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
Title
Suboptimal selection of observation signals in a linear stochastic system
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.
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