Characterization of the optimum of a quadratic program with convex constraints. Application to sensor data fusion

C. Musso1, P. Dodin1
1ONERA, Chatillon, France

Tóm tắt

We analyse theoretically a maximisation quadratic program which can arise in multi-target/multi-sensor area. The goal is to find the point x which minimizes the quadratic distance between x and a given point y. This optimum must lie in a convex constrained region defined by linear inequalities. We present a characterisation of this optimum in a compact dual form. This optimisation framework can be helpful, for example, in muti-objective programming like decentralized resource allocation.

Từ khóa

#Sensor fusion #Sensor phenomena and characterization #Linear programming #Linear matrix inequalities #Vectors #Resource management #Context #Quadratic programming #H infinity control

Tài liệu tham khảo

nimier, 2001, Distributed resource allocation under communication constraint, Fusion 2001 Montreal chui, 1990, Constrained best approximation in hitbert space, Constructive Approx, 10.1007/BF01891408 10.1007/BF01580588 schmaedeket, 1998, Information based sensor management and immkf, SPIE Conference on Signal and Data Processing of Small Targets durrant-white, 1994, Data fusion and sensor management, a decentralized information-theoretic approach, Ellis Horwood arrow, 1986, Social Choice and Multicriterton Decision Making