Controllability and observability have long been recognized as fundamental structural properties of dynamical systems, but have recently seen renewed interest in the context of large, complex networks of dynamical systems. A basic problem is sensor and actuator placement: choose a subset from a finite set of possible placements to optimize some real-valued controllability and observability metrics of the network. Surprisingly little is known about the structure of such combinatorial optimization problems. In this paper, we show that an important class of metrics based on the controllability and observability Gramians has a strong structural property that allows efficient global optimization: the mapping from possible placements to the trace of the associated Gramian is a modular set function. We illustrate the results via placement of power electronic actuators in a model of the European power grid.
We consider the time-varying actuator placement in continuous time, where the goal is to maximize the trace of the controllability Grammian. A natural relaxation of the problem is to allow the binary $\{0,1\}$ variable indicating whether an actuator is used at a given time to take on values in the closed interval $[0,1]$. We show that all optimal solutions of both the original and the relaxed problems can be given via an explicit formula, and that, as long as the input matrix has no zero columns, the solutions sets of the original and relaxed problem coincide.
Actuator placement is a fundamental problem in control design for large-scale networks. In this paper, we study the problem of finding a set of actuator positions by minimizing a given metric, while satisfying a structural controllability requirement and a constraint on the number of actuators. We first extend the classical forward greedy algorithm for applications to graphs that are not necessarily strongly connected. We then improve this greedy algorithm by extending its horizon. This is done by evaluating the actuator position set expansions at the further steps of the classical greedy algo…
We study the problem of actuator and sensor placement in a linear advection partial differential equation (PDE). The problem is motivated by its application to actuator and sensor placement in building systems for the control and detection of a scalar quantity such as temperature and contaminants. We propose a gramian based approach to the problem of actuator and sensor placement. The special structure of the advection PDE is exploited to provide an explicit formula for the controllability and observability gramian in the form of a multiplication operator. The explicit formula for the gramian,…
Actuator placement is an active field of research which has received significant attention for its applications in complex dynamical networks. In this paper, we study the problem of finding a set of actuator placements minimizing the metric that measures the average energy consumed for state transfer by the controller, while satisfying a structural controllability requirement and a cardinality constraint on the number of actuators allowed. As no computationally efficient methods are known to solve such combinatorial set function optimization problems, two greedy algorithms, forward and reverse…
We consider linear systems subject to packet dropouts and obtain necessary and sufficient conditions for an arbitrary state transfer and state estimation over a finite time instance $T$. The data loss signal is modeled using the Bernoulli random variable. We leverage properties of the Hadamard product in our approach and use the derived necessary and sufficient conditions to compute the probability that an arbitrary state transfer is possible at a specified time instant. Similarly, the probability of finding an exact state estimate is found using the observability counterparts of the results. …
Given a linear dynamical system affected by noise, we study the problem of optimally placing sensors (at design-time) subject to a sensor placement budget constraint in order to minimize the trace of the steady-state error covariance of the corresponding Kalman filter. While this problem is NP-hard in general, we consider the underlying graph associated with the system dynamics matrix, and focus on the case when there is a single input at one of the nodes in the graph. We provide an optimal strategy (computed in polynomial-time) to place the sensors over the network. Next, we consider the prob…
In this paper, the problem of placing sensors for some classes of nonlinear dynamic systems (NDS) is investigated. In conjunction with mixed-integer programming, classical Lyapunov-based arguments are used to find the minimal sensor configuration such that the NDS internal states can be observed while still optimizing some estimation metrics. The paper's approach is based on two phases. The first phase assumes that the encompassed nonlinearities belong to one of the following function set classifications: bounded Jacobian, Lipschitz continuous, one-sided Lipschitz, or quadratically inner-bound…
A problem of vibration control of smart beams was addressed in various publications which primarily utilize collocated sensors and actuators and neglect the effect of measurement noise in the observer design. This paper develops a natural design of an output controller which utilizes an eigenfunction approximation of initial continuous model, eliminates control spillover, and consequently leads to an efficient controller which marginalizes effect of bounded system and measurement disturbances while reducing beam vibrations. It is demonstrated that this control approach can be attained by a non…
Sensor placement and feature selection are critical steps in engineering, modeling, and data science that share a common mathematical theme: the selected measurements should enable solution of an inverse problem. Most real-world systems of interest are nonlinear, yet the majority of available techniques for feature selection and sensor placement rely on assumptions of linearity or simple statistical models. We show that when these assumptions are violated, standard techniques can lead to costly over-sensing without guaranteeing that the desired information can be recovered from the measurement…
One of the essential elements in implementing a closed-loop irrigation system is soil moisture estimation based on a limited number of available sensors. One associated problem is the determination of the optimal locations to install the sensors such that good soil moisture estimation can be obtained. In our previous work, the modal degree of observability was employed to address the problem of optimal sensor placement for soil moisture estimation of agro-hydrological systems. It was demonstrated that the optimally placed sensors can improve the soil moisture estimation performance. However, i…
This paper solves the sparsest feedback selection problem for linear time invariant structured systems, a long-standing open problem in structured systems. We consider structurally cyclic systems with dedicated inputs and outputs. We prove that finding a sparsest feedback selection is of linear complexity for the case of structurally cyclic systems with dedicated inputs and outputs. This problem has received attention recently but key errors in the hardness-proofs have resulted in an erroneous conclusion there. This is also elaborated in this brief paper together with a counter-example.
PySensors is a Python package for selecting and placing a sparse set of sensors for classification and reconstruction tasks. Specifically, PySensors implements algorithms for data-driven sparse sensor placement optimization for reconstruction (SSPOR) and sparse sensor placement optimization for classification (SSPOC). In this work we provide a brief description of the mathematical algorithms and theory for sparse sensor optimization, along with an overview and demonstration of the features implemented in PySensors (with code examples). We also include practical advice for user and a list of po…
The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of this problem and then extend a well-established QR-based greedy algorithm for the optimal sensor placement problem without cost constraints. We demonstrate the effectiveness of this algorithm on data sets related to facial recognition, climate science, and fluid mechanics. This algorithm is scalable and often identifies sparse sensors with near optimal reconst…
Sensor placement via large deviations in the Eikonal equation
Nîmes University(尼姆大学);Friedrich-Alexander-Universität Erlangen-Nürnberg(埃尔朗根-纽伦堡大学);University of Deusto(德乌斯托大学);Universidad Autónoma de Madrid(马德里自治大学)
Quantum annealing has emerged in the last few years as a promising quantum computing approach to solving large-scale combinatorial optimization problems. In this paper, we formulate the problem of correctly placing pressure sensors on a Water Distribution Network (WDN) as a combinatorial optimization problem in the form of a Quadratic Unconstrained Binary Optimization (QUBO) or Ising model. Optimal sensor placement is indeed key to detect and isolate fault events. We outline the QUBO and Ising formulations for the sensor placement problem starting from the network topology and few other featur…
In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the form of a continuous-time, two-timescale stochastic gradient descent algorithm, which recursively seeks to maximise the log-likelihood with respect to the unknown model parameters, and to minimise the expected mean squared error of the hidden state estimate with respect to the sensor locations. We also provide extensive numerical results illustrating the pe…
This paper regards the problem of optimally placing unreliable sensors in a one-dimensional environment. We assume that sensors can fail with a certain probability and we minimize the expected maximum distance from any point in the environment to the closest active sensor. We provide a computational method to find the optimal placement and we estimate the relative quality of equispaced and random placements. We prove that the former is asymptotically equivalent to the optimal placement when the number of sensors goes to infinity, with a cost ratio converging to 1, while the cost of the latter …