Distributed information consensus filters for simultaneous input and state estimation

This paper describes the distributed information filtering where a set of sensor networks are required to simultaneously estimate input and state of a linear discrete-time system from collaborative manner. Our research purpose is to develop a consensus strategy in which sensor nodes communicate within the network through a sequence of Kalman iterations and data diffusion. A novel recursive information filtering is proposed by integrating input estimation error into measurement data and weighted information matrices. On the fusing process, local system state filtering transmits estimation information using the consensus averaging algorithm, which penalizes the disagreement in a dynamic manner. A simulation example is provided to compare the performance of the distributed information filtering with optimal Gillijins–De Moor’s algorithm

Distributed parameter and state estimation for wireless sensor networks

The research in distributed algorithms is linked with the developments of statistical inference in wireless sensor networks (WSNs) applications. Typically, distributed approaches process the collected signals from networked sensor nodes. That is to say, the sensors receive local observations and transmit information between each other. Each sensor is capable of combining the collected information with its own observations to improve performance. In this thesis, we propose novel distributed methods for the inference applications using wireless sensor networks. In particular, the efficient algorithms which are not computationally intensive are investigated. Moreover, we present a number of novel algorithms for processing asynchronous network events and robust state estimation. In the first part of the thesis, a distributed adaptive algorithm based on the component-wise EM method for decentralized sensor networks is investigated. The distributed component-wise Expectation-Maximization (EM) algorithm has been designed for application in a Gaussian density estimation. The proposed algorithm operates a component-wise EM procedure for local parameter estimation and exploit an incremental strategy for network updating, which can provide an improved convergence rate. Numerical simulation results have illustrated the advantages of the proposed distributed component-wise EM algorithm for both well-separated and overlapped mixture densities. The distributed component-wise EM algorithm can outperform other EM-based distributed algorithms in estimating overlapping Gaussian mixtures. In the second part of the thesis, a diffusion based EM gradient algorithm for density estimation in asynchronous wireless sensor networks has been proposed. Specifically, based on the asynchronous adapt-then-combine diffusion strategy, a distributed EM gradient algorithm that can deal with asynchronous network events has been considered. The Bernoulli model has been exploited to approximate the asynchronous behaviour of the network. Compared with existing distributed EM based estimation methods using a consensus strategy, the proposed algorithm can provide more accurate estimates in the presence of asynchronous networks uncertainties, such as random link failures, random data arrival times, and turning on or off sensor nodes for energy conservation. Simulation experiments have been demonstrated that the proposed algorithm significantly outperforms the consensus based strategies in terms of Mean-Square- Deviation (MSD) performance in an asynchronous network setting. Finally, the challenge of distributed state estimation in power systems which requires low complexity and high stability in the presence of bad data for a large scale network is addressed. A gossip based quasi-Newton algorithm has been proposed for solving the power system state estimation problem. In particular, we have applied the quasi-Newton method for distributed state estimation under the gossip protocol. The proposed algorithm exploits the Broyden- Fletcher-Goldfarb-Shanno (BFGS) formula to approximate the Hessian matrix, thus avoiding the computation of inverse Hessian matrices for each control area. The simulation results for IEEE 14 bus system and a large scale 4200 bus system have shown that the distributed quasi-Newton scheme outperforms existing algorithms in terms of Mean-Square-Error (MSE) performance with bad data

A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Distributed Diffusion-based LMS for Node-Specific Parameter Estimation over Adaptive Networks

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the different node-specific parameter estimation problems, this novel algorithm relies on a diffusion-based implementation of different Least Mean Squares (LMS) algorithms, each associated with the estimation of a specific set of local or global parameters. Although all the different LMS algorithms are coupled, the diffusion-based implementation of each LMS algorithm is exclusively undertaken by the nodes of the network interested in a specific set of local or global parameters. To illustrate the effectiveness of the proposed technique we provide simulation results in the context of cooperative spectrum sensing in cognitive radio networks.Comment: 5 pages, 2 figures, Published in Proc. IEEE ICASSP, Florence, Italy, May 201

Performance analysis with network-enhanced complexities: On fading measurements, event-triggered mechanisms, and cyber attacks

Copyright © 2014 Derui Ding et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Nowadays, the real-world systems are usually subject to various complexities such as parameter uncertainties, time-delays, and nonlinear disturbances. For networked systems, especially large-scale systems such as multiagent systems and systems over sensor networks, the complexities are inevitably enhanced in terms of their degrees or intensities because of the usage of the communication networks. Therefore, it would be interesting to (1) examine how this kind of network-enhanced complexities affects the control or filtering performance; and (2) develop some suitable approaches for controller/filter design problems. In this paper, we aim to survey some recent advances on the performance analysis and synthesis with three sorts of fashionable network-enhanced complexities, namely, fading measurements, event-triggered mechanisms, and attack behaviors of adversaries. First, these three kinds of complexities are introduced in detail according to their engineering backgrounds, dynamical characteristic, and modelling techniques. Then, the developments of the performance analysis and synthesis issues for various networked systems are systematically reviewed. Furthermore, some challenges are illustrated by using a thorough literature review and some possible future research directions are highlighted.This work was supported in part by the National Natural Science Foundation of China under Grants 61134009, 61329301, 61203139, 61374127, and 61374010, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany