Active sensing policy for systems with parametric and additive noise

In systems with sensing cost, an active sensing policy is needed to determine when to collect sensing observations. This paper presents an active sensing policy for systems with additive and parametric white noise. The policy uses an open-loop estimator between sensings and a Kalman filter when observations are requested. The goal of the policy is to maintain the variance of the state estimate below a given threshold. Sufficient conditions are presented that guarantee that this goal is achievable and will be met.