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The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are shaped by the underlying state and an exogenous control input, which influence the observations' quality. Exploiting an innovations approach, an approximate minimum mean-squared error (MMSE) filter is derived to estimate the Markov chain system state. To optimize the control strategy, the associated mean-squared error is used as an optimization criterion in a partially observable Markov decision process formulation. A stochastic dynamic programming algorithm is proposed to solve for the optimal solution. To enhance the quality of system state estimates, approximate MMSE smoothing estimators are also derived. Finally, the performance of the proposed framework is illustrated on the problem of physical activity detection in wireless body sensing networks. The power of the proposed framework lies within its ability to accommodate a broad spectrum of active classification applications, including sensor management for object classification and tracking, estimation of sparse signals, and radar scheduling.

The maximum-likelihood (ML) sequence detection problem for channels with memory is investigated. The Viterbi algorithm (VA) provides an exact solution. Its computational complexity is linear in the length of the transmitted sequence, but exponential in the channel memory length. On the other hand, the sphere decoding (SD) algorithm also solves the ML detection problem exactly, and has expected complexity which is a low-degree polynomial (often cubic) in the length of the transmitted sequence over a wide range of signal-to-noise ratios. We combine the sphere-constrained search strategy of SD with the dynamic programming principles of the VA. The resulting algorithm has the worst-case complexity determined by the VA, but often significantly lower expected complexity. Index Terms--Expected complexity, frequency-selective channels, maximum-likelihood (ML) sequence detection, sphere decoding, Viterbi algorithm (VA).