American Institute of Mathematical Sciences

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October  2005, 1(4): 499-512. doi: 10.3934/jimo.2005.1.499

Branch and bound method for sensor scheduling in discrete time

Z.G. Feng 1, , K.L. Teo 2, and  Y. Zhao 1,

1. 

Department of Mathematics, Zhongshan University, Guangzhou 510275 P.R.C., China, China
2. 

Department of Mathematics and Statistics, Curtin University of Technology, Perth W.A. 6102, Australia

Received  May 2005 Revised  September 2005 Published  October 2005

In this paper we consider the question of sensor scheduling in discrete time. The basic problem is to design a linear filter whose output provides an unbiased minimum variance estimate of a signal process whose noisy measurements from multiple sensors are available for input to the filter. The problem is to select one source (sensor data) dynamically so as to minimize estimation errors. We formulate the problem as an optimal control problem. By analyzing the positive semi-definite property of the error covariance matrix, we develop a branch and bound method to calculate the optimal scheduling strategy and give a numerical result for interpretation.
Keywords: a priori estimate, sensor scheduling., branch and bound, positive semi-definite matrix.
Mathematics Subject Classification: Primary: 58F15, 58F17; Secondary: 53C3.
Citation: Z.G. Feng, K.L. Teo, Y. Zhao. Branch and bound method for sensor scheduling in discrete time. Journal of Industrial & Management Optimization, 2005, 1 (4) : 499-512. doi: 10.3934/jimo.2005.1.499
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