Optimal Designs for Steady-State Kalman Filters

DOI10.1007/978-3-319-13881-7_17zbMath1419.62190OpenAlexW1603137142MaRDI QIDQ2833369

Radoslav Harman, Guillaume Sagnol

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_17

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Optimal statistical designs (62K05) Semidefinite programming (90C22)

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Adaptive and robust experimental design for linear dynamical models using Kalman filter ⋮ Sensor placement for optimal estimation of vector-valued diffusion processes ⋮ Optimal experimental design for linear time invariant state-space models

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