Related papers: Sensor Selection via Randomized Sampling
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…
We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…
We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…
This work considers distributed sensing and transmission of sporadic random samples. Lower bounds are derived for the reconstruction error of a single normally or uniformly-distributed finite-dimensional vector imperfectly measured by a…
The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…
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…
This paper focuses on learning efficient sensor allocations that ensure observability of unknown high-dimensional linear systems using only a small number of sensors. Existing methods either require an impractically large number of sensors…
Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…
We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…
Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…
Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
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…
We consider the problem of collaborative distributed estimation in a large scale sensor network with statistically dependent sensor observations. In collaborative setup, the aim is to maximize the overall estimation performance by modeling…
We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…