Risk-sensitive sensor scheduling for discrete-time nonlinear systems

TitleRisk-sensitive sensor scheduling for discrete-time nonlinear systems
Publication TypeConference Paper
Year of Publication1998
AuthorsLim, A. E. B., and V. Krishnamurthy
Conference NameDecision and Control, 1998. Proceedings of the 37th IEEE Conference on
Pagination1859 -1864 vol.2
Date Publisheddec.
Keywordsdiscrete time systems, discrete-time nonlinear systems, dynamic programming, finite dimensional suboptimal strategy, information state, multidimensional systems, nonlinear control systems, optimal control, quadratic cost, risk-sensitive cost, risk-sensitive sensor scheduling, sensors
Abstract

We consider a discrete time, partially observed risk sensitive optimal control problem in which observations of the state are available from a finite number of different measurement sources. At each time step, one sensor can be chosen. We study the problem of finding the sensor schedule and the system input so that a risk-sensitive cost is minimized. For the general nonlinear case, the problem is generally infinite dimensional. In the case of linear systems however, the information state is finite dimensional, and a finite dimensional suboptimal strategy is presented when the cost is quadratic

URLhttp://dx.doi.org/10.1109/CDC.1998.758576
DOI10.1109/CDC.1998.758576

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