Optimal Sensor Scheduling in Nonlinear Filtering of Diffusion Processes

DOI10.1137/0327042zbMath0683.49001OpenAlexW2075283562MaRDI QIDQ4732975

John S. Baras, Alain Bensoussan

Publication date: 1989

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

Full work available at URL: http://hdl.handle.net/1903/4736

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Variational inequalities (49J40) Control/observation systems governed by partial differential equations (93C20) Diffusion processes (60J60)

Related Items (9)

Optimal capacity allocation for sampled networked systems ⋮ Hybrid method for a general optimal sensor scheduling problem in discrete time ⋮ State estimation with remote sensors and intermittent transmissions ⋮ Periodicity of Kalman-based scheduled filters ⋮ Event-driven observer-based control for distributed parameter systems using mobile sensor and actuator ⋮ The problem of optimal robust sensor scheduling ⋮ Sensor scheduling in continuous time ⋮ Optimal state estimation in networked systems with asynchronous communication channels and switched sensors ⋮ Optimal sensor scheduling for hidden Markov model state estimation

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