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Hidden Markov model multiarm bandits: a methodology for beam scheduling in multitarget tracking

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2 Author(s)
V. Krishnamurthy ; Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia ; R. J. Evans

We derive optimal and suboptimal beam scheduling algorithms for electronically scanned array tracking systems. We formulate the scheduling problem as a multiarm bandit problem involving hidden Markov models (HMMs). A finite-dimensional optimal solution to this multiarm bandit problem is presented. The key to solving any multiarm bandit problem is to compute the Gittins (1989) index. We present a finite-dimensional algorithm that computes the Gittins index. Suboptimal algorithms for computing the Gittins index are also presented. Numerical examples are presented to illustrate the algorithms

Published in:

IEEE Transactions on Signal Processing  (Volume:49 ,  Issue: 12 )