Gaussian Processes for Active Sensor Management
Description
In this paper we study the active sensor management problem using continuous optimal
experimental design (OED) framework. This task comprises the determination of allocation
for a limited number of sensors over the spatial domain and the number of repetitive
measurements in these locations in order to improve the overall system performance. We
present a principled approach to active sensor management with repetitive measurements
for Gaussian Processes (GPs) using a generalised D-optimality criteria and soft margin
constrains. The resulting optimum of the convex optimization of the optimal experimental
design for GP is generally sparse, in the sense that measurements should be taken at only a
limited set of possible sensor locations. We demonstrate the use of our method on arti¯cial
dataset.
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