48,930 research outputs found
A New Approach to Linear/Nonlinear Distributed Fusion Estimation Problem
Disturbance noises are always bounded in a practical system, while fusion
estimation is to best utilize multiple sensor data containing noises for the
purpose of estimating a quantity--a parameter or process. However, few results
are focused on the information fusion estimation problem under bounded noises.
In this paper, we study the distributed fusion estimation problem for linear
time-varying systems and nonlinear systems with bounded noises, where the
addressed noises do not provide any statistical information, and are unknown
but bounded. When considering linear time-varying fusion systems with bounded
noises, a new local Kalman-like estimator is designed such that the square
error of the estimator is bounded as time goes to . A novel
constructive method is proposed to find an upper bound of fusion estimation
error, then a convex optimization problem on the design of an optimal weighting
fusion criterion is established in terms of linear matrix inequalities, which
can be solved by standard software packages. Furthermore, according to the
design method of linear time-varying fusion systems, each local nonlinear
estimator is derived for nonlinear systems with bounded noises by using Taylor
series expansion, and a corresponding distributed fusion criterion is obtained
by solving a convex optimization problem. Finally, target tracking system and
localization of a mobile robot are given to show the advantages and
effectiveness of the proposed methods.Comment: 9 pages, 3 figure
Likelihood Consensus and Its Application to Distributed Particle Filtering
We consider distributed state estimation in a wireless sensor network without
a fusion center. Each sensor performs a global estimation task---based on the
past and current measurements of all sensors---using only local processing and
local communications with its neighbors. In this estimation task, the joint
(all-sensors) likelihood function (JLF) plays a central role as it epitomizes
the measurements of all sensors. We propose a distributed method for computing,
at each sensor, an approximation of the JLF by means of consensus algorithms.
This "likelihood consensus" method is applicable if the local likelihood
functions of the various sensors (viewed as conditional probability density
functions of the local measurements) belong to the exponential family of
distributions. We then use the likelihood consensus method to implement a
distributed particle filter and a distributed Gaussian particle filter. Each
sensor runs a local particle filter, or a local Gaussian particle filter, that
computes a global state estimate. The weight update in each local (Gaussian)
particle filter employs the JLF, which is obtained through the likelihood
consensus scheme. For the distributed Gaussian particle filter, the number of
particles can be significantly reduced by means of an additional consensus
scheme. Simulation results are presented to assess the performance of the
proposed distributed particle filters for a multiple target tracking problem
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