Sensor Selection for Hypothesis Testing: Complexity and Greedy Algorithms
Sensor Selection for Hypothesis Testing: Complexity and Greedy Algorithms
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DOI:
10.1109/cdc40024.2019.9029235
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发表时间:
2019-12
期刊:
影响因子:
--
通讯作者:
Lintao Ye;S. Sundaram
中科院分区:
文献类型:
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作者:
Lintao Ye;S. Sundaram
In this paper, we consider sensor selection for (binary) hypothesis testing. Given a pair of hypotheses and a set of candidate sensors to measure (detect) the signals generated under the hypotheses, we aim to select a subset of the sensors (under a budget constraint) that yields the optimal signal detection performance. In particular, we consider the Neyman-Pearson detector based on measurements of the chosen sensors. The goal is to minimize (resp., maximize) the miss probability (resp., detection probability) of the Neyman-Pearson detector, while satisfying the budget constraint. We first show that the sensor selection for the Neyman-Pearson detector problem is NP-hard. We then characterize the performance of greedy algorithms for solving the sensor selection problem when we consider a surrogate to the miss probability as an optimization metric, which is based on the Kullback-Leibler distance. By leveraging the notion of submodularity ratio, we provide a bound on the performance of greedy algorithms.