594 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
Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference
We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF
inference problems. The core of our method is a very efficient bounding
procedure, which combines scalable semidefinite programming (SDP) and a
cutting-plane method for seeking violated constraints. In order to further
speed up the computation, several strategies have been exploited, including
model reduction, warm start and removal of inactive constraints.
We analyze the performance of the proposed method under different settings,
and demonstrate that our method either outperforms or performs on par with
state-of-the-art approaches. Especially when the connectivities are dense or
when the relative magnitudes of the unary costs are low, we achieve the best
reported results. Experiments show that the proposed algorithm achieves better
approximation than the state-of-the-art methods within a variety of time
budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page
A review of convex approaches for control, observation and safety of linear parameter varying and Takagi-Sugeno systems
This paper provides a review about the concept of convex systems based on Takagi-Sugeno, linear parameter varying (LPV) and quasi-LPV modeling. These paradigms are capable of hiding the nonlinearities by means of an equivalent description which uses a set of linear models interpolated by appropriately defined weighing functions. Convex systems have become very popular since they allow applying extended linear techniques based on linear matrix inequalities (LMIs) to complex nonlinear systems. This survey aims at providing the reader with a significant overview of the existing LMI-based techniques for convex systems in the fields of control, observation and safety. Firstly, a detailed review of stability, feedback, tracking and model predictive control (MPC) convex controllers is considered. Secondly, the problem of state estimation is addressed through the design of proportional, proportional-integral, unknown input and descriptor observers. Finally, safety of convex systems is discussed by describing popular techniques for fault diagnosis and fault tolerant control (FTC).Peer ReviewedPostprint (published version
Monte Carlo Bounding Techniques for Determining Solution Quality in Stochastic Programs
Operations Research Letters, 24, pp. 47-56
Probabilistic stabilizability certificates for a class of black-box linear systems
We provide out-of-sample certificates on the controlled invariance property
of a given set with respect to a class of black-box linear systems.
Specifically, we consider linear time-invariant models whose state space
matrices are known only to belong to a certain family due to a possibly inexact
quantification of some parameters. By exploiting a set of realizations of those
undetermined parameters, verifying the controlled invariance property of the
given set amounts to a linear program, whose feasibility allows us to establish
an a-posteriori probabilistic certificate on the controlled invariance property
of such a set with respect to the nominal linear time-invariant dynamics. The
proposed framework is applied to the control of a networked multi-agent system
with unknown weighted graph
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