Hidden Markov model multiarm bandits: a methodology for beam scheduling in multitarget tracking

Author

Krishnamurthy, Vikram ; Evans, Robin J.

Author_Institution

Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia

Volume

49

Issue

12

fYear

2001

fDate

12/1/2001 12:00:00 AM

Firstpage

2893

Lastpage

2908

Abstract

We derive optimal and suboptimal beam scheduling algorithms for electronically scanned array tracking systems. We formulate the scheduling problem as a multiarm bandit problem involving hidden Markov models (HMMs). A finite-dimensional optimal solution to this multiarm bandit problem is presented. The key to solving any multiarm bandit problem is to compute the Gittins (1989) index. We present a finite-dimensional algorithm that computes the Gittins index. Suboptimal algorithms for computing the Gittins index are also presented. Numerical examples are presented to illustrate the algorithms

Keywords

array signal processing; hidden Markov models; intelligent sensors; optimisation; target tracking; Gittins index; HMM multiarm bandits; electronically scanned array; electronically scanned array tracking systems; finite-dimensional algorithm; finite-dimensional optimal solution; hidden Markov model multiarm bandits; intelligent sensor; multitarget tracking; optimal beam scheduling algorithms; suboptimal algorithms; suboptimal beam scheduling algorithms; Aircraft; Beam steering; Hidden Markov models; Job shop scheduling; Operations research; Processor scheduling; Resource management; Scheduling algorithm; Signal processing algorithms; Target tracking;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.969499

Filename

969499