The problem of oceanographic state estimation, by means of an ocean general circulation model (GCM) and a multitude of observations, is described and contrasted with the meteorological process of data assimilation. In practice, all such methods reduce, on the computer, to forms of least-squares. The global oceanographic problem is at the present time focussed primarily on smoothing, rather than...

The ARMarkov models were originally developed for adaptive neural control, and later for predictive control, and state-space identification. Recently, an interaction matrix formulation has been developed that explains the internal structure of the ARMarkov models and their connection to the state-space representation. Using the interaction matrix formulation, we show in this paper how a state e...

This paper discusses efficient solutions to large-scale two-dimensional estimation problems, using reducedstate methods motivated by the multipole method of mathematical physics. The work is mainly exploratory, building on past efforts in multiscale statistical signal modeling and estimation. We will illustrate applications to the estimation of Markov random field textures, with the motivation ...

This paper presents a distributed bounded-error state estimation algorithm suited, e.g., to measurement processing by a network of sensors. Contrary to centralized estimation, where all data are collected to a central processing unit, here, each data is processed locally by the sensor, the results are broadcasted to the network and taken into account by the other sensors. A first analysis of th...

To reduce the amount of data transfer in networked control systems and wireless sensor networks, measurements are usually taken only when an event occurs, rather than at each synchronous sampling instant. However, this complicates estimation and control problems considerably. The goal of this paper is to develop a state estimation algorithm that can successfully cope with event based measuremen...

In this paper new online adaptive hidden Markov model (HMM) state estimation schemes are developed, based on extended least squares (ELS) concepts and recursive prediction error (RPE) methods. The best of the new schemes exploit the idempotent nature of Markov chains and work with a least squares prediction error index, using a posterior estimates, more suited to Markov models then traditionall...

We introduce the concept of Runtime Verification with State Estimation and show how this concept can be applied to estimate the probability that a temporal property is satisfied by a run of a program when monitoring overhead is reduced by sampling. In such situations, there may be gaps in the observed program executions, thus making accurate estimation challenging. To deal with the effects of s...

An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor-actuator-agents observe a dynamic process and sporadically exchange their measurements and inputs over a bus network. Based on these data, each agent estimates the full state of the dynamic system, which may exhibit arbitrary interagent couplings. Local even...

As embedded systems grow increasingly complex, there is a pressing need for diagnosing and monitoring capabilities that estimate the system state robustly. This paper is based on approaches that address the problem of robustness by reasoning over declarative models of the physical plant, represented as a variant of factored Hidden Markov Models, called Probabilistic Concurrent Constraint Automa...

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