Information space receding horizon control

In this paper, we present a receding horizon solution to the optimal sensor scheduling problem. The optimal sensor scheduling problem can be posed as a partially observed Markov decision problem whose solution is given by an information space (I-space) dynamic programming (DP) problem. We present a simulation-based stochastic optimization technique that, combined with a receding horizon approach, obviates the need to solve the computationally intractable I-space DP problem. The technique is tested on a sensor scheduling problem, in which a sensor must choose among the measurements of N dynamical systems in a manner that maximizes information regarding the aggregate system over an infinite horizon. While simple, such problems nonetheless lead to very high dimensional DP problems to which the receding horizon approach is well suited.