Title :
Optimum measurements for estimation
Author :
Herring, K.D. ; Melsa, J.L.
Author_Institution :
Southern Methodist University, Dallas, TX, USA
fDate :
6/1/1974 12:00:00 AM
Abstract :
This correspondence considers the class of estimation applications in which a choice of measurement devices is possible. A cost is associated with each measurement device. An optimization procedure is presented which minimizes the measurement cost while maximizing estimation accuracy.
Keywords :
Estimation; Linear systems, time-invariant continuous-time; State estimation; Colored noise; Equations; Feedback; Gaussian processes; Noise measurement; Nonlinear filters; Random processes; Regulators; State estimation; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100568
