Near-Optimal Sensor Scheduling for Batch State Estimation: Complexity, Algorithms, and Limits

In this paper, we focus on batch state estimation for linear systems. This problem is important in applications such as environmental field estimation, robotic navigation, and target tracking. Its difficulty lies on that limited operational resources among the sensors, e.g., shared communication bandwidth or battery power, constrain the number of sensors that can be active at each measurement step. As a result, sensor scheduling algorithms must be employed. Notwithstanding, current sensor scheduling algorithms for batch state estimation scale poorly with the system size and the time horizon. In addition, current sensor scheduling algorithms for Kalman filtering, although they scale better, provide no performance guarantees or approximation bounds for the minimization of the batch state estimation error. In this paper, one of our main contributions is to provide an algorithm that enjoys both the estimation accuracy of the batch state scheduling algorithms and the low time complexity of the Kalman filtering scheduling algorithms. In particular: 1) our algorithm is near-optimal: it achieves a solution up to a multiplicative factor 1/2 from the optimal solution, and this factor is close to the best approximation factor 1/e one can achieve in polynomial time for this problem; 2) our algorithm has (polynomial) time complexity that is not only lower than that of the current algorithms for batch state estimation; it is also lower than, or similar to, that of the current algorithms for Kalman filtering. We achieve these results by proving two properties for our batch state estimation error metric, which quantifies the square error of the minimum variance linear estimator of the batch state vector: a) it is supermodular in the choice of the sensors; b) it has a sparsity pattern (it involves matrices that are block tri-diagonal) that facilitates its evaluation at each sensor set.Comment: Correction of typos in proof

LQG Control and Sensing Co-Design

We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of available sensors, where each sensor is associated with a different cost (e.g., power consumption). We consider two dual problem instances: sensing-constrained LQG control, where one maximizes control performance subject to a sensor cost budget, and minimum-sensing LQG control, where one minimizes sensor cost subject to performance constraints. We prove no polynomial time algorithm guarantees across all problem instances a constant approximation factor from the optimal. Nonetheless, we present the first polynomial time algorithms with per-instance suboptimality guarantees. To this end, we leverage a separation principle, that partially decouples the design of sensing and control. Then, we frame LQG co-design as the optimization of approximately supermodular set functions; we develop novel algorithms to solve the problems; and we prove original results on the performance of the algorithms, and establish connections between their suboptimality and control-theoretic quantities. We conclude the paper by discussing two applications, namely, sensing-constrained formation control and resource-constrained robot navigation.Comment: Accepted to IEEE TAC. Includes contributions to submodular function optimization literature, and extends conference paper arXiv:1709.0882

Resilient Submodular Maximization For Control And Sensing

Fundamental applications in control, sensing, and robotics, motivate the design of systems by selecting system elements, such as actuators or sensors, subject to constraints that require the elements not only to be a few in number, but also, to satisfy heterogeneity or interdependency constraints (called matroid constraints). For example, consider the scenarios: - (Control) Actuator placement: In a power grid, how should we place a few generators both to guarantee its stabilization with minimal control effort, and to satisfy interdependency constraints where the power grid must be controllable from the generators? - (Sensing) Sensor placement: In medical brain-wearable devices, how should we place a few sensors to ensure smoothing estimation capabilities? - (Robotics) Sensor scheduling: At a team of mobile robots, which few on-board sensors should we activate at each robot ---subject to heterogeneity constraints on the number of sensors that each robot can activate at each time--- so both to maximize the robots\u27 battery life, and to ensure the robots\u27 capability to complete a formation control task? In the first part of this thesis we motivate the above design problems, and propose the first algorithms to address them. In particular, although traditional approaches to matroid-constrained maximization have met great success in machine learning and facility location, they are unable to meet the aforementioned problem of actuator placement. In addition, although traditional approaches to sensor selection enable Kalman filtering capabilities, they do not enable smoothing or formation control capabilities, as required in the above problems of sensor placement and scheduling. Therefore, in the first part of the thesis we provide the first algorithms, and prove they achieve the following characteristics: provable approximation performance: the algorithms guarantee a solution close to the optimal; minimal running time: the algorithms terminate with the same running time as state-of-the-art algorithms for matroid-constrained maximization; adaptiveness: where applicable, at each time step the algorithms select system elements based on both the history of selections. We achieve the above ends by taking advantage of a submodular structure of in all aforementioned problems ---submodularity is a diminishing property for set functions, parallel to convexity for continuous functions. But in failure-prone and adversarial environments, sensors and actuators can fail; sensors and actuators can get attacked. Thence, the traditional design paradigms over matroid-constraints become insufficient, and in contrast, resilient designs against attacks or failures become important. However, no approximation algorithms are known for their solution; relevantly, the problem of resilient maximization over matroid constraints is NP-hard. In the second part of this thesis we motivate the general problem of resilient maximization over matroid constraints, and propose the first algorithms to address it, to protect that way any design over matroid constraints, not only within the boundaries of control, sensing, and robotics, but also within machine learning, facility location, and matroid-constrained optimization in general. In particular, in the second part of this thesis we provide the first algorithms, and prove they achieve the following characteristics: resiliency: the algorithms are valid for any number of attacks or failures; adaptiveness: where applicable, at each time step the algorithms select system elements based on both the history of selections, and on the history of attacks or failures; provable approximation guarantees: the algorithms guarantee for any submodular or merely monotone function a solution close to the optimal; minimal running time: the algorithms terminate with the same running time as state-of-the-art algorithms for matroid-constrained maximization. We bound the performance of our algorithms by using notions of curvature for monotone (not necessarily submodular) set functions, which are established in the literature of submodular maximization. In the third and final part of this thesis we apply our tools for resilient maximization in robotics, and in particular, to the problem of active information gathering with mobile robots. This problem calls for the motion-design of a team of mobile robots so to enable the effective information gathering about a process of interest, to support, e.g., critical missions such as hazardous environmental monitoring, and search and rescue. Therefore, in the third part of this thesis we aim to protect such multi-robot information gathering tasks against attacks or failures that can result to the withdrawal of robots from the task. We conduct both numerical and hardware experiments in multi-robot multi-target tracking scenarios, and exemplify the benefits, as well as, the performance of our approach

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 $\ell_2$ 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 $\ell_2$ norm.}} Simulation results demonstrate efficacy of the randomized greedy algorithm in a comparison with greedy and semidefinite programming relaxation methods

Sequential Detection with Mutual Information Stopping Cost

This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision is characterized by a monotone policy on the partially ordered set of positive definite covariance matrices. This monotone structure implies that numerically efficient algorithms can be designed to estimate and implement monotone parametrized decision policies.The sequential detection problem is motivated by applications in radar scheduling where the aim is to maintain the mutual information of all targets within a specified bound. We illustrate the problem formulation and performance of monotone parametrized policies via numerical examples in fly-by and persistent-surveillance applications involving a GMTI (Ground Moving Target Indicator) radar

Minimal Reachability is Hard To Approximate

In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity hypothesis, we show that this problem cannot be efficiently solved or approximated in polynomial, or even quasi-polynomial, time

Structure-Enhanced DRL for Optimal Transmission Scheduling

Remote state estimation of large-scale distributed dynamic processes plays an important role in Industry 4.0 applications. In this paper, we focus on the transmission scheduling problem of a remote estimation system. First, we derive some structural properties of the optimal sensor scheduling policy over fading channels. Then, building on these theoretical guidelines, we develop a structure-enhanced deep reinforcement learning (DRL) framework for optimal scheduling of the system to achieve the minimum overall estimation mean-square error (MSE). In particular, we propose a structure-enhanced action selection method, which tends to select actions that obey the policy structure. This explores the action space more effectively and enhances the learning efficiency of DRL agents. Furthermore, we introduce a structure-enhanced loss function to add penalties to actions that do not follow the policy structure. The new loss function guides the DRL to converge to the optimal policy structure quickly. Our numerical experiments illustrate that the proposed structure-enhanced DRL algorithms can save the training time by 50% and reduce the remote estimation MSE by 10% to 25% when compared to benchmark DRL algorithms. In addition, we show that the derived structural properties exist in a wide range of dynamic scheduling problems that go beyond remote state estimation.Comment: Paper submitted to IEEE. Copyright may be transferred without notice, after which this version may no longer be accessible. arXiv admin note: substantial text overlap with arXiv:2211.1082