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State Tracking of Linear Ensembles via Optimal Mass Transport
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).ORCID iD: 0000-0001-5158-9255
2018 (English)In: IEEE Control Systems Letters, ISSN 2475-1456, Vol. 2, no 2, p. 260-265Article in journal (Refereed) Published
Abstract [en]

We consider the problems of tracking an ensemble of indistinguishable agents with linear dynamics based only on output measurements. In this setting, the dynamics of the agents can be modeled by distribution flows in the state space and the measurements correspond to distributions in the output space. In this letter, we formulate the corresponding state estimation problem using optimal mass transport theory with prior linear dynamics, and the optimal solution gives an estimate of the state trajectories of the ensemble. For general distributions of systems this can be formulated as a convex optimization problem which is computationally feasible when the number of state dimensions is low. In the case where the marginal distributions are Gaussian, the problem is reformulated as a semidefinite programming problem and can be efficiently solved for tracking systems with a large number of states.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2018. Vol. 2, no 2, p. 260-265
Keywords [en]
Agents-based systems, ensemble estimation, linear systems, nonlinear filtering, optimal mass transport, Convex optimization, Statistical mechanics, Convex optimization problems, Corresponding state, Estimation problem, Marginal distribution, Optimal solutions, Semidefinite programming problem, State trajectory, Dynamics
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-247222DOI: 10.1109/LCSYS.2018.2827001Scopus ID: 2-s2.0-85057647773OAI: oai:DiVA.org:kth-247222DiVA, id: diva2:1301954
Note

QC 20190403

Available from: 2019-04-03 Created: 2019-04-03 Last updated: 2019-04-03Bibliographically approved

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Karlsson, Johan

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  • apa
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  • de-DE
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  • nn-NB
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  • Other locale
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