Sensor Selection via Convex Optimization

S. Joshi and S. Boyd

IEEE Transactions on Signal Processing, 57(2):451-462, February 2009.

We consider the problem of choosing a set of k sensor measurements, from a set of m possible or potential sensor measurements, that minimizes the error in estimating some parameters. Solving this problem by evaluating the performance for each of the m choose k possible choices of sensor measurements is not practical unless m and k are small. In this paper we describe a heuristic, based on convex optimization, for approximately solving this problem. Our heuristic gives a subset selection as well as a bound on the best performance that can be achieved by any selection of k sensor measurements. There is no guarantee that the gap between the performance of the chosen subset and the performance bound is always small; but numerical experiments suggest that the gap is small in many cases. Our heuristic method requires on the order of m^3 operations; for m=1000 possible sensors, we can carry out sensor selection in a few seconds on a 2 GHz personal computer.