Alexandre Aksenov, Pierre-Olivier Amblard, Olivier J. J. Michel, Christian Jutten. Optimal Measurement Times for Observing a Brownian Motion over a Finite Period Using a Kalman Filter. In Petr Tichavský, Massoud Babaie-Zadeh, Olivier J. J. Michel, Nadège Thirion-Moreau, editors, Latent Variable Analysis and Signal Separation - 13th International Conference, LVA/ICA 2017, Grenoble, France, February 21-23, 2017, Proceedings. Volume 10169 of Lecture Notes in Computer Science, pages 509-518, 2017. [doi]
Abstract is missing.