Sensor Selection for Estimation with Correlated Measurement Noise

DOI10.1109/TSP.2016.2550005MaRDI QIDQ4619658zbMATH OpenWikidataFDO

Authors Sijia Liu, Sundeep Prabhakar Chepuri, Makan Fardad, Engin Maşazade, Pramod K. Varshney, G. Leus

Publication date 7 February 2019

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

Full work available at URL https://arxiv.org/abs/1508.03690

Mathematics Subject Classification ID

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

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.

Cited in

(8)

• A new sensor selection scheme for Bayesian learning based sparse signal recovery in WSNs
• Optimal sensor communications in presence of transmission delays and bandwidth limitations
• Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations
• Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review
• Learning methods for structural damage detection via entropy‐based sensors selection
• Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty
• Study of MVDR beamforming with spatially distributed source: theoretical analysis and efficient microphone array geometry optimization method
• An a priori method for estimating the informativeness of the configuration of sensor placement when solving inverse problems of remote sensing

This page was built for publication: Sensor Selection for Estimation with Correlated Measurement Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4619658)