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A-optimal designs for state estimation in networks

Author

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  • Christine H. Müller

    (TU Dortmund University)

  • Kirsten Schorning

    (TU Dortmund University)

Abstract

We consider two models for estimating the expected states of nodes in networks where the observations at nodes are given by random states and measurement errors. In the first model, we assume independent successive observations at the nodes and the design question is how often the nodes should be observed to obtain a precise estimation of the expected states. In the second model, all nodes are observed simultaneously and the design question is to determine the nodes which need larger precision of the measurements than other nodes. Both models lead to the same design problem. We derive explicitly A-optimal designs for the most simple network with star configuration. Moreover, we consider the network with wheel configuration and derive some conditions which simplify the numerical calculation of the corresponding A-optimal designs.

Suggested Citation

  • Christine H. Müller & Kirsten Schorning, 2023. "A-optimal designs for state estimation in networks," Statistical Papers, Springer, vol. 64(4), pages 1159-1186, August.
    • Handle: RePEc:spr:stpapr:v:64:y:2023:i:4:d:10.1007_s00362-023-01435-y
    DOI: 10.1007/s00362-023-01435-y
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    References listed on IDEAS

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    1. Azhdari, Armaghan & Ardakan, Mostafa Abouei, 2022. "Reliability optimization of multi-state networks in a star configuration with bi-level performance sharing mechanism and transmission losses," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
    2. Cao, Minhao & Guo, Jianjun & Xiao, Hui & Wu, Liang, 2022. "Reliability analysis and optimal generator allocation and protection strategy of a non-repairable power grid system," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
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