TY - GEN A1 - Sagnol, Guillaume A1 - Harman, Radoslav T1 - Optimal Designs for Steady-state Kalman filters N2 - 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. T3 - ZIB-Report - 14-39 KW - Optimal Design KW - Kalman Filter KW - Semidefinite programming Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-52808 SN - 1438-0064 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Grösser, Stefan N. A1 - Vierhaus, Ingmar T1 - A Global Approach to the Control of an Industry Structure System Dynamics Model N2 - We consider a system dynamics model that describes the effect of human activity on natural resources. The central stocks are the accumulated profit, the industry structures, and the water resources. The model can be controlled through two time-dependent parameters. The goal in this paper is to find a parameter setting that leads to a maximization of a performance index, which reflects both environmental and economic aspects. Thus, the goal is to identify the most sustainable stock of industry structures within the model's constraints and assumptions. In order to find a proven global optimal parameter set, we formulate the System Dynamics Optimization model as a mixed-integer nonlinear problem that is accessible for numerical solvers. Due to the dynamic structure of the model, certain steps of the solution process must be handled with greater care, compared to standard non-dynamic problems. We describe our approach of solving the industry structure model and present computational results. In addition, we discuss the limitations of the approach and next steps. T3 - ZIB-Report - 13-67 KW - System Dynamics; Mixed-Integer Nonlinear Optimization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42932 SN - 1438-0064 ER -