This paper considers the optimal timing of observations for the state estimation in a one-dimensional linear continuous stochastic system which is corrupted by white Gaussian noise. The criterion adopted ia a min-max one. The optimal observation times are analytically shown to be located periodicall
On optimal nonlinear estimation part I: Continuous observation
โ Scribed by James Ting-Ho Lo
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 731 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0020-0255
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