On the state estimation problem for discrete ensembles from discrete-time output snapshots

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We consider the problem of reconstructing the initial states of a group of structurally identical LTI systems in the situation that output measurements of the individual systems in the group are received at discrete time steps and in an anonymized manner: While we do know all output measurements of the individual systems in the group, we do not know which output measurement corresponds to which system. This specific state estimation problem is motivated by emerging problems in applied fields that are dealing with populations of structurally identical systems for which it is only possible to measure the population as a whole, e.g. due to economic or technological reasons. We adopt a measure theoretical approach in which the group is modelled by an LTI system describing the structure of the individual systems and an initial state which is expressed by a discrete measure. We derive characterizations for the state estimation to admit a unique solution.