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Optimal measurement strategy for nonlinear filtering

dc.contributor.authorAhmed, N. U.en
dc.contributor.authorCharalambous, Charalambos D.en
dc.creatorAhmed, N. U.en
dc.creatorCharalambous, Charalambos D.en
dc.date.accessioned2019-04-08T07:44:35Z
dc.date.available2019-04-08T07:44:35Z
dc.date.issued2006
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/42721
dc.description.abstractIn 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.en
dc.sourceSIAM Journal on Control and Optimizationen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-33947200332&doi=10.1137%2f040610428&partnerID=40&md5=aef74f02e3895e72938e9e3d193cc61b
dc.subjectProblem solvingen
dc.subjectOptimizationen
dc.subjectOptimal control systemsen
dc.subjectConditional densityen
dc.subjectMeasurement theoryen
dc.subjectNonlinear filteringen
dc.subjectNonlinear filtersen
dc.subjectOptimalityen
dc.subjectSet theoryen
dc.titleOptimal measurement strategy for nonlinear filteringen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1137/040610428
dc.description.volume45
dc.description.issue2
dc.description.startingpage519
dc.description.endingpage531
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeArticleen
dc.source.abbreviationSIAM J Control Optimen
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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