Art

J-GLOBAL ID：201502200820563890   Reference number：15A1394951

Optimization of Linear Observations for the Stationary Kalman-Bucy Filter

定常Kalman-Bucyフィルタにおける線形観測の最適化

Author (1)： TAKEUCHI Yoshiki (Osaka Kyoiku Univ., Osaka, JPN)
Material： システム制御情報学会論文誌  (Transactions of the Institute of Systems, Control and Information Engineers)
Volume： 28  Issue： 12  Page： 467-475  Publication year： Dec. 2015 
JST Material Number： L0070A  ISSN： 1342-5668  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *Kalman filter ,  steady state analysis ,  *linear prediction ,  *optimization ,  continuous time system ,  Riccati equation ,  equation ,  algorithm ,  Gaussian process ,  gain
Semi thesaurus term： Lyapunov equations ,  recursive algorithm

JST classification (2)： Digital filter  (NC04022Z) ,  System design and analysis  (IA02030D)

Reference (20)：

• [1] M. Athans: On the determination of optimal costly measurement strategies for linear stochastic systems;Prep. 5th IFAC World Congress, pp. 1-11 (1972)
• [2] A. Logothetis, A. Isaksson and E. Skadas: On sensor scheduling via information theoretic criteria; Prep. ACC (1999)
• [3] 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)
• [4] A. Sano and M. Terao: Measurement optimization in optimal process control; Automatica, Vol. 5, pp. 705-714 (1970)
• [5] S. Ihara: Coding theory in white Gaussian channel with feedback; J. Multi-variate Analysis, Vol. 4, pp. 74-87 (1974)

Terms in the title (3)： 線形 ,  観測 ,  最適化