Dynamic Weight Importance Sampling for Low Cost Spatiotemporal Sensing

Abstract

A simple and low cost dynamic weight importance sampling (DWIS) implementation is presented and discussed for spatiotemporal sensing of unknown correlated signals in sensor field. The spatial signal is compressed into its contour lines and a partitioned subset of sensors that their observations are in a given margin of the contour levels, is used for importance sampling. The selected sensor population is changed dynamically to maintain the low cost and acceptable spatial signal estimation from limited observations. The estimation performance, cost and convergence of the proposed approach is evaluated for spatial and temporal monitoring, using three different contour level definition schemes. The results show that using DWIS and modeling the spatial signal with contour lines is low cost. In this study the presence of noise in sensor observations is ignored. The number of participant sensors is taken as modeling cost.