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Given a linear dynamical system affected by stochastic noise, we consider the problem of selecting an optimal set of sensors (at design-time) to minimize the trace of the steady state a priori or a posteriori error covariance of the Kalman…

Optimization and Control · Mathematics 2020-07-13 Lintao Ye , Nathaniel Woodford , Sandip Roy , Shreyas Sundaram

Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…

Optimization and Control · Mathematics 2018-03-29 Lintao Ye , Sandip Roy , Shreyas Sundaram

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

Simultaneous operation of all sensors in a large-scale sensor network is power-consuming and computationally expensive. Hence, it is desirable to select fewer sensors. A greedy algorithm is widely used for sensor selection in homogeneous…

Signal Processing · Electrical Eng. & Systems 2024-05-24 Kaushani Majumder , SibiRaj B. Pillai , Satish Mulleti

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergence analysis for conditioning Gaussian random variables…

Statistics Theory · Mathematics 2025-02-18 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

We study a linear quadratic regulation problem with a constraint where the control input can be nonzero only at a limited number of times. Given that this constraint leads to a combinational optimization problem, we adopt a greedy method to…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shumpei Nishida , Kunihisa Okano

The maximization of submodular functions is an NP-Hard problem for certain subclasses of functions, for which a simple greedy algorithm has been shown to guarantee a solution whose quality is within 1/2 of the optimal. When this algorithm…

Data Structures and Algorithms · Computer Science 2019-01-11 David Grimsman , Mohd. Shabbir Ali , João P. Hespanha , Jason R. Marden

The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How good is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two…

Optimization and Control · Mathematics 2019-05-10 Yajing Liu , Edwin K. P. Chong , Ali Pezeshki , Zhenliang Zhang

Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…

Functional Analysis · Mathematics 2024-12-09 Andrea García

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

The problem of column subset selection has recently attracted a large body of research, with feature selection serving as one obvious and important application. Among the techniques that have been applied to solve this problem, the greedy…

Data Structures and Algorithms · Computer Science 2021-11-16 Jason Altschuler , Aditya Bhaskara , Gang Fu , Vahab Mirrokni , Afshin Rostamizadeh , Morteza Zadimoghaddam

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

Motivated by a wide range of applications in data mining and machine learning, we consider the problem of maximizing a submodular function subject to supermodular cost constraints. In contrast to the well-understood setting of cardinality…

Data Structures and Algorithms · Computer Science 2026-02-19 Ajitesh Srivastava , Shanghua Teng

We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…

Systems and Control · Computer Science 2018-04-05 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We present a simple performance bound for the greedy scheme in string optimization problems that obtains strong results. Our approach vastly generalizes the group of previously established greedy curvature bounds by Conforti and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Brandon Van Over , Bowen Li , Edwin K. P. Chong , Ali Pezeshki

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Benjamin Biggs , James McMahon , Philip Baldoni , Daniel J. Stilwell
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