Performance Guarantees for Information Theoretic Sensor Resource Management

Many estimation problems involve sensors which can be actively controlled to alter the information received and utilized in the underlying inference task. In this paper, we discuss performance guarantees for heuristic algorithms for adaptive sensor control in sequential estimation problems, where the inference criterion is mutual information. We also demonstrate the performance of our tighter online computable performance guarantees through computational simulations. The guarantees may be applied to other estimation criteria including the Cramer-Rao bound.