Optimal estimation with limited measurements

Orhan C. Imer, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingConference 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 languageEnglish (US)
Title of host publicationProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Pages1029-1034
Number of pages6
DOIs
StatePublished - Dec 1 2005
Event44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - Seville, Spain
Duration: Dec 12 2005Dec 15 2005

Publication series

NameProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Volume2005

Other

Other44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
CountrySpain
CitySeville
Period12/12/0512/15/05

ASJC Scopus subject areas

  • Engineering(all)

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