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We consider the problem of sensor selection for designing observer and filterfor continuous linear time invariant systems such that the sensor precisionsare minimized, and the estimation errors are bounded by the prescribed$\mathcal{H}_2/\mathcal{H}_{\infty}$ performance criteria. The proposedintegrated framework formulates the precision minimization as a convexoptimization problem subject to linear matrix inequalities, and it is solvedusing an algorithm based on the alternating direction method of multipliers(ADMM). We also present a greedy approach for sensor selection and demonstratethe performance of the proposed algorithms using numerical simulations.

Sensor Selection and Optimal Precision in $\mathcal{H}_2/\mathcal{H}_{\infty}$ Estimation Framework: Theory and Algorithms