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On the determination of optimal costly measurement strategies for linear stochastic systems.This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.
Document ID
19720053434
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Athans, M.
(MIT Cambridge, Mass., United States)
Date Acquired
August 6, 2013
Publication Date
July 1, 1972
Publication Information
Publication: Automatica
Volume: 8
Subject Category
Electronics
Accession Number
72A37100
Funding Number(s)
CONTRACT_GRANT: AF-AFOSR-69-1724
CONTRACT_GRANT: NGL-22-009-124
CONTRACT_GRANT: AF-AFOSR-70-1941
Distribution Limits
Public
Copyright
Other

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