Boolean Kalman filter and smoother under model uncertainty. (January 2020)

• Record Type: Journal Article
• Authors: Imani, Mahdi; Dougherty, Edward R.; Braga-Neto, Ulisses
• Is Part Of: Automatica. Volume 111(2020)
• Publication Date: 2020-01
• Subjects: Partially-observed Boolean dynamical systems -- Optimal Bayesian estimation -- Minimum mean-square error -- Boolean Kalman filter and smoother -- Gene regulatory networks; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2019.108609
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear state-space models that provide a rich framework for modeling many complex dynamical systems. The model consists of a hidden Boolean state process, observed through an arbitrary noisy mapping to a measurement space. The optimal minimum mean-square error (MMSE) POBDS state estimators are the Boolean Kalman Filter and Smoother. However, in many practical problems, the system parameters are not fully known and must be estimated. In this paper, for POBDS under model uncertainty, we derive an optimal Bayesian estimator for state and parameter estimation. The exact algorithms are derived for the case of discrete and finite parameter space, and for general parameter spaces, an approximate Markov-Chain Monte-Carlo (MCMC) implementation is introduced. We demonstrate the performance of the proposed methodology by means of numerical experiments with POBDS models of gene regulatory networks observed through noisy measurements.