A measurement policy in stochastic linear filtering problems

Authors:
C. Bruni;G. Koch;F. Papa
Affiliations:
-;-;-
Venue:
Computers & Mathematics with Applications
Year:
2011

Citing 6
Cited 0

Optimization of Observations: a Stochastic Control Approach

SIAM Journal on Control and Optimization
Local Optimization of Measuring Processes

Automation and Remote Control
A Kalman filter based methodology for EEG spike enhancement

Computer Methods and Programs in Biomedicine
Fast communication: Detection and extraction of periodic noises in audio and biomedical signals using Kalman filter

Signal Processing
Brief paper: Optimal timing of observations for state estimation in a one-dimensional linear continuous system

Automatica (Journal of IFAC)
Measurement optimization in optimal process control

Automatica (Journal of IFAC)

Quantified Score

Hi-index	0.09

Visualization

Abstract

With reference to a (discrete time) linear system filtering problem, we consider the problem of online deciding at which instant we actually measure and process the output values. We propose a convenient measurement policy, able to sensibly reduce the measurement cost, while keeping the estimate accuracy at satisfactory levels. By some probabilistic arguments we analyse the upper bounds for the measurement and non-measurement time intervals.