Technology reports of the Yamaguchi University

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Technology reports of the Yamaguchi University Volume 2 Issue 5
published_at 1981-12

Suboptimal selection of observation signals in a linear stochastic system

Suboptimal selection of observation signals in a linear stochastic system
Okita Tsuyoshi
Kobayashi Yasuhide
fulltext
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KJ00004351027.pdf
Descriptions
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.