Optimization of observations: A stochastic control approach

SIAM Journal on Control and Optimization

Volumn 35, Issue 3, 1997, Pages 1030-1052

  Miller, Boris M ^a   Runggaldier, Wolfgang J ^b  

^a INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Discontinuous time transformation; Nonlinear filtering; Observation control; Partially observed stochastic systems; Separation principle

Indexed keywords

MARKOV PROCESSES; NONLINEAR CONTROL SYSTEMS; OBSERVABILITY; OPTIMIZATION; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION;

OBSERVATION CONTROL;

CONTROL THEORY;

EID: 0031140438     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995287878     Document Type: Article

References (11)

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