1,741 research outputs found
A Randomized Greedy Algorithm for Near-Optimal Sensor Scheduling in Large-Scale Sensor Networks
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 the maximization of a monotone set function under a matroid
constraint. We propose a randomized greedy algorithm that is significantly
faster than state-of-the-art methods. By introducing the notion of curvature
which quantifies how close a function is to being submodular, we analyze the
performance of the proposed algorithm and find a bound on the expected mean
square error (MSE) of the estimator that uses the selected sensors in terms of
the optimal MSE. Moreover, we derive a probabilistic bound on the curvature for
the scenario where{\color{black}{ the measurements are i.i.d. random vectors
with bounded norm.}} Simulation results demonstrate efficacy of the
randomized greedy algorithm in a comparison with greedy and semidefinite
programming relaxation methods
A Randomized Greedy Algorithm for Near-Optimal Sensor Scheduling in Large-Scale Sensor Networks
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 the maximization of a monotone set function under a matroid
constraint. We propose a randomized greedy algorithm that is significantly
faster than state-of-the-art methods. By introducing the notion of curvature
which quantifies how close a function is to being submodular, we analyze the
performance of the proposed algorithm and find a bound on the expected mean
square error (MSE) of the estimator that uses the selected sensors in terms of
the optimal MSE. Moreover, we derive a probabilistic bound on the curvature for
the scenario where{\color{black}{ the measurements are i.i.d. random vectors
with bounded norm.}} Simulation results demonstrate efficacy of the
randomized greedy algorithm in a comparison with greedy and semidefinite
programming relaxation methods
Sampling and Reconstruction of Graph Signals via Weak Submodularity and Semidefinite Relaxation
We study the problem of sampling a bandlimited graph signal in the presence
of noise, where the objective is to select a node subset of prescribed
cardinality that minimizes the signal reconstruction mean squared error (MSE).
To that end, we formulate the task at hand as the minimization of MSE subject
to binary constraints, and approximate the resulting NP-hard problem via
semidefinite programming (SDP) relaxation. Moreover, we provide an alternative
formulation based on maximizing a monotone weak submodular function and propose
a randomized-greedy algorithm to find a sub-optimal subset. We then derive a
worst-case performance guarantee on the MSE returned by the randomized greedy
algorithm for general non-stationary graph signals. The efficacy of the
proposed methods is illustrated through numerical simulations on synthetic and
real-world graphs. Notably, the randomized greedy algorithm yields an
order-of-magnitude speedup over state-of-the-art greedy sampling schemes, while
incurring only a marginal MSE performance loss
Towards a Queueing-Based Framework for In-Network Function Computation
We seek to develop network algorithms for function computation in sensor
networks. Specifically, we want dynamic joint aggregation, routing, and
scheduling algorithms that have analytically provable performance benefits due
to in-network computation as compared to simple data forwarding. To this end,
we define a class of functions, the Fully-Multiplexible functions, which
includes several functions such as parity, MAX, and k th -order statistics. For
such functions we exactly characterize the maximum achievable refresh rate of
the network in terms of an underlying graph primitive, the min-mincut. In
acyclic wireline networks, we show that the maximum refresh rate is achievable
by a simple algorithm that is dynamic, distributed, and only dependent on local
information. In the case of wireless networks, we provide a MaxWeight-like
algorithm with dynamic flow splitting, which is shown to be throughput-optimal
Computation-Communication Trade-offs and Sensor Selection in Real-time Estimation for Processing Networks
Recent advances in electronics are enabling substantial processing to be
performed at each node (robots, sensors) of a networked system. Local
processing enables data compression and may mitigate measurement noise, but it
is still slower compared to a central computer (it entails a larger
computational delay). However, while nodes can process the data in parallel,
the centralized computational is sequential in nature. On the other hand, if a
node sends raw data to a central computer for processing, it incurs
communication delay. This leads to a fundamental communication-computation
trade-off, where each node has to decide on the optimal amount of preprocessing
in order to maximize the network performance. We consider a network in charge
of estimating the state of a dynamical system and provide three contributions.
First, we provide a rigorous problem formulation for optimal real-time
estimation in processing networks in the presence of delays. Second, we show
that, in the case of a homogeneous network (where all sensors have the same
computation) that monitors a continuous-time scalar linear system, the optimal
amount of local preprocessing maximizing the network estimation performance can
be computed analytically. Third, we consider the realistic case of a
heterogeneous network monitoring a discrete-time multi-variate linear system
and provide algorithms to decide on suitable preprocessing at each node, and to
select a sensor subset when computational constraints make using all sensors
suboptimal. Numerical simulations show that selecting the sensors is crucial.
Moreover, we show that if the nodes apply the preprocessing policy suggested by
our algorithms, they can largely improve the network estimation performance.Comment: 15 pages, 16 figures. Accepted journal versio
Space-Time Sampling for Network Observability
Designing sparse sampling strategies is one of the important components in
having resilient estimation and control in networked systems as they make
network design problems more cost-effective due to their reduced sampling
requirements and less fragile to where and when samples are collected. It is
shown that under what conditions taking coarse samples from a network will
contain the same amount of information as a more finer set of samples. Our goal
is to estimate initial condition of linear time-invariant networks using a set
of noisy measurements. The observability condition is reformulated as the frame
condition, where one can easily trace location and time stamps of each sample.
We compare estimation quality of various sampling strategies using estimation
measures, which depend on spectrum of the corresponding frame operators. Using
properties of the minimal polynomial of the state matrix, deterministic and
randomized methods are suggested to construct observability frames. Intrinsic
tradeoffs assert that collecting samples from fewer subsystems dictates taking
more samples (in average) per subsystem. Three scalable algorithms are
developed to generate sparse space-time sampling strategies with explicit error
bounds.Comment: Submitted to IEEE TAC (Revised Version
On the use of biased-randomized algorithms for solving non-smooth optimization problems
Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines
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