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Let N be the number of available sensor sources. Noisy observations of an underlying state process are available for these N sources. We consider the continuous time sensor scheduling problem in which N of these N sources are to be chosen to collect data at each time point. This sensor scheduling problem (with switching costs and switching constraints) is… (More)

In this paper, a Þlled function for escaping the current local mini-mizer of a constrained global optimization problem is proposed. Then a Þlled function method for obtaining a global minimizer of the constrained optimization problem is presented. By this method, a global minimizer of a constrained global optimization problem can be obtained just by… (More)