Optimal estimation with limited measurements

Orhan C. Imer; Tamer Başar

doi:10.1109/CDC.2005.1582293

Optimal estimation with limited measurements

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

We consider a sequential estimation problem with two decision makers, or agents, who work as members of a team. One of the agents sits at an observation post, and makes sequential observations about the state of an underlying stochastic process for a fixed period of time. The observer agent upon observing the process makes a decision as to whether to disclose some information about the process to the other agent who acts as an estimator. The estimator agent sequentially estimates the state of the process. The agents have the common objective of minimizing a performance criterion with the constraint that the observer agent may only act a limited number of times.

Original language	English (US)
Title of host publication	Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Pages	1029-1034
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.2005.1582293
State	Published - 2005
Event	44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - Seville, Spain Duration: Dec 12 2005 → Dec 15 2005

Publication series

Name	Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Volume	2005

Other

Other	44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Country/Territory	Spain
City	Seville
Period	12/12/05 → 12/15/05

ASJC Scopus subject areas

General Engineering

Online availability

10.1109/CDC.2005.1582293

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Imer, O. C., & Başar, T. (2005). Optimal estimation with limited measurements. In Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 (pp. 1029-1034). Article 1582293 (Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05; Vol. 2005). https://doi.org/10.1109/CDC.2005.1582293

Optimal estimation with limited measurements. / Imer, Orhan C.; Başar, Tamer.
Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05. 2005. p. 1029-1034 1582293 (Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05; Vol. 2005).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Imer, OC & Başar, T 2005, Optimal estimation with limited measurements. in Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05., 1582293, Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05, vol. 2005, pp. 1029-1034, 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05, Seville, Spain, 12/12/05. https://doi.org/10.1109/CDC.2005.1582293

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Optimal estimation with limited measurements

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