On robust design of sensor trajectories for parameter estimation of distributed systems

Abstract This paper deals with the optimal parameter estimation of a distributed-parameter process, for which the observation subject to additive noise is realized by pointwise sensors which are allowed to move in the spatial domain and are driven by some control inputs. 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. A stochastic-gradient algorithm is used for its maximization, which makes it possible to reduce significantly the required computational burden. A technique to tackle minimax-optimality criteria is also indicated.