Measurement Bounds for Observability of Linear Dynamical Systems Under Sparsity Constraints

You are here

Top Reasons to Join SPS Today!

1. IEEE Signal Processing Magazine
2. Signal Processing Digital Library*
3. Inside Signal Processing Newsletter
4. SPS Resource Center
5. Career advancement & recognition
6. Discounts on conferences and publications
7. Professional networking
8. Communities for students, young professionals, and women
9. Volunteer opportunities
10. Coming soon! PDH/CEU credits
Click here to learn more.

Measurement Bounds for Observability of Linear Dynamical Systems Under Sparsity Constraints

By: 
Geethu Joseph, Chandra Ramabhadra Murthy

In this paper, we address the problem of observability of a linear dynamical system from compressive measurements and the knowledge of its external inputs. Observability of a high-dimensional system state in general requires a correspondingly large number of measurements. We show that if the initial state vector admits a sparse representation, the number of measurements can be significantly reduced by using random projections for obtaining the measurements. Our analysis gives sufficient conditions for the restricted isometry property of the observability matrix to hold, which leads to guarantees for the observability of the system. Our results depend only on the properties of system transfer and observation matrices, and are derived using tools from probability theory and compressed sensing. Unlike the prior work in this direction, our results are applicable to systems with an arbitrary nonzero system transfer matrix. Moreover, our results are stronger than the existing results in the regime where they are comparable.

Table of Contents:

TSP Featured Articles

SPS on Facebook

SPS on Twitter

SPS Videos


Signal Processing in Home Assistants

 


Multimedia Forensics


Careers in Signal Processing             

 


Under the Radar