Selection of sensors and actuators in the presence of correlated noise
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A method is presented for the selection of sensors and actuators whose noise sources are correlated. A generalization of earlier results of Closed-Loop Input/Output Cost Analysis (CIOCA) is provided which utilizes decompositions of the closed-loop quadratic cost function into contributions from each stochastic noise input and each weighted output. It is shown that elimination of a correlated noise input may possibly degrade performance. Application to NASA's SCOLE configuration demonstrates the generalized method for sensor and actuator selection.