Dimensionality Collapse: Optimal Measurement Selection for Low-Error Infinite-Horizon Forecasting

Keyphrases

• Additive Noise 33%
• Alternative Formulations 33%
• Approximate Dynamic Programming 33%
• Chaotic Behavior 33%
• Cramer-Rao Lower Bound 100%
• Differential Equations 33%
• Dimensionality Reduction 33%
• Directly Observed 33%
• Equivalent Problems 33%
• Extended Kalman Filter 33%
• Forecasting Algorithm 33%
• Functional Measurement 33%
• Infinite Horizon 100%
• Infinite Horizon Problem 33%
• Informative Data 33%
• Limit Cycle Behavior 33%
• Limiting Behavior 33%
• Linear Functional 33%
• Linear Measurements 33%
• Low Error 100%
• Low-rank Structure 33%
• Measurement Design 33%
• Natural Exponential Family 33%
• Optimal Measurement Selection 100%
• Simulation System 33%
• State Estimation 33%
• Vector-valued 33%

Engineering

• Additive Noise 33%
• Cramr-Rao Lower Bound 100%
• Dimensionality 100%
• Dynamic Programming 33%
• Extended Kalman Filter 33%
• Limit Cycle 33%
• Simulated System 33%
• State Estimation 33%