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  <doc>
    <id>5366</id>
    <completedYear/>
    <publishedYear>2015</publishedYear>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst>149</pageFirst>
    <pageLast>157</pageLast>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume>122</volume>
    <type>conferenceobject</type>
    <publisherName>Springer</publisherName>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>--</completedDate>
    <publishedDate>--</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">Optimal Designs for Steady-state Kalman filters</title>
    <abstract language="eng">We consider a stationary discrete-time linear process that can be observed by a finite number of sensors. The experimental design for the observations consists of an allocation of available resources to these sensors. We formalize the problem of selecting a design that maximizes the information matrix of the steady-state of the Kalman filter, with respect to a standard optimality criterion, such as $D-$ or $A-$optimality. This problem generalizes the optimal experimental design problem for a linear regression model with a finite design space and uncorrelated errors. Finally, we show that under natural assumptions, a steady-state optimal design can be computed by semidefinite programming.</abstract>
    <parentTitle language="eng">Stochastic Models, Statistics and Their Applications</parentTitle>
    <identifier type="doi">10.1007/978-3-319-13881-7_17</identifier>
    <enrichment key="Series">Springer Proceedings in Mathematics &amp; Statistics</enrichment>
    <enrichment key="PeerReviewed">yes</enrichment>
    <enrichment key="PreprintUrn">urn:nbn:de:0297-zib-52808</enrichment>
    <editor>Ansgar Steland</editor>
    <submitter>Guillaume Sagnol</submitter>
    <author>Guillaume Sagnol</author>
    <editor>Ewaryst Rafajłowicz</editor>
    <author>Radoslav Harman</author>
    <editor>Krzysztof Szajowski</editor>
    <collection role="institutes" number="optimization">Mathematical Optimization</collection>
    <collection role="institutes" number="traffic">Mathematics of Transportation and Logistics</collection>
    <collection role="persons" number="sagnol">Sagnol, Guillaume</collection>
    <collection role="projects" number="ZIB-OptDes">ZIB-OptDes</collection>
    <collection role="institutes" number="aopt">Applied Optimization</collection>
  </doc>
</export-example>
