: Alfred O. Hero, David A. Castañón, Douglas Cochran, Keith Kastella
: Alfred Olivier Hero, David Castanon, Doug Cochran, Keith Kastella
: Foundations and Applications of Sensor Management Signals and Communication Technology
: Springer-Verlag
: 9780387498195
: 1
: CHF 133.00
:
: Elektronik, Elektrotechnik, Nachrichtentechnik
: English
: 310
: Wasserzeichen
: PC/MAC/eReader/Tablet
: PDF

This book covers control theory signal processing and relevant applications in a unified manner. It introduces the area, takes stock of advances, and describes open problems and challenges in order to advance the field. The editors and contributors to this book are pioneers in the area of active sensing and sensor management, and represent the diverse communities that are targeted.

Preface6
Acknowledgments7
Contents8
Contributing Authors13
Symbol Index15
OVERVIEW OF BOOK17
1. Introduction17
2. Scope of Book18
3. Book Organization19
STOCHASTIC CONTROL THEORY FOR SENSOR MANAGEMENT22
1. Introduction22
2. Markov Decision Problems25
2.1 Dynamic Programming27
2.2 Stationary Problems28
2.3 Algorithms for MDPs33
3. Partially Observed Markov Decision Problems34
3.1 MDP Representation of POMDPs36
3.2 Dynamic Programming for POMDPs39
4. Approximate Dynamic Programming41
5. Example42
6. Conclusion47
INFORMATION THEORETIC APPROACHES TO SENSOR MANAGEMENT48
1. Introduction48
2. Background50
2.1 a-Entropy, a-Conditional Entropy, and a-Divergence51
2.2 Relations Between Information Divergence and Risk53
2.3 Fisher Information and Information Divergence55
3. Information-Optimal Policy Search55
4. Information Gain Via Classification Reduction58
5. A Near Universal Proxy59
6. Information Theoretic Sensor Management for Multi- target Tracking62
6.1 The Model Multi-target Tracking Problem63
6.2 R ´ enyi Divergence for Sensor Scheduling64
6.3 Multi-target Tracking Experiment65
6.4 On the Choice of65
6.5 Sensitivity to Model Mismatch66
6.6 Information Gain vs Entropy Reduction67
7. Terrain Classification in Hyperspectral Satellite Imagery68
7.1 Optimal Waveform Selection69
8. Conclusion and Perspectives72
JOINT MULTI-TARGET PARTICLE FILTERING73
1. Introduction73
2. The Joint Multi-target Probability Density76
2.1 General Bayesian Filtering78
2.2 Non-Linear Bayesian Filtering for a Single Target79
2.3 Accounting for Target Birth and Death80
2.4 Computing Renyi Divergence81
2.5 Sensor Modeling82
3. Particle Filter Implementation of JMPD85
3.1 The Single Target Particle Filter86
3.2 The Multi-target Particle Filter87
3.3 Permutation Symmetry and Improved Importance Densities for JMPD88
3.4 Multi-target Particle Proposal Via Individual Target Proposals89
3.5 Multi-target Particle Proposal Via Joint Sampling93
3.6 Partition Ordering95
3.7 Estimation97
3.8 Resampling99
4. Multi-target Tracking Experiments99
4.1 Adaptive Proposal Results100
4.2 Partition Swapping103
4.3 The Value of Not Thresholding103
4.4 Unknown Number of Targets104
5. Conclusions105
POMDP APPROXIMATION USING SIMULATION AND HEURISTICS108
1. Introduction108
2. Motivating Example110
3. Basic Principle: Q-value Approximation111
3.1 Optimal Policy111
3.2 Q-values112
3.3 Stationary policies113
3.4 Receding horizon113
3.5 Approximating Q-values113
4. Control Architecture114
4.1 Controller115
4.2 Measurement filter115
4.3 Action selector116
5. Q-value Approximation Methods117
5.1 Basic approach117
5.2 Monte Carlo sampling117
5.3 Relaxation of optimization problem118
5.4 Heuristic approximation119
5.5 Parametric approximation120
5.6 Action-sequence approximations122
5.7 Rollout123
5.8 Parallel rollout124
5.9 Control architecture in the Monte Carlo case124
5.10 Belief-state simplification127
5.11 Reward surrogation128
6. Simulation Result129
7. Summary and Discussion131
MULTI-ARMED BANDIT PROBLEMS133
1. Introduction133
2. The Classical Multi-armed Bandit134
2.1 Problem Formulation135
2.2 On Forward Induction137
2.3 Key Features of the Classical MAB Problem and the Nature of its Solution139
2.4 Computational Issues142
3. Variants of the Multi-armed Bandit Problem146
3.1 Superprocesses146
3.2 Arm-acquiring Bandits149
3.3 Switching Penalties150
3.4 Multiple Plays152
3.5 Restless Bandits154
3.6 Discussion159
4. Example160
5. Chapter Summary163
APPLICATION OF MULTI-ARMED BANDITS TO SENSOR MANAGEMENT164
1. Motivating Application and Overview 164
1.1 Introduction164
1.2 SM Example of Multi-armed Bandit165
1.3 Organization and Notation of This Chapter166
2. Application to Sensor Management166
2.1 Application of the Classical MAB167
2.2 Single Sensor with Multiple Modes170
2.3 Detecting New Targets171
2.4 Sensor Switching Delays171
2.5 Multiple Sensors172
2.6 Application of Restless Bandits173
3. Example Application173
3.1 MAB Formulation of SM Tracking Problem174
3.2 Index Rule Solution of MAB175
3.3 Numerical Results and Comparison to Other Solutions177
4. Summary and Discussion184
ACTIVE LEARNING AND SAMPLING187
1. Introduction187
1.1 Some Motivation Examples188
2. A Simple One-dimensional Problem189
3. Beyond 1d - Piecewise Constant Function Estimation