Title :
Active sensing policy for systems with parametric and additive noise
Author :
Liu, Shuo ; Holloway, L.E.
Author_Institution :
Dept. of Electr. Eng., Kentucky Univ., Lexington, KY, USA
Abstract :
In systems with sensing cost, an active sensing policy is needed to determine when to collect sensing observations. This paper presents an active sensing policy for systems with additive and parametric white noise. The policy uses an open-loop estimator between sensings and a Kalman filter when observations are requested. The goal of the policy is to maintain the variance of the state estimate below a given threshold. Sufficient conditions are presented that guarantee that this goal is achievable and will be met
Keywords :
Kalman filters; filtering theory; state estimation; white noise; Kalman filter; active sensing policy; additive noise; open-loop estimator; parametric noise; sensing cost; state estimate variance; white noise; Additive noise; Costs; Covariance matrix; Kalman filters; Manufacturing systems; Open loop systems; State estimation; Stochastic resonance; Uncertainty; White noise;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.833261
