Title :
Hidden Markov model multiarm bandits: a methodology for beam scheduling in multitarget tracking
Author :
Krishnamurthy, Vikram ; Evans, Robin J.
Author_Institution :
Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
fDate :
12/1/2001 12:00:00 AM
Abstract :
We derive optimal and suboptimal beam scheduling algorithms for electronically scanned array tracking systems. We formulate the scheduling problem as a multiarm bandit problem involving hidden Markov models (HMMs). A finite-dimensional optimal solution to this multiarm bandit problem is presented. The key to solving any multiarm bandit problem is to compute the Gittins (1989) index. We present a finite-dimensional algorithm that computes the Gittins index. Suboptimal algorithms for computing the Gittins index are also presented. Numerical examples are presented to illustrate the algorithms
Keywords :
array signal processing; hidden Markov models; intelligent sensors; optimisation; target tracking; Gittins index; HMM multiarm bandits; electronically scanned array; electronically scanned array tracking systems; finite-dimensional algorithm; finite-dimensional optimal solution; hidden Markov model multiarm bandits; intelligent sensor; multitarget tracking; optimal beam scheduling algorithms; suboptimal algorithms; suboptimal beam scheduling algorithms; Aircraft; Beam steering; Hidden Markov models; Job shop scheduling; Operations research; Processor scheduling; Resource management; Scheduling algorithm; Signal processing algorithms; Target tracking;
Journal_Title :
Signal Processing, IEEE Transactions on
