Greedy selection of sensors with measurements under correlated noise

We address the sensor selection problem where linear measurements under correlated noise are gathered at the selected nodes to estimate the unknown parameter. Since finding the best subset of sensor nodes that minimizes the estimation error requires a prohibitive computational cost especially for a large number of nodes, we propose a greedy selection algorithm that uses the log-determinant of the inverse estimation error covariance matrix as the metric to be maximized. We further manipulate the metric by employing the QR and LU factorizations to derive a simple analytic rule which enables an efficient selection of one node at each iteration in a greedy manner. We also make a complexity analysis of the proposed algorithm and compare with different selection methods, leading to a competitive complexity of the proposed algorithm. For performance evaluation, we conduct numerical experiments using randomly generated measurements under correlated noise and demonstrate that the proposed algorithm achieves a good estimation accuracy with a reasonable selection complexity as compared with the previous novel selection methods.