Structured threshold policies for dynamic sensor scheduling - A partially observed Markov decision process approach

TitleStructured threshold policies for dynamic sensor scheduling - A partially observed Markov decision process approach
Publication TypeJournal Article
Year of Publication2007
AuthorsKrishnamurthy, V., and D. V. Djonin
JournalIEEE Transactions on Signal Processing
Volume55
Pagination4938–4957
ISSN1053-587X
Abstract

We consider the optimal sensor scheduling problem formulated as a partially observed Markov decision process (POMDP). Due to operational constraints, at each time instant, the scheduler can dynamically select one out of a finite number of sensors and record a noisy measurement of an underlying Markov chain. The aim is to compute the optimal measurement scheduling policy, so as to minimize a cost function comprising of estimation errors and measurement costs. The formulation results in a nonstandard POMDP that is nonlinear in the information state. We give sufficient conditions on the cost function, dynamics of the Markov chain and observation probabilities so that the optimal scheduling policy has a threshold structure with respect to a monotone likelihood ratio (MLR) ordering. As a result, the computational complexity of implementing the optimal scheduling policy is inexpensive. We then present stochastic approximation algorithms for estimating the best linear MLR order threshold policy.

URLhttp://dx.doi.org/10.1109/TSP.2007.897908
DOI10.1109/TSP.2007.897908

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