Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon

DOI10.1137/15M1014759zbMath1339.93127arXiv1503.09031OpenAlexW1568531505MaRDI QIDQ2796006

Xueran Wu, Hendrik Elbern, Birgit Jacob

Publication date: 23 March 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.09031

zbMATH Keywords

approximationKalman filterlinear-quadratic controlKalman smootheroptimal observation location

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (5)

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 ⋮ Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations ⋮ Optimal Actuator Design for Semilinear Systems ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation

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