Sensor Placement by Maximal Projection on Minimum Eigenspace for Linear Inverse Problems

This paper presents two new greedy sensor placement algorithms, named minimum nonzero eigenvalue pursuit (MNEP) and maximal projection on minimum eigenspace (MPME), for linear inverse problems, with greater emphasis on the MPME algorithm for performance comparison with existing approaches. In both MNEP and MPME, we select the sensing locations one-by-one. In this way, the least number of required sensor nodes can be determined by checking whether the estimation accuracy is satisfied after each sensing location is determined. For the MPME algorithm, the minimum eigenspace is defined as the eigenspace associated with the minimum eigenvalue of the dual observation matrix. For each sensing location, the projection of its observation vector onto the minimum eigenspace is shown to be monotonically decreasing w.r.t. the worst case error variance (WCEV) of the estimated parameters. We select the sensing location whose observation vector has the maximum projection onto the minimum eigenspace of the current dual observation matrix. The proposed MPME is shown to be one of the most computationally efficient algorithms. Our Monte-Carlo simulations showed that MPME outperforms the convex relaxation method, the SparSenSe method, and the FrameSense method in terms of WCEV and the mean square error (MSE) of the estimated parameters, especially when the number of available sensor nodes is very limited.

[1]  Sundeep Prabhakar Chepuri,et al.  Sparsity-promoting adaptive sensor selection for non-linear filtering , 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[2]  Robert H. Halstead,et al.  Matrix Computations , 2011, Encyclopedia of Parallel Computing.

[3]  Pramod K. Varshney,et al.  Energy-Aware Sensor Selection in Field Reconstruction , 2014, IEEE Signal Processing Letters.

[4]  J. Haueisen,et al.  Tabu Search Optimization of Magnetic Sensor Systems for Magnetocardiography , 2008, IEEE Transactions on Magnetics.

[5]  Siep Weiland,et al.  Missing Point Estimation in Models Described by Proper Orthogonal Decomposition , 2004, IEEE Transactions on Automatic Control.

[6]  Pramod K. Varshney,et al.  Sensor selection for nonlinear systems in large sensor networks , 2014, IEEE Transactions on Aerospace and Electronic Systems.

[7]  Pramod K. Varshney,et al.  Sensor Selection Based on Generalized Information Gain for Target Tracking in Large Sensor Networks , 2013, IEEE Transactions on Signal Processing.

[8]  W. Welch Branch-and-Bound Search for Experimental Designs Based on D Optimality and Other Criteria , 1982 .

[9]  K. Willcox Unsteady Flow Sensing and Estimation via the Gappy Proper Orthogonal Decomposition , 2004 .

[10]  Sundeep Prabhakar Chepuri,et al.  Sparsity-Promoting Sensor Selection for Non-Linear Measurement Models , 2013, IEEE Transactions on Signal Processing.

[11]  R. C. Thompson The behavior of eigenvalues and singular values under perturbations of restricted rank , 1976 .

[12]  Pramod K. Varshney,et al.  Sparsity-aware field estimation via ordinary Kriging , 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[13]  Andreas Krause,et al.  Near-optimal sensor placements in Gaussian processes , 2005, ICML.

[14]  M. Naeem,et al.  Cross-Entropy optimization for sensor selection problems , 2009, 2009 9th International Symposium on Communications and Information Technology.

[15]  G. Pottie,et al.  Entropy-based sensor selection heuristic for target localization , 2004, Third International Symposium on Information Processing in Sensor Networks, 2004. IPSN 2004.

[16]  Geert Leus,et al.  Sparsity-Aware Sensor Selection: Centralized and Distributed Algorithms , 2014, IEEE Signal Processing Letters.

[17]  Kenneth Steiglitz,et al.  Combinatorial Optimization: Algorithms and Complexity , 1981 .

[18]  Sundeep Prabhakar Chepuri,et al.  Continuous Sensor Placement , 2015, IEEE Signal Processing Letters.

[19]  John J. Benedetto,et al.  Finite Normalized Tight Frames , 2003, Adv. Comput. Math..

[20]  Martin Vetterli,et al.  Near-Optimal Sensor Placement for Linear Inverse Problems , 2013, IEEE Transactions on Signal Processing.

[21]  Sundeep Prabhakar Chepuri,et al.  Sparsity-exploiting anchor placement for localization in sensor networks , 2013, 21st European Signal Processing Conference (EUSIPCO 2013).

[22]  J. Kovacevic,et al.  Life Beyond Bases: The Advent of Frames (Part I) , 2007, IEEE Signal Processing Magazine.

[23]  Bruno Sinopoli,et al.  Sensor selection strategies for state estimation in energy constrained wireless sensor networks , 2011, Autom..

[24]  G. Karniadakis,et al.  Efficient sensor placement for ocean measurements using low-dimensional concepts , 2009 .

[25]  Kelly Cohen,et al.  A heuristic approach to effective sensor placement for modeling of a cylinder wake , 2006 .

[26]  Haris Vikalo,et al.  Greedy sensor selection: Leveraging submodularity , 2010, 49th IEEE Conference on Decision and Control (CDC).

[27]  Alan J. Miller,et al.  A Fedorov Exchange Algorithm for D-optimal Design , 1994 .

[28]  David J. C. MacKay,et al.  Information-Based Objective Functions for Active Data Selection , 1992, Neural Computation.

[29]  Pramod K. Varshney,et al.  Optimal Periodic Sensor Scheduling in Networks of Dynamical Systems , 2013, IEEE Transactions on Signal Processing.

[30]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[31]  H. Wynn Results in the Theory and Construction of D‐Optimum Experimental Designs , 1972 .

[32]  J. Kovacevic,et al.  Life Beyond Bases: The Advent of Frames (Part II) , 2007, IEEE Signal Processing Magazine.

[33]  Stephen P. Boyd,et al.  Sensor Selection via Convex Optimization , 2009, IEEE Transactions on Signal Processing.

[34]  William A. Sethares,et al.  Sensor placement for on-orbit modal identification via a genetic algorithm , 1993 .

[35]  Domenico Quagliarella,et al.  Proper Orthogonal Decomposition, surrogate modelling and evolutionary optimization in aerodynamic design , 2013 .

[36]  Kim-Chuan Toh,et al.  SDPT3 -- A Matlab Software Package for Semidefinite Programming , 1996 .

[37]  E. L. Lawler,et al.  Branch-and-Bound Methods: A Survey , 1966, Oper. Res..