A measurement policy in stochastic linear filtering problems

DOI10.1016/j.camwa.2010.11.033zbMath1217.93165MaRDI 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 accuracy; measurement cost; linear systems filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

65C20: Probabilistic models, generic numerical methods in probability and statistics

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

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

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