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

Multi-Level Pre-Correlation RFI Flagging for Real-Time Implementation on UniBoard

Because of the denser active use of the spectrum, and because of radio telescopes higher sensitivity, radio frequency interference (RFI) mitigation has become a sensitive topic for current and future radio telescope designs. Even if quite sophisticated approaches have been proposed in the recent years, the majority of RFI mitigation operational procedures are based on post-correlation corrupted data flagging. Moreover, given the huge amount of data delivered by current and next generation radio telescopes, all these RFI detection procedures have to be at least automatic and, if possible, real-time. In this paper, the implementation of a real-time pre-correlation RFI detection and flagging procedure into generic high-performance computing platforms based on Field Programmable Gate Arrays (FPGA) is described, simulated and tested. One of these boards, UniBoard, developed under a Joint Research Activity in the RadioNet FP7 European programme is based on eight FPGAs interconnected by a high speed transceiver mesh. It provides up to ~4 TMACs with Altera Stratix IV FPGA and 160 Gbps data rate for the input data stream. Considering the high in-out data rate in the pre-correlation stages, only real-time and go-through detectors (i.e. no iterative processing) can be implemented. In this paper, a real-time and adaptive detection scheme is described. An ongoing case study has been set up with the Electronic Multi-Beam Radio Astronomy Concept (EMBRACE) radio telescope facility at Nan\c{c}ay Observatory. The objective is to evaluate the performances of this concept in term of hardware complexity, detection efficiency and additional RFI metadata rate cost. The UniBoard implementation scheme is described.Comment: 16 pages, 13 figure

Compressive Privacy for a Linear Dynamical System

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state estimation. To achieve an optimal tradeoff between the utility of estimating the public states and protection of the private states, the measurements at each time step are linearly compressed into a lower dimensional space. Under the centralized setting where all measurements are collected by a single sensor, we propose an optimization problem and an algorithm to find the best compression matrix. Under the decentralized setting where measurements are made separately at multiple sensors, each sensor optimizes its own local compression matrix. We propose methods to separate the overall optimization problem into multiple sub-problems that can be solved locally at each sensor. We consider the cases where there is no message exchange between the sensors; and where each sensor takes turns to transmit messages to the other sensors. Simulations and empirical experiments demonstrate the efficiency of our proposed approach in allowing the fusion center to estimate the public states with good accuracy while preventing it from estimating the private states accurately

Analysis of error propagation in particle filters with approximation

This paper examines the impact of approximation steps that become necessary when particle filters are implemented on resource-constrained platforms. We consider particle filters that perform intermittent approximation, either by subsampling the particles or by generating a parametric approximation. For such algorithms, we derive time-uniform bounds on the weak-sense $L_p$ error and present associated exponential inequalities. We motivate the theoretical analysis by considering the leader node particle filter and present numerical experiments exploring its performance and the relationship to the error bounds.Comment: Published in at http://dx.doi.org/10.1214/11-AAP760 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Model of large scale man-machine systems with an application to vessel traffic control

Mathematical models are discussed to deal with complex large-scale man-machine systems such as vessel (air, road) traffic and process control systems. Only interrelationships between subsystems are assumed. Each subsystem is controlled by a corresponding human operator (HO). Because of the interaction between subsystems, the HO has to estimate the state of all relevant subsystems and the relationships between them, based on which he can decide and react. This nonlinear filter problem is solved by means of both a linearized Kalman filter and an extended Kalman filter (in case state references are unknown and have to be estimated). The general model structure is applied to the concrete problem of vessel traffic control. In addition to the control of each ship, this involves collision avoidance between ship

Distributed kalman filtering over sensor networks with unknown random link failures

In this letter we consider the distributed consensus-based filtering problem for linear time-invariant systems over sensor networks subject to random link failures when the failure sequence is not known at the receiving side. We assume that the information exchanged, traveling along the channel, is corrupted by a noise and hence, it is no more possible to discriminate with certainty if a link failure has occurred. Therefore, in order to process the only significant information, we endow each sensor with detectors which decide on the presence of link failures. At each sensor the proposed approach consists of three steps: 1) failure detection; 2) local data aggregation; and 3) Kalman consensus filtering. Numerical examples show the effectiveness of this method

Realtime State Estimation with Tactile and Visual sensing. Application to Planar Manipulation

Accurate and robust object state estimation enables successful object manipulation. Visual sensing is widely used to estimate object poses. However, in a cluttered scene or in a tight workspace, the robot's end-effector often occludes the object from the visual sensor. The robot then loses visual feedback and must fall back on open-loop execution. In this paper, we integrate both tactile and visual input using a framework for solving the SLAM problem, incremental smoothing and mapping (iSAM), to provide a fast and flexible solution. Visual sensing provides global pose information but is noisy in general, whereas contact sensing is local, but its measurements are more accurate relative to the end-effector. By combining them, we aim to exploit their advantages and overcome their limitations. We explore the technique in the context of a pusher-slider system. We adapt iSAM's measurement cost and motion cost to the pushing scenario, and use an instrumented setup to evaluate the estimation quality with different object shapes, on different surface materials, and under different contact modes

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page