139 research outputs found
Lessons from Islamic finance for a Greek debt swap deal
Greece and its creditors remain locked in a heated debate over how its debt should be financed. The newly elected Syriza government need to renegotiate their current bailout programme, in order to carry out their proposals to repeal austerity and re-invest in public services
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
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
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
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