High-dimensional State Estimation Problem Research Articles

Multiple-source ellipsoidal localization using acoustic energy measurements

In this paper, the multiple-source ellipsoidal localization problem based on acoustic energy measurements is investigated via set-membership estimation theory. When the probability density function of measurement noise is unknown-but-bounded, multiple-source localization is a difficult problem since not only the acoustic energy measurements are complicated nonlinear functions of multiple sources, but also the multiple sources bring about a high-dimensional state estimation problem. First, when the energy parameter and the position of the source are bounded in an interval and a ball respectively, the nonlinear remainder bound of the Taylor series expansion is obtained analytically on-line. Next, based on the separability of the nonlinear measurement function, an efficient estimation procedure is developed. It solves the multiple-source localization problem by using an alternating optimization iterative algorithm, in which the remainder bound needs to be known on-line. For this reason, we first derive the remainder bound analytically. When the energy decay factor is unknown but bounded, an efficient estimation procedure is developed based on interval mathematics. Finally, numerical examples demonstrate the effectiveness of the ellipsoidal localization algorithms for multiple-source localization. In particular, our results show that when the noise is non-Gaussian, the set-membership localization algorithm performs better than the EM localization algorithm.

Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation

In this paper, we propose a new framework for solving state estimation problems with an additional sparsity-promoting $L_1$-regularizer term. We first formulate such problems as minimization of the sum of linear or nonlinear quadratic error terms and an extra regularizer, and then present novel algorithms which solve the linear and nonlinear cases. The methods are based on a combination of the iterated extended Kalman smoother and variable splitting techniques such as alternating direction method of multipliers (ADMM). We present a general algorithmic framework for variable splitting methods, where the iterative steps involving minimization of the nonlinear quadratic terms can be computed efficiently by iterated smoothing. Due to the use of state estimation algorithms, the proposed framework has a low per-iteration time complexity, which makes it suitable for solving a large-scale or high-dimensional state estimation problem. We also provide convergence results for the proposed algorithms. The experiments show the promising performance and speed-ups provided by the methods.

State-space solutions to the dynamic magnetoencephalography inverse problem using high performance computing

Determining the magnitude and location of neural sources within the brain that are responsible for generating magnetoencephalography (MEG) signals measured on the surface of the head is a challenging problem in functional neuroimaging. The number of potential sources within the brain exceeds by an order of magnitude the number of recording sites. As a consequence, the estimates for the magnitude and location of the neural sources will be ill-conditioned because of the underdetermined nature of the problem. One well-known technique designed to address this imbalance is the minimum norm estimator (MNE). This approach imposes an L(2) regularization constraint that serves to stabilize and condition the source parameter estimates. However, these classes of regularizer are static in time and do not consider the temporal constraints inherent to the biophysics of the MEG experiment. In this paper we propose a dynamic state-space model that accounts for both spatial and temporal correlations within and across candidate intra-cortical sources. In our model, the observation model is derived from the steady-state solution to Maxwell's equations while the latent model representing neural dynamics is given by a random walk process. We show that the Kalman filter (KF) and the Kalman smoother [also known as the fixed-interval smoother (FIS)] may be used to solve the ensuing high-dimensional state-estimation problem. Using a well-known relationship between Bayesian estimation and Kalman filtering, we show that the MNE estimates carry a significant zero bias. Calculating these high-dimensional state estimates is a computationally challenging task that requires High Performance Computing (HPC) resources. To this end, we employ the NSF Teragrid Supercomputing Network to compute the source estimates. We demonstrate improvement in performance of the state-space algorithm relative to MNE in analyses of simulated and actual somatosensory MEG experiments. Our findings establish the benefits of high-dimensional state-space modeling as an effective means to solve the MEG source localization problem.

Improved Multi-Aircraft Ground Trajectory Predictionfor Air Traffic Control

Accurate trajectory prediction plays a fundamental role in advanced air traffic control operations, because it forms the basis for (among others) conflict detection and resolution schemes. It has been demonstrated that improved trajectory prediction accuracy can be achieved using radar measurements for a single aircraft, but the benefits are expected to be much greater if one can fuse measurements from multiple aircraft at different locations and time instants. It is shown here how this multi-aircraft sensor fusion problem can be formulated as a high-dimensional state estimation problem. A novel particle filtering algorithm is developed to solve it in realistic scale situations. By exploiting the structure of the problem, one can address the technical challenges that arise in the process: efficiently handling the information, dealing with the estimation of a very high-dimensional state, and dealing with the nonlinear dynamics of aircraft motion and control. The effectiveness of the novel algorithms is demonstrated on feasibility studies involving multiple aircraft (from one to several hundred). The studies show that in the presence of multiple aircraft the trajectory prediction results approach the theoretical limit ofaccuracy under these conditions.