抄録
Problems that are concerned with control and estimation of stochastic linear dynamic systems with noisy measurement subsystems have been investigated by many researchers, and important results have been obtained. That is, the duality of optimal control and optimal estimation, Fel'dbaum's dual control, and Meier's combined control etc. seem to be the representative fruits in this area. Proceeding with these studies, the following problems are being brought forward: the reliability of measurements, the decision of optimal control policy for the system with interrupted measurements, and the configuration of the optimal control system considering the cost of measurements.
In this paper, a measurement adaptive problem, in which the optimization is required for not only the plant but also the measurement subsystem, is discussed. First of all, it is shown that the optimization of the measurement subsystem with some constraints can be performed by off-line computation unlike the optimization of the usual control system, and a new method to solve this optimal measurement problem with the aid of measurement control matrix is given. Moreover, the concept of measurement sensitivity being proposed, the information value in the control system is evaluated on the basis of this concept. This measurement sensitivity is nothing but quantifying the value of information obtained by the measurement subsystem, and it is closely related with the optimization of the measurement subsystem.
