A scalable design of experiments framework for optimal sensor placement

We present a scalable design of an experiments framework for sensor placement in systems described by partial differential equations (PDEs). In particular, we aim to compute optimal sensor locations by minimizing the uncertainty of parameters estimated from Bayesian inverse problems. The resulting problem is a computationally intractable mixed-integer nonlinear program constrained by PDEs. We approach this problem with two heuristics used in compressed sensing and optimal control literature: a sparsity-inducing approach and a sum-up rounding approach. We also investigate metrics to guide the design of experiments (the total flow variance and the A-optimal design criterion) and analyze the effect of different noise structures (white and colored). Using an application in natural gas pipelines, we conclude that the sum-up rounding approach gives the best results and produces shrinking gaps with increasing mesh resolution. We also observe that convergence for the white noise measurement error case is slower than for the colored noise case. For A-optimal design, the solution is close to a uniform distribution of sensors along the pipeline while for the flow variance design the distribution is unstructured.