On the Choice of a System and Sensor Configuration for Optimal Linear Estimation.

Abstract

A system and sensor configuration control problem is formulated for a class of linear stochastic systems corrupted by Gaussian noise. The criterion function is a scalar measure of the terminal or steady-state error covariance matrix for the optimal linear estimator of the state of the system. A set of necessary conditions for optimality of a configuration control sequence is derived. The time-invariant case is examined in detail. A scalar example is solved analytically and a numerical algorithm is presented for the vector case. The time-varying problem with linear constraints is considered and two numerical methods of optimization are presented. (Author Modified Abstract)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD0757233

Entities

People

  • Robert Grover Rains

Organizations

  • University of California, Irvine

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Programs
  • Covariance
  • Estimators
  • Gaussian Noise
  • Heuristic Methods
  • Mathematics
  • Noise
  • Optimization
  • Sequences
  • Statistical Algorithms
  • Steady State
  • Terminals

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.