Computing Budget Allocation for Efficient Ranking and Selection of Variances With Applicationto Target Tracking Algorithms

DOI10.1109/TAC.2003.821428MaRDI QIDQ5273659zbMATH OpenFDO

Authors Lidija Trailović, Lucy Y. Pao

Publication date 12 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2003.821428

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Variance estimation and ranking of target tracking position errors modeled using Gaussian mixture distributions
• Asymptotic expansions for the incomplete gamma function in the transition regions
• The local time method for targeting and selection
• Sequential Selection for Minimizing the Variance with Application to Crystallization Experiments

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