Given a linear dynamical system affected by noise, we consider the problem of optimally placing sensors (at design-time) subject to certain budget constraints to minimize the trace of the steady-state error covariance of the Kalman filter. Previous work has shown that this problem is NP-hard in general. In this paper, we impose additional structure by considering systems whose dynamics are given by a stochastic matrix corresponding to an underlying consensus network. In the case when there is a single input at one of the nodes in a tree network, we provide an optimal strategy (computed in polynomial-time) to place the sensors over the network. However, we show that when the network has multiple inputs, the optimal sensor placement problem becomes NP-hard.
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On the Complexity and Approximability of Optimal Sensor Selection for Kalman Filtering
Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter. Previous work has shown that this problem is NP-hard for certain classes of systems and sensor costs; in this paper, we show that the problem remains NP-hard even for the special case where the system is stable and all sensor costs are identical. Furthermore, we show the stronger result that there is no constant-factor (polynomial-time) approximation algorithm for this problem. This contrasts with other classes of sensor selection problems studied in the literature, which typically pursue constant-factor approximations by leveraging greedy algorithms and submodularity of the cost function. Here, we provide a specific example showing that greedy algorithms can perform arbitrarily poorly for the problem of design-time sensor selection for Kalman filtering.
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- Award ID(s):
- 1635014
- NSF-PAR ID:
- 10068255
- Date Published:
- Journal Name:
- 2018 Annual American Control Conference (ACC)
- Page Range / eLocation ID:
- 5049 to 5054
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.23919/ACC.2018.8431016
