Design of large-scale interconnected dynamical systems

Abstract

In several statistical signal processing applications, due to computational or communication constraints, at each time instant one can use only a few out of several possible noisy (stochastic) sensors. The stochastic sensor scheduling problem deals with how to dynamically choose which group of sensors to pick at each time instant. This project involves research in sensor scheduling for widely used stochastic dynamical systems such as Hidden Markov Models and Jump Markov Linear Systems. It focuses on the design and analysis of stochastic control algorithms such as dynamic programming and simulation based randomized methods. The research will lead to an integrated theory incorporating stochast..