Title: Optimal estimation with limited measurements

Authors: Orhan C. Imer, Tamer Basar

Addresses: Coordinated Science Laboratory, University of Illinois at Urbana Champaign, Urbana, IL 61801, USA. ' Coordinated Science Laboratory, University of Illinois at Urbana Champaign, Urbana, IL 61801, USA

Abstract: This paper introduces 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 or not 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 minimising a performance criterion with the constraint that the observer agent may only act a limited number of times.

Keywords: networked control systems; optimal estimation; limited information; wireless sensor networks; WSNs; wireless networks; sequential estimation; recursive estimation; limited information; real-time monitoring; real-time control.

DOI: 10.1504/IJSCC.2010.031156

International Journal of Systems, Control and Communications, 2010 Vol.2 No.1/2/3, pp.5 - 29

Published online: 23 Jan 2010 *

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