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Suboptimal selection of observation signals in a linear stochastic system

Technology reports of the Yamaguchi University Volume 2 Issue 5 Page 585-595
published_at 1981-12
KJ00004351027.pdf
[fulltext] 561 KB
Title
Suboptimal selection of observation signals in a linear stochastic system
Creators Tanaka Shogo
Creators Okita Tsuyoshi
Creators Kobayashi Yasuhide
Source Identifiers
A convenient suboptimal method of selection of observation signals in time and space is proposed which minimizes the mean square error of the state estimation under a restricted number of observations. Two different approaches are taken to obtain the method, dependent on the type of the transition matrix, i.e., it is diagonalizable or not. Several examples are also given to illustrate the effectiveness of the proposed approach.
Subjects
工学 ( Other)
Languages eng
Resource Type departmental bulletin paper
Publishers 山口大学工学部
Date Issued 1981-12
File Version Version of Record
Access Rights open access
Relations
[ISSN]0386-3433
[NCID]AA0086073X
Schools 工学部