Trajectory Synthesis for Fisher Information Maximization

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however, given an initial estimate of the model parameters and an initial trajectory, we present a continuous-time optimization method that produces a locally optimal trajectory for parameter estimation in the presence of measurement noise. The optimization algorithm is formulated to find system trajectories that improve a norm on the Fisher information matrix. A double-pendulum cart apparatus is used to numerically and experimentally validate this technique. In simulation, the optimized trajectory increases the minimum eigenvalue of the Fisher information matrix by three orders of magnitude compared to the initial trajectory. Experimental results show that this optimized trajectory translates to an order of magnitude improvement in the parameter estimate error in practice.Comment: 12 page

Cosmology with anisotropic galaxy clustering from the combination of power spectrum and bispectrum

The apparent anisotropies of the galaxy clustering in observable redshift space provide a unique opportunity to simultaneously probe cosmic expansion and gravity on cosmological scales via the Alcock--Paczynski effect and redshift-space distortions. While the improved theoretical models have been proposed and developed to describe the apparent anisotropic clustering at weakly non-linear scales, the applicability of these models is still limited in the presence of the non--perturbative smearing effect caused by the randomness of the relative velocities. Although the cosmological constraint from the anisotropic clustering will be certainly improved with a more elaborate theoretical model, we here consider an alternative way by using the statistical power of both the power spectrum and bispectrum at large scales. Based on the Fisher matrix analysis, we estimate the benefit of combining the power spectra and bispectra, finding that the constraints on the cosmic expansion and growth of structure will be improved by a factor of two. This compensates for the loss of constraining power using the power spectrum alone due to the randomness of the relative velocities.Comment: 11 pages, 8 figures, preprint number YITP-15-

Adaptive Designs for Optimal Observed Fisher Information

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast to the common claim that the inverse of observed Fisher information is a better approximation to the variance of the maximum likelihood estimator. Observed Fisher information cannot be known a priori; however, if an experiment is conducted sequentially (in a series of runs) the observed Fisher information from previous runs is available. In the current work two adaptive designs are proposed that use the observed Fisher information from previous runs in the design of the current run.Comment: 19 pages, 2 figure

Determine measurement set for parameter estimation in biological systems modeling

Parameter estimation is challenging for biological systems modelling since the model is normally of high dimension, the measurement data are sparse and noisy, and the cost of experiments is high. Accurate recovery of parameters depend on the quantity and quality of measurement data. It is therefore important to know what measurements to be taken, when and how through optimal experimental design (OED). In this paper we present a method to determine the most informative measurement set for parameter estimation of dynamic systems, in particular biochemical reaction systems, such that the unknown parameters can be inferred with the best possible statistical quality using the data collected from the designed experiments. System analysis using matrix theory is introduced to examine the number of necessary measurement variables. The priority of each measurement variable is determined by optimal experimental design based on Fisher information matrix (FIM). The applicability and advantages of the proposed method are illustrated through an example of a signal pathway model

Motion Planning for Optimal Information Gathering in Opportunistic Navigation Systems

Motion planning for optimal information gathering in an opportunistic navigation (OpNav) environment is considered. An OpNav environment can be thought of as a radio frequency signal landscape within which a receiver locates itself in space and time by extracting information from ambient signals of opportunity (SOPs). The receiver is assumed to draw only pseudorange-type observations from the SOPs, and such observations are fused through an estimator to produce an estimate of the receiver’s own states. Since not all SOP states in the OpNav environment may be known a priori, the receiver must estimate the unknown SOP states of interest simultaneously with its own states. In this work, the following problem is studied. A receiver with no a priori knowledge about its own states is dropped in an unknown, yet observable, OpNav environment. Assuming that the receiver can prescribe its own trajectory, what motion planning strategy should the receiver adopt in order to build a high-fidelity map of the OpNav signal landscape, while simultaneously localizing itself within this map in space and time? To answer this question, first, the minimum conditions under which the OpNav environment is fully observable are established, and the need for receiver maneuvering to achieve full observability is highlighted. Then, motivated by the fact that not all trajectories a receiver may take in the environment are equally beneficial from an information gathering point of view, a strategy for planning the motion of the receiver is proposed. The strategy is formulated in a coupled estimation and optimal control framework of a gradually identified system, where optimality is defined through various information-theoretic measures. Simulation results are presented to illustrate the improvements gained from adopting the proposed strategy over random and pre-defined receiver trajectories.Aerospace Engineering and Engineering Mechanic