Data sketching for large-scale Kalman filtering

Dimitris Berberidis; Georgios B. Giannakis

doi:10.1109/ICASSP.2016.7472868

Data sketching for large-scale Kalman filtering

Dimitris Berberidis, Georgios B. Giannakis

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

6 Scopus citations

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. The present paper puts forth approaches to render tracking of large-scale dynamic processes affordable, by processing a reduced number of data. Two distinct methods are introduced for reducing the number of data involved per time step. The first method builds on reduction using low-complexity random projections, while the second performs censoring for data-adaptive measurement selection. Simulations on synthetic data, compare the proposed methods with competing alternatives, and corroborate their efficacy in terms of estimation accuracy over complexity reduction.

Original language	English (US)
Title of host publication	2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	6195-6199
Number of pages	5
ISBN (Electronic)	9781479999880
DOIs	https://doi.org/10.1109/ICASSP.2016.7472868
State	Published - May 18 2016
Event	41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Shanghai, China Duration: Mar 20 2016 → Mar 25 2016

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2016-May
ISSN (Print)	1520-6149

Other

Other	41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016
Country/Territory	China
City	Shanghai
Period	3/20/16 → 3/25/16

Bibliographical note

Funding Information:
Work in this paper was supported by the MURI AFOSR FA9550-10-1-0567, NIH Grant No. 1R01GM104975-01, and NSF grants 1343860, 1442686, 1500713 and 1514056

Publisher Copyright:
© 2016 IEEE.

Keywords

Kalman filter
censoring
dimensionality reduction
random projections
tracking

Publisher link

10.1109/ICASSP.2016.7472868

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Berberidis, D., & Giannakis, G. B. (2016). Data sketching for large-scale Kalman filtering. In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings (pp. 6195-6199). Article 7472868 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2016-May). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2016.7472868

Data sketching for large-scale Kalman filtering. / Berberidis, Dimitris; Giannakis, Georgios B.
2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016. p. 6195-6199 7472868 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2016-May).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Berberidis, D & Giannakis, GB 2016, Data sketching for large-scale Kalman filtering. in 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings., 7472868, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2016-May, Institute of Electrical and Electronics Engineers Inc., pp. 6195-6199, 41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016, Shanghai, China, 3/20/16. https://doi.org/10.1109/ICASSP.2016.7472868

Berberidis D, Giannakis GB. Data sketching for large-scale Kalman filtering. In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2016. p. 6195-6199. 7472868. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). doi: 10.1109/ICASSP.2016.7472868

Berberidis, Dimitris ; Giannakis, Georgios B. / Data sketching for large-scale Kalman filtering. 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2016. pp. 6195-6199 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

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Data sketching for large-scale Kalman filtering

Abstract

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