Optimal sensor scheduling for hidden Markov model state estimation

DOI10.1080/00207170110089752zbMath1024.93059OpenAlexW2158411847MaRDI QIDQ3151501

Vikram Krishnamurthy, Jamie S. Evans

Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170110089752

zbMATH Keywords

nonlinear filteringhidden Markov modelsstochastic dynamic programmingoptimal sensor scheduling

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

Input-to-state stability, numerical dynamics and sampled-data control ⋮ Numerical solutions to the Bellman equation of optimal control ⋮ State estimation and detectability of probabilistic discrete event systems ⋮ A moving horizon approach to a noncontinuum state estimation

Cites Work

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• Optimal control of noisy finite-state Markov processes
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
• The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
• Optimal Sensor Scheduling in Nonlinear Filtering of Diffusion Processes

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