Mohamad Al Ahdab

Optimal Sensor Scheduling and Selection for Continuous-Discrete Kalman Filtering with Auxiliary Dynamics

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the measurement process is coupled with the states of an auxili…