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Stochastic Control Part 6

Tham khảo tài liệu 'stochastic control part 6', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 192 Stochastic Control For a class of state estimation problems where observations on system state vectors are constrained i.e. when it is not feasible to make observations at every moment the question of how many observations to take must be answered. This paper models such a class of problems by assigning a fixed cost to each observation taken. The total number of observations is determined as a function of the observation cost. Extension to the case where the observation cost is an explicit function of the number of observations taken is straightforward. A different way to model the observation constraints should be investigated. More work is needed however to obtain improved decision rules for the problems of unconstrained and constrained optimization under parameter uncertainty when i the observations are from general continuous exponential families of distributions ii the observations are from discrete exponential families of distributions iii some of the observations are from continuous exponential families of distributions and some from discrete exponential families of distributions iv the observations are from multiparameter or multidimensional distributions v the observations are from truncated distributions vi the observations are censored vii the censored observations are from truncated distributions. 9. Acknowledgments This research was supported in part by Grant No. 06.1936 Grant No. 07.2036 Grant No. 09.1014 and Grant No. 09.1544 from the Latvian Council of Science. 10. References Alamo T. Bravo J. Camacho E. 2005 . Guaranteed state estimation by zonotopes. Automatica Vol. 41 pp. 1035 -1043 Barlow R. E. Proshan F. 1966 . Tolerance and confidence limits for classes of distributions based on failure rate. Ann. Math. Stat. Vol. 37 pp. 1593 -1601 Ben-Daya M. Duffuaa S.O. Raouf A. 2000 . Maintenance Modeling and Optimization Kluwer Academic Publishers Norwell Massachusetts Coppola A. 1997 . Some observations on demonstrating availability. RAC Journal Vol.