From: Greedy selection of sensors with measurements under correlated noise
Method | Optimality criteria | Decomposition | Operation count |
---|---|---|---|
GSS [5] | \(\log \det \left( {\textbf{H}}_S^\top {\textbf{H}}_S\right)\) | - | \(O(Np^2|S|)\) |
GSS-QR [4] | \(\parallel {\textbf{H}}_{S}^+\parallel _F^2\) | QR | \(O(Np|S|^2)\) |
\(\log \det \left( {\textbf{H}}_S^\top {\textbf{K}}_S^{-1}{\textbf{H}}_S\right)\) | - | \(O(N|S|^3)\) | |
Proposed method | \(\log \det \left( {\textbf{H}}_S^\top {\textbf{K}}_S^{-1}{\textbf{H}}_S\right)\) | QR, LU | \(O(Np|S|^2)\) |