Optimal measurement strategy for nonlinear filtering

被引:1
作者
Ahmed, N. U. [1 ]
Charalambous, C. D.
机构
[1] Univ Ottawa, Sch Informat Technol & Engn, Ottawa, ON, Canada
[2] Univ Ottawa, Dept Math, Ottawa, ON, Canada
[3] Univ Cyprus, Dept Elect & Comp Engn, Nicosia, Cyprus
[4] Univ Ottawa, Sch Informat Technol & Engn, Ottawa, ON K1N 6N5, Canada
关键词
nonlinear filtering; conditional density; optimization;
D O I
10.1137/040610428
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper we consider the question of an optimal measurement strategy for nonlinear filtering. Given a set of measurement and observation options, the problem faced by a designer is to choose the option that gives the best nonlinear filter. We develop the necessary conditions of optimality whereby one can determine the best filter.
引用
收藏
页码:519 / 531
页数:13
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