Abstract

AbstractWith reference to a (discrete time) linear system filtering problem, we consider the problem of on line deciding at which instant actually measure and process the output values. We propose a convenient measurement policy, able to sensibly reduce the measurement cost, while keeping the estimate accuracy at satisfactory levels. By some probabilistic arguments we analyse the upper bounds for the measurement and non measurement time intervals. Finally, with reference to a stable and an unstable system, we investigate the influence of input and output noise variances and of the measurement cost over saving of measurements and over estimate accuracy.

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