SUB-OPTIMAL SENSOR SCHEDULING WITH ERROR BOUNDS

摘要

In this paper the problem of sub-optimal sensor scheduling with a guaranteed distance to optimality is considered. Optimal in the sense that the sequence that minimizes the estimation error covariance matrix for a given time horizon is found. The search is done using relaxed dynamic programming. The algorithm is then applied to one simple second order system and one sixth order model of a xed mounted model lab helicopter.