Optimal measurement strategy for nonlinear filtering
AuthorAhmed, N. U.
Charalambous, Charalambos D.
SourceSIAM Journal on Control and Optimization
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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. © 2006 Society for Industrial and Applied Mathematics.