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:
2019 IEEE 58th Conference on Decision and Control (CDC)
影响因子:
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通讯作者:
Lintao Ye;S. Sundaram
Lintao Ye;S. Sundaram
中科院分区:
其他
文献类型:
--
作者:
Lintao Ye;S. Sundaram

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在本文中,我们考虑用于(二元)假设检验的传感器选择。给定一对假设和一组用于测量(检测)假设下生成的信号的候选传感器,我们的目标是选择产生最佳信号检测性能的传感器子集(在预算约束下)。特别是,我们根据所选传感器的测量来考虑内曼-皮尔逊检测器。目标是最小化(或最大化)内曼-皮尔逊检测器的漏失概率(或检测概率),同时满足预算约束。我们首先证明 Neyman-Pearson 检测器问题的传感器选择是 NP 困难的。然后,当我们将错过概率的替代物视为优化指标(基于 Kullback-Leibler 距离)时,我们会描述解决传感器选择问题的贪婪算法的性能。通过利用子模块比的概念,我们为贪婪算法的性能提供了限制。
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.