Journal article
Measurement scheduling for recursive team estimation
Journal of optimization theory and applications, Vol.89(3), pp.615-636
1996
DOI: 10.1007/BF02275352
Abstract
We consider a decentralized LQG measurement scheduling problem in which every measurement is costly, no communication between observers is permitted, and the observers' estimation errors are coupled quadratically. This setup, motivated by considerations from organization theory, models measurement scheduling problems in which cost, bandwidth, or security constraints necessitate that estimates be decentralized, although their errors are coupled. We show that, unlike the centralized case, in the decentralized case the problem of optimizing the time integral of the measurement cost and the quadratic estimation error is fundamentally stochastic, and we characterize the ε-optimal open-loop schedules as chattering solutions of a deterministic Lagrange optimal control problem. Using a numerical example, we describe also how this deterministic optimal control problem can be solved by nonlinear programming.
Details
- Title: Subtitle
- Measurement scheduling for recursive team estimation
- Creators
- M. S ANDERSLAND - University of Iowa, Iowa City, Iowa, United StatesD TENEKETZIS - University of Iowa, Iowa City, Iowa, United States
- Resource Type
- Journal article
- Publication Details
- Journal of optimization theory and applications, Vol.89(3), pp.615-636
- DOI
- 10.1007/BF02275352
- ISSN
- 0022-3239
- eISSN
- 1573-2878
- Publisher
- Springer
- Language
- English
- Date published
- 1996
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083898002771
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