Title :
The problem of optimal robust sensor scheduling
Author :
Savkin, Andrey V. ; Evans, Robin J. ; Skafidas, Efstratios
Author_Institution :
Sch. of Electr. Eng. & Telecommun., New South Wales Univ., Kensington, NSW, Australia
Abstract :
This paper considers the sensor scheduling problem which consists of estimating the state of an uncertain process based on measurements obtained by switching a given set of noisy sensors. The noise and uncertainty models considered in this paper are assumed to be unknown deterministic functions which satisfy an energy type constraint known as an integral quadratic constraint. The problem of optimal robust sensor scheduling is formulated and solution to this problem is given in terms of the existence of suitable solutions to a Riccati differential equation of the game type and a dynamic programming equation. Furthermore, a real time implementable method for sensor scheduling is also presented
Keywords :
Riccati equations; differential equations; dynamic programming; game theory; noise; stability; state estimation; Riccati differential equation; dynamic programming equation; energy type constraint; game differential equation; integral quadratic constraint; noisy sensors; optimal robust sensor scheduling; real time implementable method; state estimation; uncertain process; uncertainty models; unknown deterministic functions; Covariance matrix; Differential equations; Dynamic scheduling; Processor scheduling; Riccati equations; Robustness; Sensor systems; Switches; Time measurement; Uncertainty;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912300
