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Sensor placement in optimal filtering and smoothing problems
IEEE Transactions on Automatic Control, 1982The problem of sensor placement for optimal filtering and smoothing problems is considered. Matrix equations are derived that relate individual changes in sensor locations to changes in the covariance matrix. These gradient matrices are used in formulating a design procedure that seeks the optimal sensor location for a particular estimation problem ...
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SIAM Journal on Scientific Computing, 2011Summary: Spectral filtering suppresses the amplification of errors when computing solutions to ill-posed inverse problems; however, selecting good regularization parameters is often expensive. In many applications, data are available from calibration experiments. In this paper, we describe how to use such data to precompute optimal spectral filters. We
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