Optimal measurement scheduling for state estimation
Optimal measurement scheduling for state estimation
复制标题
状态估计的最优测量调度
DOI：
10.1109/icsmc.1992.271564
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发表时间：
1992
期刊：
影响因子：
--
通讯作者：
S.P. Kalisetty
中科院分区：
文献类型：
--
作者：
M. Shakeri;K. Pattipati;D. Kleinman;S.P. Kalisetty
研究了当总测量成本和测量持续时间固定时，测量资源的最优分配问题;（2）单个测量的成本与测量精度成反比时，测量资源的最优分配问题。我们的目标是确定的时间分布的测量方差，最大限度地减少误差的措施，在预测离散时间，向量随机过程的线性估计。所使用的估计误差的度量是在不同的时间索引的估计误差协方差矩阵的加权和的迹。当随机过程是标量时，证明了该问题归结为求解一个优化变量具有非负约束的二次规划问题。对于向量随机过程是线性有限维随机系统状态的特殊情况，问题归结为非线性最优控制问题的解。<<ETX>>
The authors consider the problem of optimal allocation of measurement resources when: (1) the total measurement cost and time duration of measurements is fixed; and (2) the cost of an individual measurement varies inversely with the (controllable) measurement accuracy. The objective is to determine the time distribution of measurement variances that minimizes a measure of error in forecasting a discrete-time, vector stochastic process by a linear estimator. The metric of estimation error used is the trace of weighted sum of estimation error covariance matrices at various time indices. When the stochastic process is a scalar, it is shown that this problem reduces to solving a quadratic programming problem with nonnegativity constraints on the optimization variables. For the special case when the vector stochastic process is the state of a linear, finite-dimensional stochastic system, the problem reduces to the solution of a nonlinear optimal control problem.<<ETX>>