Optimal timing of observations for state estimation in a one-dimensional linear continuous system

DOI10.1016/0005-1098(85)90067-6zbMath0559.93059OpenAlexW2465133488MaRDI QIDQ2265983

Shogo Tanaka, Tsuyoshi Okita

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90067-6

zbMATH Keywords

state estimationsystem noisemin-max solutionobservation noisemean-square error) solutionone-dimensional linear continuous stochastic systemoptimal timing of observations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Observability (93B07) Model systems in control theory (93C99)

Related Items (2)

Estimate accuracy versus measurement cost saving in continuous time linear filtering problems ⋮ A measurement policy in stochastic linear filtering problems

Cites Work

• On the determination of optimal costly measurement strategies for linear stochastic systems
• On suboptimal selection of observation times in a linear discrete dynamical system
• Optimal measurement policies for control purposes
• Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system

This page was built for publication: Optimal timing of observations for state estimation in a one-dimensional linear continuous system