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State estimation by the ellipsoid method from continuous-time linear observations

✍ Scribed by G. M. Bakan; V. V. Volosov


Publisher
Springer US
Year
1995
Tongue
English
Weight
509 KB
Volume
31
Category
Article
ISSN
1573-8337

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Optimal timing of observations for state
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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