Year: 2017
Type: article
Abstract: In an age of exponentially increasing data generation, performing inference tasks by utilizing the available information in its entirety is not always an affordable option. This paper puts forth approaches to render tracking of large-scale dynamic processes via a Kalman filter affordable, by processing a reduced number of data. Three distinct methods are introduced for reducing the number of data involved in the correction step of the filter. Toward this goal, the first two methods employ random projections and innovation-based censoring to effect dimensionality reduction and measurement selection, respectively. The third method achieves reduced complexity by leveraging sequential processing of observations and selecting a few informative updates based on an information-theoretic metric. Simulations on synthetic data compare the proposed methods with competing alternatives, and corroborate their efficacy in terms of estimation accuracy over complexity reduction. Finally, monitoring large networks is considered as an application domain, with the proposed methods tested on Kronecker graphs to evaluate their efficiency in tracking traffic matrices and time-varying link costs.
Institution: University of Minnesota
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Awards: CyberSEES: Type 2: Collaborative Research: Tenable Power Distribution Networks, EAGER-DynamicData: Judicious Censoring, Random Sketching, and Efficient Validate for Learning Patterns from Dynamically-Changing and Large-Scale Data Sets, G5385673730, EAGER: Nonlinear and Data-Adaptive Compressive Sampling for Big Data Processing, G6056060153, G7452299184
OpenAlex ID: W2394537223