A technique of robust sensor allocation for parameter estimation in distributed systems

A systematic procedure for planning sensor movements in a specified spatial domain in such a way as to maximize the accuracy of parameter estimation of a given distributed system is proposed. The global design criterion is the expectation of a general local design criterion defined on the Fisher information matrix, given a-priori distribution of the parameters to be identified. The approach converts the problem to an optimal control one in which both the control forces of the sensors and the initial sensor positions are optimized. Its solution is obtained with the use of a stochastic-gradient-like algorithm which handles various constraints imposed on sensors' motions. A technique to tackle minimax-optimality criteria is also indicated. A summary of numerical performance of the resulting algorithms is given in the final part of the paper.