Optimal Policy for Scheduling of Gauss-Markov Systems

Abstract

This paper considers the problem of multi-step scheduling the measurement of several Gauss-Markov systems. Such a problem occurs, for example, in the allocation of the time of a single beam phased-array radar system among several targets. The problem is put into a mathematical framework and is solved for the case of two one-dimensional systems for which the cost function is the sum of the variances of the estimates of the states of the two systems