TY - GEN
T1 - Optimal estimation over channels with limits on usage
AU - Basar, Tamer
AU - Bommannavar, Praveen
N1 - Funding Information:
Research reported here was supported in part by a National Physical Science Consortium (NPSC) fellowship, and in part by NSF Grant ANI-031976.
PY - 2008
Y1 - 2008
N2 - We consider several cases of a sequential estimation problem in which two decision making agents work together but with limited communication (between them) to minimize a performance criterion. One agent makes sequential observations about the state of an underlying, possibly vector valued, stochastic process for a fixed period of time. The observer agent upon observing the process decides whether or not to disclose some information about the process to the other agent, the estimator, and if yes, when and how. The constraint is that the observer may act only a limited, pre-specified number of times. For such problems, we develop the optimal observer-estimator policies first for the case when the source process is n-th order Gauss-Markov, and then for the case when the source is a vector process.
AB - We consider several cases of a sequential estimation problem in which two decision making agents work together but with limited communication (between them) to minimize a performance criterion. One agent makes sequential observations about the state of an underlying, possibly vector valued, stochastic process for a fixed period of time. The observer agent upon observing the process decides whether or not to disclose some information about the process to the other agent, the estimator, and if yes, when and how. The constraint is that the observer may act only a limited, pre-specified number of times. For such problems, we develop the optimal observer-estimator policies first for the case when the source process is n-th order Gauss-Markov, and then for the case when the source is a vector process.
KW - Control and estimation with data loss
KW - Estimation and filtering
KW - Sensor networks
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U2 - 10.3182/20080706-5-KR-1001.1403
DO - 10.3182/20080706-5-KR-1001.1403
M3 - Conference contribution
AN - SCOPUS:79961019175
SN - 9783902661005
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
BT - Proceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
T2 - 17th World Congress, International Federation of Automatic Control, IFAC
Y2 - 6 July 2008 through 11 July 2008
ER -