Informative windowed forecasting of continuous-time linear systems for mutual information-based sensor planning

DOI10.1016/J.AUTOMATICA.2015.04.011MaRDI QIDQ895124zbMATH OpenOpenAlexFDO

Authors Han-Lim Choi, Jung-Su Ha

Publication date 26 November 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2015.04.011

zbMATH Keywords

mutual informationcontinuous-time systeminformative planningwindowed forecasting

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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Cites work

• scientific article; zbMATH DE number 1715058 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
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• Information and entropy flow in the Kalman-Bucy filter
• Mobile Sensor Network Control Using Mutual Information Methods and Particle Filters
• Mutual Information and Minimum Mean-Square Error in Gaussian Channels
• Mutual information of the white Gaussian channel with and without feedback
• Near-optimal sensor placements in Gaussian processes: theory, efficient algorithms and empirical studies
• On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
• On the Calculation of Mutual Information
• On the fixed-interval smoothing problem
• Optimal filtering for correlated noise
• Optimal linear fixed-interval smoothing for colored noise
• Sensor scheduling in continuous time
• The origins of kriging
• \(\mathbb{GPOPS}-\mathbb{II}\): a MATLAB software for solving multiple-phase optimal control problems using \(hp\)-adaptive Gaussian quadrature collocation methods and sparse nonlinear programming

Cited in

(3)

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Describes a project that uses

Uses Software

• GPOPS

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