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   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.
['Siddharth Joshi', 'Stephen P. Boyd']
Sensor Selection via Convex Optimization