A Separation Theorem for Joint Sensor and Actuator Scheduling with Guaranteed Performance Bounds

Abstract: We study the problem of jointly designing a sparse sensor and actuator schedule for linear dynamical systems while guaranteeing a control/estimation performance that approximates the fully sensed/actuated setting. We further prove a separation principle, showing that the problem can be decomposed into finding sensor and actuator schedules separately. However, it is shown that this problem cannot be efficiently solved or approximated in polynomial, or even quasi-polynomial time for time-invariant sensor/actuator schedules; instead, we develop deterministic polynomial-time algorithms for a time-varying sensor/actuator schedule with guaranteed approximation bounds. Our main result is to provide a polynomial-time joint actuator and sensor schedule that on average selects only a constant number of sensors and actuators at each time step, irrespective of the dimension of the system. The key idea is to sparsify the controllability and observability Gramians while providing approximation guarantees for Hankel singular values. This idea is inspired by recent results in theoretical computer science literature on sparsification.