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Partially Observable Markov Decision Process Approximations for Adaptive Sensing
Authors:Edwin K P Chong  Christopher M Kreucher  Alfred O Hero III
Affiliation:(1) Colorado State University, Fort Collins, CO, USA;(2) Integrity Applications Incorporated, Ann Arbor, MI, USA;(3) University of Michigan, Ann Arbor, MI, USA
Abstract:Adaptive sensing involves actively managing sensor resources to achieve a sensing task, such as object detection, classification, and tracking, and represents a promising direction for new applications of discrete event system methods. We describe an approach to adaptive sensing based on approximately solving a partially observable Markov decision process (POMDP) formulation of the problem. Such approximations are necessary because of the very large state space involved in practical adaptive sensing problems, precluding exact computation of optimal solutions. We review the theory of POMDPs and show how the theory applies to adaptive sensing problems. We then describe a variety of approximation methods, with examples to illustrate their application in adaptive sensing. The examples also demonstrate the gains that are possible from nonmyopic methods relative to myopic methods, and highlight some insights into the dependence of such gains on the sensing resources and environment.
Contact Information Alfred O. Hero IIIEmail:

Edwin K. P. Chong   received the BE(Hons) degree with First Class Honors from the University of Adelaide, South Australia, in 1987; and the MA and PhD degrees in 1989 and 1991, respectively, both from Princeton University, where he held an IBM Fellowship. He joined the School of Electrical and Computer Engineering at Purdue University in 1991, where he was named a University Faculty Scholar in 1999, and was promoted to Professor in 2001. Since August 2001, he has been a Professor of Electrical and Computer Engineering and a Professor of Mathematics at Colorado State University. His research interests span the areas of communication and sensor networks, stochastic modeling and control, and optimization methods. He coauthored the recent best-selling book, An Introduction to Optimization, 3rd Edition, Wiley-Interscience, 2008. He is currently on the editorial board of the IEEE Transactions on Automatic Control, Computer Networks, Journal of Control Science and Engineering, and IEEE Expert Now. He is a Fellow of the IEEE, and served as an IEEE Control Systems Society Distinguished Lecturer. He received the NSF CAREER Award in 1995 and the ASEE Frederick Emmons Terman Award in 1998. He was a co-recipient of the 2004 Best Paper Award for a paper in the journal Computer Networks. He has served as Principal Investigator for numerous funded projects from NSF, DARPA, and other funding agencies. MediaObjects/10626_2009_71_Figa_HTML.gif Christopher M. Kreucher   received the BS, MS, and PhD degrees in Electrical Engineering from the University of Michigan in 1997, 1998, and 2005, respectively. He is currently a Senior Systems Engineer at Integrity Applications Incorporated in Ann Arbor, Michigan. His current research interests include nonlinear filtering (specifically particle filtering), Bayesian methods of fusion and multitarget tracking, self localization, information theoretic sensor management, and distributed swarm management. MediaObjects/10626_2009_71_Figb_HTML.gif Alfred O. Hero III   received the BS (summa cum laude) from Boston University (1980) and the PhD from Princeton University (1984), both in Electrical Engineering. Since 1984 he has been with the University of Michigan, Ann Arbor, where he is a Professor in the Department of Electrical Engineering and Computer Science and, by courtesy, in the Department of Biomedical Engineering and the Department of Statistics. He has held visiting positions at Massachusetts Institute of Technology (2006), Boston University, I3S University of Nice, Sophia-Antipolis, France (2001), Ecole Normale Superieure de Lyon (1999), Ecole Nationale Superieure des Telecommunications, Paris (1999), Scientific Research Labs of the Ford Motor Company, Dearborn, Michigan (1993), Ecole Nationale Superieure des Techniques Avancees (ENSTA), Ecole Superieure d’Electricite, Paris (1990), and M.I.T. Lincoln Laboratory (1987–1989). His recent research interests have been in areas including: inference for sensor networks, adaptive sensing, bioinformatics, inverse problems. and statistical signal and image processing. He is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE), a member of Tau Beta Pi, the American Statistical Association (ASA), the Society for Industrial and Applied Mathematics (SIAM), and the US National Commission (Commission C) of the International Union of Radio Science (URSI). He has received a IEEE Signal Processing Society Meritorious Service Award (1998), IEEE Signal Processing Society Best Paper Award (1998), a IEEE Third Millenium Medal and a 2002 IEEE Signal Processing Society Distinguished Lecturership. He was President of the IEEE Signal Processing Society (2006–2007) and during his term served on the TAB Periodicals Committee (2006). He was a member of the IEEE TAB Society Review Committee (2008) and is Director-elect of IEEE for Division IX (2009). MediaObjects/10626_2009_71_Figc_HTML.gif
Keywords:Markov decision process  POMDP  Sensing  Tracking  Scheduling
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