Optimal timing of the observation for the state estimation and control of the stochastic discrete linear system
Yoshikazu SAWARAGI, Takashi SOEDA, Yutaka Tomita, Isao Imai · International Journal of Control · 1978
In this paper we deal with the following problems which are necessary for the prediction and the control of the state variables of linear discrete systems : (1) the decision of the optimal timing of the observations when the number of the discrete-time points and the observation-time points are given ; (2) the relations between the observation cost and the optimal number of observations ; (3) the relations between the structure of the system and the locations of the optimal timing. We assume that the criterion is given by the total sum of the mean square error of the state estimation at each time point. These problems are discussed by typical examples in detail. This method will be applied to the prediction and control of the environmental pollution levels.