On the Optimal Solutions of the Infinite-Horizon Linear Sensor Scheduling Problem

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Publication:2983006

DOI10.1109/TAC.2014.2314222zbMATH Open1360.90136arXiv1312.0157MaRDI QIDQ2983006FDOQ2983006


Authors: Lin Zhao, Wei Zhang, Jianghai Hu, Alessandro Abate, Claire Tomlin Edit this on Wikidata


Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: This paper studies the infinite-horizon sensor scheduling problem for linear Gaussian processes with linear measurement functions. Several important properties of the optimal infinite-horizon schedules are derived. In particular, it is proved that under some mild conditions, both the optimal infinite-horizon average-per-stage cost and the corresponding optimal sensor schedules are independent of the covariance matrix of the initial state. It is also proved that the optimal estimation cost can be approximated arbitrarily closely by a periodic schedule with a finite period. Moreover, it is shown that the sequence of the average-per-stage costs of the optimal schedule must converge. These theoretical results provide valuable insights into the design and analysis of various infinite-horizon sensor scheduling algorithms.


Full work available at URL: https://arxiv.org/abs/1312.0157







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