDI QIDQ4337743FDOQ4337743

Authors:

Publication date: 26 May 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995287878

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zbMATH Keywords

optimization of the observation process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Cited In (20)

• Optimal state estimation in networked systems with asynchronous communication channels and switched sensors
• Estimate accuracy versus measurement cost saving in continuous time linear filtering problems
• Optimization and convergence of observation channels in stochastic control
• A measurement policy in stochastic linear filtering problems
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• Generalized optimization in observation control problems
• On infinite-horizon sensor scheduling
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• On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
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• Noisy observation based stabilization and optimization for unknown systems
• Optimal methods for the diagnostics of controlled stochastic systems
• The effectiveness of applying asymptotic principles to the problem of observation control
• A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density
• Periodicity of Kalman-based scheduled filters
• Stochastic control methods in optimal design of life testing
• Locally optimal control of observations of Poisson streams of filtered processes
• Optimal control of observations in the filtering of diffusion processes. II
• The problem of optimal robust sensor scheduling
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