Dynamic Programming and Optimal Control
Dynamic Programming and Optimal Control
Adaptive Markov Control Processes
Adaptive Markov Control Processes
Gradient Convergence in Gradient methods with Errors
SIAM Journal on Optimization
Value-function approximations for partially observable Markov decision processes
Journal of Artificial Intelligence Research
Particle filters for state estimation of jump Markov linear systems
IEEE Transactions on Signal Processing
Brief Sensor scheduling in continuous time
Automatica (Journal of IFAC)
Optimal waveform selection for tracking systems
IEEE Transactions on Information Theory
A probabilistic particle-control approximation of chance-constrained stochastic predictive control
IEEE Transactions on Robotics
Global estimation in constrained environments
International Journal of Robotics Research
Hi-index | 22.14 |
The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions.