An On-line Sensor Selection Algorithm for SPRT With Multiple Sensors

作者：Bai Cheng Zong^*; Gupta Vijay

来源：IEEE Transactions on Automatic Control, 2017, 62(7): 3532-3539.

DOI：10.1109/TAC.2016.2613822

• Sensor selection
• sequential detection
• dynamic programming

We present an on-line sensor selection strategy (SSS) for the Sequential Probability Ratio Test (SPRT) with multiple sensors. Each sensor incurs an associated observation cost. We aim to design an SSS, in which the sensor selection may depend causally on the measurement values, that minimizes the expected total observation cost. In general, the optimal SSS can be obtained by solving a dynamic program; however, the problem is computationally quite demanding. We propose a computationally efficient algorithm in which we partition the state space into three regions and solve for the SSS in each region. The computational complexity of the proposed algorithm is linear in the number of sensors and numerical results show that it can well approximate the optimal SSS.

• 出版日期2017-7