OPTIMAL MEASUREMENT SCHEDULING AND DESIGN WITH DYNAMIC PROGRAMMING

摘要

We shall present approaches to optimize the design of a measurement system and schedule dynamically a versatile measurement resource. The analysis is based on expressing the system management task as a dynamic programming problem in which the system state is partially observable. We shall review the well-known linear-quadratic-Gaussian case, and discuss and give examples solutions of discrete state systems. Furthermore, we discuss on approximate dynamic programming methods to solve such problems in practice.