Optimum measurements for estimation

1 June 1974

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 19 (3) , 264-266
https://doi.org/10.1109/tac.1974.1100568

Abstract

This correspondence considers the class of estimation applications in which a choice of measurement devices is possible. A cost is associated with each measurement device. An optimization procedure is presented which minimizes the measurement cost while maximizing estimation accuracy.

Keywords

NONLINEAR FILTERS
NOISE MEASUREMENT
STATE ESTIMATION
WHITE NOISE
FEEDBACK
GAUSSIAN PROCESSES
EQUATIONS
RANDOM PROCESSES
REGULATORS
COLORED NOISE

This publication has 3 references indexed in Scilit:

On the determination of optimal costly measurement strategies for linear stochastic systems
Automatica, 1972
The matrix minimum principle
Information and Control, 1967
Optimal control of measurement subsystems
IEEE Transactions on Automatic Control, 1967