Constrained Adaptive Sensing

DOI10.1109/TSP.2016.2597130MaRDI QIDQ4620997zbMATH OpenOpenAlexFDO

Authors Mark A. Davenport, Andrew K. Massimino, D. Needell, Tina Woolf

Publication date 8 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.05889

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Suppose that we wish to estimate a vector $mathbfxinmathbb{C}^n$ from a small number of noisy linear measurements of the form $mathbfy=mathbfAx+mathbfz$, where $mathbfz$ represents measurement noise. When the vector $mathbfx$ is sparse, meaning that it has only $s$ nonzeros with $slln$, one can obtain a significantly more accurate estimate of $mathbfx$ by adaptively selecting the rows of $mathbfA$ based on the previous measurements provided that the signal-to-noise ratio (SNR) is sufficiently large. In this paper we consider the case where we wish to realize the potential of adaptivity but where the rows of $mathbfA$ are subject to physical constraints. In particular, we examine the case where the rows of $mathbfA$ are constrained to belong to a finite set of allowable measurement vectors. We demonstrate both the limitations and advantages of adaptive sensing in this constrained setting. We prove that for certain measurement ensembles, the benefits offered by adaptive designs fall far short of the improvements that are possible in the unconstrained adaptive setting. On the other hand, we also provide both theoretical and empirical evidence that in some scenarios adaptivity does still result in substantial improvements even in the constrained setting. To illustrate these potential gains, we propose practical algorithms for constrained adaptive sensing by exploiting connections to the theory of optimal experimental design and show that these algorithms exhibit promising performance in some representative applications.

Cited in

(6)

• On the Fundamental Limits of Adaptive Sensing
• Event-triggered distributed estimation with decaying communication rate
• Sparse polynomial chaos expansions via compressed sensing and D-optimal design
• Smart wide-range measurements using adaptively adjusted sensors
• On the benefits of being constrained when receiving signals
• On computationally tractable selection of experiments in measurement-constrained regression models

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