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We present a framework which incorporates three aspects of the estimation problem, namely, sparse sensor configuration, optimal precision, and robustness in the presence of model uncertainty. The problem is formulated in the…

Systems and Control · Electrical Eng. & Systems 2020-09-07 Vedang M. Deshpande , Raktim Bhattacharya

We address the problem of determining optimal sensor precisions for estimating the states of linear time-varying discrete-time stochastic dynamical systems, with guaranteed bounds on the estimation errors. This is performed in the Kalman…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Niladri Das , Raktim Bhattacharya

The present study proposes a sensor selection method based on the proximal splitting algorithm and the A-optimal design of experiment using the alternating direction method of multipliers (ADMM) algorithm. The performance of the proposed…

Systems and Control · Electrical Eng. & Systems 2021-07-13 Takayuki Nagata , Taku Nonomura , Kumi Nakai , Keigo Yamada , Yuji Saito , Shunsuke Ono

We consider the problem of finding optimal time-periodic sensor schedules for estimating the state of discrete-time dynamical systems. We assume that {multiple} sensors have been deployed and that the sensors are subject to resource…

Applications · Statistics 2016-11-17 Sijia Liu , Makan Fardad , Engin Masazade , Pramod K. Varshney

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

Consider the estimation of an unknown parameter vector in a linear measurement model. Centralized sensor selection consists in selecting a set of k_s sensor measurements, from a total number of m potential measurements. The performance of…

Information Theory · Computer Science 2012-08-07 Fabian Altenbach , Steven Corroy , Georg Böcherer , Rudolf Mathar

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

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

Robotics · Computer Science 2021-03-23 Viet-Anh Le , Linh Nguyen , Truong X. Nghiem

We present a convex optimization to reduce the impact of sensor falsification attacks in linear time invariant systems controlled by observer-based feedback. We accomplish this by finding optimal observer and controller gain matrices that…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Navid Hashemi , Justin Ruths

Sensor selection is an important design problem in large-scale sensor networks. Sensor selection can be interpreted as the problem of selecting the best subset of sensors that guarantees a certain estimation performance. We focus on…

Information Theory · Computer Science 2018-05-08 Sundeep Prabhakar Chepuri , Geert Leus

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…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

In this paper we study the problem of model reduction of linear network systems. We aim at computing a reduced order stable approximation of the network with the same topology and optimal w.r.t. H2 norm error approximation. Our approach is…

Optimization and Control · Mathematics 2019-05-21 I. Necoara , T. C. Ionescu

Sensor selection is a useful method to help reduce data throughput, as well as computational, power, and hardware requirements, while still maintaining acceptable performance. Although minimizing the Cram\'er-Rao bound has been adopted…

Signal Processing · Electrical Eng. & Systems 2023-08-01 Costas A. Kokke , Mario Coutiño , Laura Anitori , Richard Heusdens , Geert Leus

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…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

The problem of placing or selecting sensors and control nodes plays a pivotal role in the operation of dynamic networks. This paper proposes optimal algorithms and heuristics to solve the simultaneous sensor and actuator selection problem…

Optimization and Control · Mathematics 2019-03-11 Sebastian A. Nugroho , Ahmad F. Taha , Nikolaos Gatsis , Tyler H. Summers , Ram Krishnan

In recent years, feature selection has become a challenging problem in several machine learning fields, such as classification problems. Support Vector Machine (SVM) is a well-known technique applied in classification tasks. Various…

Machine Learning · Computer Science 2021-01-18 Asunción Jiménez-Cordero , Juan Miguel Morales , Salvador Pineda

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…

Signal Processing · Electrical Eng. & Systems 2020-03-16 Niladri Das , Raktim Bhattacharya
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