An algorithm to configure a large-scale monitoring network for parameter estimation of distributed systems

• Published in: ECC : 2007 European Control Conference : 2-5 July 2007 pp. 5015 - 5022
• Main Author: Ucinski, Dariusz
• Format: Conference Proceeding Journal Article
• Language: English
• Published: IEEE 01.07.2007
• Subjects: Algorithm design and analysis; Algorithms; Computer networks; Density; Linear matrix inequalities; Mathematical models; Networks; Optimization; Programming; Searching; Sensors; Symmetric matrices; Tin; Vectors; Weight reduction
• ISBN: 3952417386; 9783952417386
• DOI: 10.23919/ECC.2007.7068558

A computational procedure is presented for the design of a network of observation locations in a spatial domain that are supposed to be used while estimatng unknown parameters of a distributed parameter system. The problem is formulated as the determination of the density of gaged sites so as to maximize the log-determinant of the Fisher information matrix associated with the estimated parameters, subject to inequality constraints incorporating a maximum allowable sensor density in a given spatial domain. The search for the optimal solution is performed using a simplicial decomposition algorithm in which the restricted master problem reduces to an uncomplicated multiplicative weight optimization algorithm. The use of the proposed approach is illustrated by a numerical example involving sensor selection for a two-dimensional diffusion process.