Scheduling Kalman filters in continuous time

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a steady-state measurement cost. The sensors can switch between sy...

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Bibliographic Details
Main Authors: Ny, Jerome Le, Feron, Eric, Dahleh, Munther A.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2011
Online Access:http://hdl.handle.net/1721.1/62007
https://orcid.org/0000-0002-1470-2148