Continuous-Time Estimation-Aware Optimal Control of Mobile Sensors for Target Tracking

Target tracking is the problem of estimating the state of a target system using measurements collected (oftentimes) by mobile sensors. Trajectory optimization for mobile sensors must account not only for dynamical and operational constraints, but also for uncertainty in estimating the target system’s state. We propose an estimation-aware optimal control method for target tracking that accounts for the nonlinear dynamics of both the mobile sensor and target system, the nonlinear covariance dynamics in extended Kalman filtering, and nonlinear measurement models. Furthermore, it ensures constraints on the mobile sensor are satisfied in continuous time (within numerical precision). In numerical simulations, the proposed method achieves estimation-aware target tracking while satisfying the mobile-sensor constraints in continuous time, even under sparse time discretization.