Scheduling kalman filters in continuous time

Proceedings of the American Control Conference

Volumn , Issue , 2009, Pages 3799-3805

  Le Ny, Jerome ^a   Feron, Eric ^c   Dahleh, Munther A ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c Georgia Institute of Technology   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ACHIEVABLE PERFORMANCE; ADDITIONAL STRUCTURES; ANALYTICAL EXPRESSIONS; CONTINUOUS TIME; CONVEX PROGRAMS; DIMENSIONAL PROBLEMS; GAUSSIANS; INDEX POLICIES; LINEAR TIME INVARIANT SYSTEMS; MINIMUM MEAN SQUARES; OPEN LOOPS; PERFORMANCE MATCH; PERIODIC SWITCHING; RESOURCE CONSTRAINT; STEADY-STATE MEASUREMENTS;

INVARIANCE; LINEAR SYSTEMS; SENSORS;

LINEAR MATRIX INEQUALITIES;

EID: 70449646621     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2009.5160141     Document Type: Conference Paper

References (32)

1. K. Chakrabarty, S. Sitherama Iyengar, H. Qi, and E. Cho, "Grid coverage for surveillance and target location in distributed sensor networks," IEEE Transactions on Computers, vol. 51, no. 12, pp. 1448-1453, December 2002.
2. J. Cortes, S. Martinez, T. Karatas, and F. Bullo, "Coverage control for mobile sensing networks," IEEE Transactions on Robotics and Automation, vol. 20, no. 2, pp. 243-255, April 2004.
3. L. Meier, J. Peschon, and R. Dressler, "Optimal control of measurement systems," IEEE Transactions on Automatic Control, vol. 12, no. 5, pp. 528-536, 1967.
4. A. Tiwari, "Geometrical analysis of spatio-temporal planning problems," Ph.D. dissertation, California Institute of Technology, 2006.
5. J. Williams, "Information theoretic sensor management," Ph.D. dissertation, Massachusetts Institute of Technology, February 2007.
6. M. Athans, "On the determination of optimal costly measurement strategies for linear stochastic systems," Automatica, vol. 8, pp. 397-412, 1972.
7. E. Feron and C. Olivier, "Targets, sensors and infinite-horizon tracking optimality," in Proceedings of the 29th IEEE Conference on Decision and Control, 1990.
8. Y. Oshman, "Optimal sensor selection strategy for discrete-time state estimators," IEEE Transactions on Aerospace and Electronic Systems, vol. 30, no. 2, pp. 307-314, 1994.
9. A. Tiwari, M. Jun, D. Jeffcoat, and R. Murray, "Analysis of a dynamic sensor coverage problem using Kalman filters for estimation," in Proceedings of the 16th IFAC World Congress, 2005.
10. V. Gupta, T. Chung, B. Hassibi, and R. Murray, "On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage," Automatica, vol. 42, no. 2, pp. 251-260, 2006.
11. B. F. L. Scala and B. Moran, "Optimal target tracking with restless bandits," Digital Signal Processing, vol. 16, pp. 479-487, 2006.
12. L. Shi, M. Epstein, B. Sinopoli, and R. Murray, "Effective sensor scheduling schemes in a sensor network by employing feedback in the communication loop," in Proceedings of the 16th IEEE International Conference on Control Applications, 2007.
13. E. Skafidas and Nerode, "Optimal measurement scheduling in linear quadratic gaussian control problems," in Proceedings of the IEEE International Conference on Control Applications, Trieste, Italy, 1998, pp. 1225-1229.
14. A. Savkin, R. Evans, and E. Skafidas, "The problem of optimal robust sensor scheduling," Systems and Control Letters, vol. 43, pp. 149-157, 2001.
15. J. Baras and A. Bensoussan, "Optimal sensor scheduling in nonlinear filtering of diffusion processes," SIAM Journal on Control and Optimization, vol. 27, no. 4, pp. 786-813, 1989.
16. H. Lee, K. Teo, and A. Lim, "Sensor scheduling in continuous time," Automatica, vol. 37, pp. 2017-2023, 2001.
17. A. I. Mourikis and S. I. Roumeliotis, "Optimal sensor scheduling for resource-constrained localization of mobile robot formations," IEEE Transactions on Robotics, vol. 22, no. 5, pp. 917-931, 2006.
18. P. Whittle, "Restless bandits: activity allocation in a changing world," Journal of Applied Probability, vol. 25A, pp. 287-298, 1988.
19. J. Le Ny, "Performance optimization for unmanned vehicle systems," Ph.D. dissertation, Massachusetts Institute of Technology, September 2008.
20. J. Le Ny, E. Feron, and M. Dahleh, "Scheduling Kalman filters in continuous time," Massachusetts Institute of Technology, Tech. Rep., October 2008. [Online]. Available: http://arxiv.org/abs/0810.5148
21. R. E. Kalman and R. S. Bucy, "New results in linear filtering and prediction," Journal of Basic Engineering (ASME), vol. 83D, pp. 95-108, 1961.
22. E. Altman, Constrained Markov Decision Processes. Chapman and Hall, 1999.
23. J. Gittins and D. Jones, "A dynamic allocation index for the sequential design of experiments," in Progress in Statistics, J. Gani, Ed. Amsterdam: North-Holland, 1974, pp. 241-266.
24. K. Glazebrook, D. Ruiz-Hernandez, and C. Kirkbride, "Some indexable families of restless bandit problems," Advances in Applied Probability, vol. 38, pp. 643-672, 2006.
25. R. Weber and G. Weiss, "On an index policy for restless bandits." Journal of Applied Probability, vol. 27, pp. 637-648, 1990.
26. J. Le Ny, M. Dahleh, and E. Feron, "Multi-UAV dynamic routing with partial observations using restless bandit allocation indices," in Proceedings of the 2008 American Control Conference, Seattle, June 2008.
27. R. W. Brockett, Finite Dimensional Linear Systems. John Wiley and Sons, 1970.
28. S. P. Boyd and L. Vandenberghe, Convex Optimization. Cambridge University Press, 2006.
29. H. Abou-Kandil, G. Freiling, V. Ionescu, and G. Jank, Matrix Riccati Equations in Control and Systems Theory, ser. Systems & Control: Foundations & Applications. Birkhäuser, 2003.
30. L. Mirsky, "On a convex set of matrices," Archiv der Mathematik, vol. 10, pp. 88-92, 1959.
31. A. Marshall and I. Olkin, Inequalities: theory of majorization and its applications. Academic Press, 1979.
32. C. Chang, W. Chen, and H. Huang, "Birkhoff-von Neumann input buffered crossbar switches," INFOCOM 2000. Nineteenth Annual Joint Conference of the IEEE Computer and Communications Societies. Proceedings. IEEE, vol. 3, 2000.