Enhancing low-rank solutions in semidefinite relaxations of Boolean quadratic problems

Boolean quadratic optimization problems occur in a number of applications. Their mixed integer-continuous nature is challenging, since it is inherently NP-hard. For this motivation, semidefinite programming relaxations (SDR's) are proposed in the literature to approximate the solution, which recasts the problem into convex optimization. Nevertheless, SDR's do not guarantee the extraction of the correct binary minimizer. In this paper, we present a novel approach to enhance the binary solution recovery. The key of the proposed method is the exploitation of known information on the eigenvalues of the desired solution. As the proposed approach yields a non-convex program, we develop and analyze an iterative descent strategy, whose practical effectiveness is shown via numerical results

A Unified Approach to Optimally Solving Sensor Scheduling and Sensor Selection Problems in Kalman Filtering

We consider a general form of the sensor scheduling problem for state estimation of linear dynamical systems, which involves selecting sensors that minimize the trace of the Kalman filter error covariance (weighted by a positive semidefinite matrix) subject to polyhedral constraints on the selected sensors. This general form captures several well-studied problems including sensor placement, sensor scheduling with budget constraints, and Linear Quadratic Gaussian (LQG) control and sensing co-design. We present a mixed integer optimization approach that is derived by exploiting the optimality of the Kalman filter. While existing work has focused on approximate methods to specific problem variants, our work provides a unified approach to computing optimal solutions to the general version of sensor scheduling. In simulation, we show this approach finds optimal solutions for systems with 30 to 50 states in seconds

Distributed Estimation and Performance Limits in Resource-constrained Wireless Sensor Networks

Distributed inference arising in sensor networks has been an interesting and promising discipline in recent years. The goal of this dissertation is to investigate several issues related to distributed inference in sensor networks, emphasizing parameter estimation and target tracking with resource-constrainted networks. To reduce the transmissions between sensors and the fusion center thereby saving bandwidth and energy consumption in sensor networks, a novel methodology, where each local sensor performs a censoring procedure based on the normalized innovation square (NIS), is proposed for the sequential Bayesian estimation problem in this dissertation. In this methodology, each sensor sends only the informative measurements and the fusion center fuses both missing measurements and received ones to yield more accurate inference. The new methodology is derived for both linear and nonlinear dynamic systems, and both scalar and vector measurements. The relationship between the censoring rule based on NIS and the one based on Kullback-Leibler (KL) divergence is investigated. A probabilistic transmission model over multiple access channels (MACs) is investigated. With this model, a relationship between the sensor management and compressive sensing problems is established, based on which, the sensor management problem becomes a constrained optimization problem, where the goal is to determine the optimal values of probabilities that each sensor should transmit with such that the determinant of the Fisher information matrix (FIM) at any given time step is maximized. The performance of the proposed compressive sensing based sensor management methodology in terms of accuracy of inference is investigated. For the Bayesian parameter estimation problem, a framework is proposed where quantized observations from local sensors are not directly fused at the fusion center, instead, an additive noise is injected independently to each quantized observation. The injected noise performs as a low-pass filter in the characteristic function (CF) domain, and therefore, is capable of recoverving the original analog data if certain conditions are satisfied. The optimal estimator based on the new framework is derived, so is the performance bound in terms of Fisher information. Moreover, a sub-optimal estimator, namely, linear minimum mean square error estimator (LMMSE) is derived, due to the fact that the proposed framework theoretically justifies the additive noise modeling of the quantization process. The bit allocation problem based on the framework is also investigated. A source localization problem in a large-scale sensor network is explored. The maximum-likelihood (ML) estimator based on the quantized data from local sensors and its performance bound in terms of Cram\\u27{e}r-Rao lower bound (CRLB) are derived. Since the number of sensors is large, the law of large numbers (LLN) is utilized to obtain a closed-form version of the performance bound, which clearly shows the dependence of the bound on the sensor density, $i.e.,$ the Fisher information is a linearly increasing function of the sensor density. Error incurred by the LLN approximation is also theoretically analyzed. Furthermore, the design of sub-optimal local sensor quantizers based on the closed-form solution is proposed. The problem of on-line performance evaluation for state estimation of a moving target is studied. In particular, a compact and efficient recursive conditional Posterior Cram\\u27{e}r-Rao lower bound (PCRLB) is proposed. This bound provides theoretical justification for a heuristic one proposed by other researchers in this area. Theoretical complexity analysis is provided to show the efficiency of the proposed bound, compared to the existing bound