C-SE15 (ECmath) :
Optimal Network Sensor Placement for Energy Efficiency

This research is carried out in the framework of Matheon supported by Einstein Foundation Berlin

Project head: Carlos N. Rautenberg
Internal (ECMath) cooperation: SE5, OT1, SE1
External cooperation: John A. Burns (Virginia Tech)

Project Description

The optimal sensor placement problem for the estimation of the temperature distribution in buildings is a highly nonlinear and multi-scale problem where stochastic perturbations are usually present. The main goal here is to properly locate sensors in order to reliably estimate the temperature distribution in certain areas. Since feedback controllers are usually in use, a proper estimation of the state is of utmost importance in order to reduce energy consumption of such controllers. Closely related to the sensor placement problem is the design of certain features in buildings that also would improve the estimation of the state. This issue includes location of inflow and outflow vents and of heat sources and insulated regions.

Optimal Sensor Placement

The main objective consists in locating of a finite number of sensors within an admissible location while a certain minimum distance among them is maintained and a prescribed criterium for information quality is optimized.

Although ideally the sensor/actuator location and design problems are dealt with simultaneously, we focus primarily on sensor location since it is cheaper to re-locate sensor networks (than to re-design and/or re-locate actuators). Furthermore, in most scenarios, the control system is a feedback closed-loop controller that benefits from the better quality of the information coming from the re-located sensor.

In mathematical terms, we assume $\Omega$ is a room or building where sensors are placed and there is a ventilation system involving outlets and inlets; see Figure 1. The temperature of the room on the time interval $(0,T)$ is determined by $u$ such that $u:(0,T)\times\Omega\to\mathbb{R}$, and it is advected by the velocity profile of the air $\mathbf{v}:(0,T)\times \Omega\to \mathbb{R}^n$ . In general, we assume that the velocity profile satisfies the Navier-Stokes equation \begin{equation}\tag{NS}\label{eq:NS} \begin{aligned} \partial_t \mathbf{v}+\mathbf{v}\cdot \nabla \mathbf{v}-(1/\mathrm{Re})\Delta\mathbf{v}+\nabla p&=0, \qquad \text{ on } (0,T)\times\Omega \end{aligned} \end{equation} with additional compressibility assumptions, mixed boundary conditions and $\mathbf{v}(0, \cdot)=\mathbf{v}_0$ on $\Omega$. Here, $\mathrm{Re}$ is the Reynolds number, $p:(0,T)\times \Omega\to \mathbb{R}$ denotes the pressure, and $\mathbf{v}_0:\Omega\to \mathbb{R}^n$ is prescribed. In Figure 2, we find the streamlines obtained from $\mathbf{v}$ from the example of Figure 1.

Figure 1. - Prototypical room.
Figure 2. - Streamlines associated to $\mathbf{v}:\Omega\to\mathbb{R}^{3\times 3}$.

The convection-diffusion process is perturbed by an stochastic (Wiener) process $\eta$. We measure $u$ with a sensor in location $x$ by a weighted average within an effective range and obtain an output $h_x$ which is also perturbed by an stochastic process $\nu$. The system satisfied by these variables is given by \begin{align*} \partial_tu&=\alpha\Delta u+\mathbf{v}\cdot\nabla u+ \eta;\\ h_x&=C(x)u+\nu; \end{align*} where the sensor action is determined by $ C(x)w=\int_{\Omega}K(y-x)w(y) dy,$ and with $K$ some kernel function defined by properties of the sensor. An appropriate criteria for where sensor is placed is obtained by trying to minimize the expected value of $\|u-\tilde{u}_x\|^2_{L^2(\Omega)}$ where $\tilde{u}_x$ is the output of the Kalman Filter . Even for simple problems, the isosurfaces of \begin{equation} x\mapsto J(x):=\int_0^1 \mathbb{E}\|u-\tilde{u}_x\|_{L^2(\Omega)}^2 dt \end{equation} seem to be associated to non-convex problems. This is evidenced (for the example of Figure 1) by Figure 3 and 4, where the distribution of $x\mapsto J(x)$ on the walls, and the associated isosurfaces for $x\mapsto J(x)$ inside the domain are shown, respectively.

Upon discretization, for the computation of $J(x)$, the problem reduces (in many cases) to the resolution of a sequence of large-scale algebraic Riccati equations: $A\Sigma+\Sigma A^*+BB^*-\Sigma C^* C\Sigma=0$ where $A\in \mathbb{R}^{n\times n}$, $B\in \mathbb{R}^{n\times m}$, $C\in \mathbb{R}^{p\times n}$, and $n$ is significantly large: within the range $10^4-10^6$. This implies that several computational and storage challenges are present, since even the storage of $A$ can easily exceed memory capacity.

Figure 3.- Colormap of $\partial\Omega\ni x\mapsto J(x)$. Figure 4.- Isosurfaces of $\Omega\ni x\mapsto J(x)$.

Robust Sensor Placement

An important problem in sensor placement concerns the robustness of the sensor location with respect to perturbations $\mathbf{h}$ of the velocity profile $\mathbf{v}$. This pertains to the issue of the sensitivity of the map $\mathbf{h}\mapsto J(x;\mathbf{h})$ defined as \begin{equation} J(x;\mathbf{h}):=\int_0^1 \mathbb{E}\|u^{\mathbf{h}}-\tilde{u}_x^{\mathbf{h}}\|_{L^2(\Omega)}^2 dt, \end{equation} where $u^{\mathbf{h}}$ is the solution to the convection-difussion stochastic process with velocity profile $\mathbf{v}+\mathbf{h}$ and $\tilde{u}_x^{\mathbf{h}}$ the output of the associated generalized Kalman-Bucy filter.
In fact, a sensor location may be optimal for a specific velocity profile, but adding a small perturbation to it may render this location subpar. This is indeed the situation encountered within the placement of thermostats in large buildings.
A number of obstacles and questions, in the theoretical and numerical aspects, are found in this setting. They involve appropriate function space frameworks for the study of sensitivities, study of the stochastic properties of $u$ and tailored model reduction techniques for the discretization and further numerical implementation of the problem.

Once identified the space of admissible perturbations $\mathbf{H}(\Omega)$ and provided that $\mathbf{h}\mapsto J(x;\mathbf{h})$ is directional differentiable, then an appropriate measure of robustness for sensor location is \begin{equation} G(x):=\sup_{|\mathbf{z}|_{\mathbf{H}(\Omega)}\leq M} D_{\mathbf{h}}J(x;\mathbf{0})\mathbf{z}, \end{equation} where $D_{\mathbf{h}}J(x;\mathbf{0})\mathbf{z}$ is the directional derivative at zero in the direction $\mathbf{z}$, and $M>0$ is an energy bound of the perturbations. It follows that lower values of $G$ are desirable.
The accurate estimation functional $J$ and the robustness measure $G$ are now two objective functionals that we desire to minimize simultaneously. However, their structure is significantly different: good places of estimation are not robust places, and vice-versa.
In Figure 5, we observe the stationary velocity profile $\mathbf{v}$ solution to Navier-Stokes in a geometry resembling an airport. In Figure 6, $x\mapsto J(x)$ is depicted, and the location of an optimal place for estimation is observed. Figure 7 shows the structure of the robustness functional $x\mapsto G(x)$ when perturbations are generated on the inlet closest to the least robust place. It becomes apparent that both structures are non-trivial are highly geometry dependent.

Figure 5.- Velocity profile $\mathbf{v}$ solution to Navier-Stokes in a prototypical airport with many inlets/outlets. Figure 6.- Accurate estimation functional $x\mapsto J(x)$. Note that corners are edges are bad estimation locations. Figure 7.-Robustness measure functional $x\mapsto G(x)$. Note that the scale depends on the perturbation bound $M>0$.

Publications related to the project

Refereed publications and preprints of submitted articles

[R1] J. A. Burns and C. N. Rautenberg. Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators, SIAM J. Control Optim., 53(5), pp. 2846-2877, 2015.
[R2] M. Hintermüller and C. N. Rautenberg. On the density of classes of closed convex sets with pointwise constraints in Sobolev spaces , Journal of Mathematical Analysis and Applications, 426(1), pp. 585-593, 2015.
[R3] J. A. Burns and C. N. Rautenberg. The Infinite Dimensional Optimal Filtering Problem With Mobile and Stationary Sensor Networks, Numerical Functional Analysis and Optimization (Taylor & Francis), 36(2), pp. 181-224, 2015
[R4] M. Hintermüller and C. N. Rautenberg. On the Uniqueness and Numerical Approximation of Solutions to certain Parabolic Quasi-variational Inequalities, WIAS Preprint No. 2237, (2016). Accepted for publication in Portugaliae Mathematica.
[R5] M. Hintermüller and C. N. Rautenberg. Optimal selection of the regularization function in a generalized total variation model. Part I: Modelling and theory. WIAS Preprint No. 2235, (2016) . Submitted to Journal of Mathematical Imaging and Vision.
[R6] M. Hintermüller, A. Langer, C. N. Rautenberg, and T. Wu. Optimal selection of the regularization function in a generalized total variation model. Part II: Algorithm, its analysis and numerical tests. WIAS Preprint No. 2236, (2016). Submitted to Journal of Mathematical Imaging and Vision.
[R7] M. Hintermüller, C. N. Rautenberg, and S. Rösel. Density of convex intersections and applications. WIAS Preprint No. 2333, (2016).
[R8] M. Hintermüller, K. Papafitsoros, and C. N. Rautenberg . Analytical aspects of spatially adapted total variation regularisation WIAS Preprint No. 2293, (2016). Submitted to SIAM Journal on Mathematical Analysis.
[R9] H. Antil, and C. N. Rautenberg. Fractional Elliptic Quasi-Variational Inequalities: Theory and Numerics . (available on demand), (2016). Submitted to Interfaces and Free Boundaries.
[R10] M. Hintermüller, C. N. Rautenberg. Optimal sensor placement: A robust approach WIAS Preprint No. 2287, (2016) . Submitted to SIAM Journal on Control and Optimization.

Papers to be submitted

[R11] M. Hintermüller, C. N. Rautenberg, and N. Strogies. Dissipative and non-dissipative evolutionary quasi-variational inequalities with gradient constraints.
[R12] M. Hintermüller, M. Kanitsar, and C. N. Rautenberg. Shape optimization for Navier-Stokes flow with mixed boundary conditions and industrial applications.
[R13] M. Hintermüller, K. Papafitsoros, and C. N. Rautenberg . Singular mollifiers and applications.

Project Related Talks

[T1] Optimal and Robust Sensor Placement at Computational Methods for Control of Infinite-dimensional Systems, University of Minnesota, Minneapolis (MN), US, March 14-18, 2016.
[T2] On the optimal sensor placement problem at the XXIV Congreso de Ecuaciones Diferenciales y Aplicaciones / XIV Congreso de Matemática Aplicada (XXIV CEDYA / XIV CMA), University of Cadiz (Universidad de Cádiz), Cádiz, Spain, June 8-12, 2015.
[T3] Robust Optimal Sensor Placement at the IV International Conference on Applied Mathematics, Design and Control: Mathematical Methods and Modelling in Engineering and Life Sciences, San Martin National University (Universidad Nacional de San Martín), Buenos Aires, Argentina, November 4-6, 2015.