A measurement policy in stochastic linear filtering problems

DOI10.1016/j.camwa.2010.11.033zbMath1217.93165OpenAlexW1966582810MaRDI QIDQ552173

Giorgio Koch, Carlo Bruni, Federico Papa

Publication date: 21 July 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.11.033

zbMATH Keywords

estimate accuracymeasurement costlinear systems filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

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

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