Observation strategy for a parallel connection of discrete-time linear systems

L. Carotenuto, P. Muraca and G. Raiconi

Mathematics and Computers in Simulation (MATCOM), 1988, vol. 30, issue 5, 389-403

Abstract: The problem of optimizing the observation structure of a complex stochastic linear discrete system is considered. The system consists of p single-output linear subsystems excited by uncorrelated noises: the output of the overall system is a linear, possibly time-varying transformation of the outputs of the subsystems. The aim is to find, for each time k, the transformation that, given the covariance of the filtered estimate at time k -1, minimizes a suitable measure of the estimation error at time k. The problem is solved by using some results from fractional programming: it turns out that one subsystem must be observed, the decision rule being extremely simple. Several numerical experiments are reported: they show that iterative application of the selection rule leads to a periodic (or constant) output transformation to which a periodic (or constant) error covariance matrix corresponds.

Date: 1988
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378475488900535
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:30:y:1988:i:5:p:389-403

DOI: 10.1016/0378-4754(88)90053-5

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().