Optimal experiment design in a filtering context with application to sampled network data

DOI10.1214/09-AOAS283zbMath1189.62123arXiv1010.1126MaRDI QIDQ977624

Harsh Singhal, George Michailidis

Publication date: 23 June 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1126

zbMATH Keywords

random walksKalman filteroptimal designnetwork monitoring

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Optimal statistical designs (62K05) Applications of graph theory (05C90) Network design and communication in computer systems (68M10)

Related Items (4)

Network-related problems in optimal experimental design and second order cone programming ⋮ Sensor placement for optimal estimation of vector-valued diffusion processes ⋮ Estimating Latent Processes on a Network From Indirect Measurements ⋮ Optimal experimental design for linear time invariant state-space models

Uses Software

• DSDP5
• CVX

Cites Work

• Dynamic system identification. Experiment design and data analysis
• Applications of second-order cone programming
• Model-oriented design of experiments
• Sampling for passive internet measurement: a review
• Algorithm 875
• Recent Advances in Nonlinear Experimental Design
• Aspects of Optimal Design in Dynamic Systems
• Sensor placement in optimal filtering and smoothing problems
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