State Estimation With Initial State Uncertainty

The problem of state estimation with initial state uncertainty is approached from a statistical decision theory point of view. The initial state is regarded as deterministic and unknown. It is only known that the initial state vector belongs to a specified parameter set. The (frequentist) risk is considered as the performance measure and the minimax approach is adopted. Minimax estimators are derived for some important cases of unbounded parameter sets. If the parameter set is bounded, a method of finding estimators whose maximum risk is arbitrarily close to that of a minimax estimator is provided. This method is illustrated with an example in which an estimator whose maximum risk is at most 3% larger than that of a minimax estimator is derived.     

Maximum Likelihood Localization of a Diffusive Point Source Using Binary Observations

In this paper, we investigate the problem of localization of a diffusive point source of gas based on binary observations provided by a distributed chemical sensor network. We motivate the use of the maximum likelihood (ML) estimator for this scenario by proving that it is consistent and asymptotically efficient, when the density of the sensors becomes infinite. We utilize two different estimation approaches, ML estimation based on all the observations (i.e., batch processing) and approximate ML estimation using only new observations and the previous estimate (i.e., real time processing). The performance of these estimators is compared with theoretical bounds and is shown to achieve excellent performance, even with a finite number of sensors