Art

J-GLOBAL ID：201302209916663820   Reference number：13A1854250

OPTIMIZATION OF LINEAR OBSERVATIONS FOR THE STATIONARY KALMAN FILTER UNDER A QUADRATIC PERFORMANCE CRITERION

二次性能基準の下の定常Kalmanフィルタのための線形観測の最適化

Author (1)： TAKEUCHI Yoshiki (Osaka Univ. Education, Osaka, JPN)
Material： International Journal of Innovative Computing, Information and Control  (IJICIC)
Volume： 7  Issue： 1  Page： 85-99  Publication year： Jan. 2011 
JST Material Number： F1199A  ISSN： 1349-4198  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *standard ,  *Kalman filter ,  *observation ,  *optimization ,  gain ,  matrix(mathematics) ,  resource allocation ,  information theory ,  covariance(statistics) ,  Riccati equation
Semi thesaurus term： water filling ,  error covariance ,  *performance standard

JST classification (2)： Metrology in general  (AD01000Q) ,  Statistics  (AB08000H)

Reference (12)：

• M. Athans, On the determination of optimal costly measurement strategies for linear stochastic systems, Prep. 5th IFAC World Congress, Paris, pp.1-11, 1972.
• A. Logothetis, A. Isaksson and E. Skadas, On sensor scheduling via information theoretic criteria, Prep. ACC, 1999.
• M. Aoki, and M. T. Li, Optimal discrete time control system with cost for observation, IEEE Trans. Automatic Control, vol.AC-14, no.2, pp.165-175, 1969.
• A. Sano and M. Terao, Measurement optimization in optimal process control, Automatica, vol.5, no.5, pp.705-714, 1970.
• S. Ihara, Coding theory in white Gaussian channel with feedback, J. Multi-variate Analysis, vol.4, pp.74-87, 1974.

Terms in the title (5)： 性能基準 ,  Kalmanフィルタ ,  線形 ,  観測 ,  最適化