The problem of choosing the best subset of sensors that guarantees a certain estimation performance is referred to as sensor selection. In this paper, we focus on observations that are related to a general non-linear model. The proposed framework is valid as long as the observations are independent, and its likelihood satisfies the regularity conditions. We use several functions of the Cramér-Rao bound (CRB) as a performance measure. We formulate the sensor selection problem as the design of a sparse vector, which in its original form is a nonconvex -(quasi) norm optimization problem. We present relaxed sensor selection solvers that can be efficiently solved in polynomial time. The proposed solvers result in sparse sensing techniques. We also propose a projected subgradient algorithm that is attractive for large-scale problems. The developed theory is applied to sensor placement for localization.Index Terms-Convex optimization, Cramér-Rao bound, nonlinear models, projected subgradient algorithm, sensor networks, sensor placement, sensor selection, sparse sensing, sparsity.
Abstract-In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the trace of the inverse of the Bayesian Fisher information matrix, is minimized subject to energy constraints. Fisher information has been widely used as an effective sensor selection criterion. However, existing information-based sensor selection methods are limited to the case of uncorrelated noise or weakly correlated noise due to the use of approximate metrics. By contrast, here we derive the closed form of the Fisher information matrix with respect to sensor selection variables that is valid for any arbitrary noise correlation regime, and develop both a convex relaxation approach and a greedy algorithm to find near-optimal solutions. We further extend our framework of sensor selection to solve the problem of sensor scheduling, where a greedy algorithm is proposed to determine non-myopic (multi-time step ahead) sensor schedules. Lastly, numerical results are provided to illustrate the effectiveness of our approach, and to reveal the effect of noise correlation on estimation performance.
In this paper, we are interested in learning the underlying graph structure behind training data. Solving this basic problem is essential to carry out any graph signal processing or machine learning task. To realize this, we assume that the data is smooth with respect to the graph topology, and we parameterize the graph topology using an edge sampling function. That is, the graph Laplacian is expressed in terms of a sparse edge selection vector, which provides an explicit handle to control the sparsity level of the graph. We solve the sparse graph learning problem given some training data in both the noiseless and noisy settings. Given the true smooth data, the posed sparse graph learning problem can be solved optimally and is based on simple rank ordering. Given the noisy data, we show that the joint sparse graph learning and denoising problem can be simplified to designing only the sparse edge selection vector, which can be solved using convex optimization.
Abstract-A fully asynchronous network with one sensor and anchors (nodes with known locations) is considered in this letter. We propose a novel asymmetrical time-stamping and passive listening (ATPL) protocol for joint clock synchronization and ranging. The ATPL protocol exploits broadcast to not only reduce the number of active transmissions between the nodes, but also to obtain more information. This is used in a simple estimator based on least-squares (LS) to jointly estimate all the unknown clock-skews, clock-offsets, and pairwise distances of the sensor to each anchor. The Cramér-Rao lower bound (CRLB) is derived for the considered problem. The proposed estimator is shown to be asymptotically efficient, meets the CRLB, and also performs better than the available clock synchronization algorithms.
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