Sensor Choice for Minimum Error Variance Estimation

DOI10.1109/TAC.2017.2714643MaRDI QIDQ4567076zbMATH OpenOpenAlexFDO

Authors Minxin Zhang, Kirsten Morris

Publication date 27 June 2018

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

Full work available at URL https://doi.org/10.1109/tac.2017.2714643

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Control/observation systems in abstract spaces (93C25) Filtering in stochastic control theory (93E11)

Cited in

(10)

• Uncertainty analysis of memory based sensor validation techniques
• Optimal guidance and estimation of a 2D diffusion-advection process by a team of mobile sensors
• Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement
• The role of sensor and actuator models in control of distributed parameter systems
• Optimal linear combination of sensors and actuators to enforce an interior conic open-loop system
• Optimal actuator Design for semilinear systems
• Reliable guaranteed variance filtering against sensor failures
• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
• Approximate moving horizon estimation for switching conservative linear infinite-dimensional systems
• Well-posedness of optimal actuator and damping design with application to quadratic performance measures

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