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 Constrained Recursive Nonlinear Least-Squares Estimation: Algorithms and Asymptotics

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.) time-series consisting of a nonlinear function of the true but unknown parameter corrupted by noise. A distributed recursive estimator of the \emph{consensus} + \emph{innovations} type, namely $\mathcal{CIWNLS}$, is proposed, in which the agents update their parameter estimates at each observation sampling epoch in a collaborative way by simultaneously processing the latest locally sensed information~(\emph{innovations}) and the parameter estimates from other agents~(\emph{consensus}) in the local neighborhood conforming to a pre-specified inter-agent communication topology. Under rather weak conditions on the connectivity of the inter-agent communication and a \emph{global observability} criterion, it is shown that at every network agent, the proposed algorithm leads to consistent parameter estimates. Furthermore, under standard smoothness assumptions on the local observation functions, the distributed estimator is shown to yield order-optimal convergence rates, i.e., as far as the order of pathwise convergence is concerned, the local parameter estimates at each agent are as good as the optimal centralized nonlinear least squares estimator which would require access to all the observations across all the agents at all times. In order to benchmark the performance of the proposed distributed $\mathcal{CIWNLS}$ estimator with that of the centralized nonlinear least squares estimator, the asymptotic normality of the estimate sequence is established and the asymptotic covariance of the distributed estimator is evaluated. Finally, simulation results are presented which illustrate and verify the analytical findings.Comment: 28 pages. Initial Submission: Feb. 2016, Revised: July 2016, Accepted: September 2016, To appear in IEEE Transactions on Signal and Information Processing over Networks: Special Issue on Inference and Learning over Network

Robust Distributed Fusion with Labeled Random Finite Sets

This paper considers the problem of the distributed fusion of multi-object posteriors in the labeled random finite set filtering framework, using Generalized Covariance Intersection (GCI) method. Our analysis shows that GCI fusion with labeled multi-object densities strongly relies on label consistencies between local multi-object posteriors at different sensor nodes, and hence suffers from a severe performance degradation when perfect label consistencies are violated. Moreover, we mathematically analyze this phenomenon from the perspective of Principle of Minimum Discrimination Information and the so called yes-object probability. Inspired by the analysis, we propose a novel and general solution for the distributed fusion with labeled multi-object densities that is robust to label inconsistencies between sensors. Specifically, the labeled multi-object posteriors are firstly marginalized to their unlabeled posteriors which are then fused using GCI method. We also introduce a principled method to construct the labeled fused density and produce tracks formally. Based on the developed theoretical framework, we present tractable algorithms for the family of generalized labeled multi-Bernoulli (GLMB) filters including $\delta$-GLMB, marginalized $\delta$-GLMB and labeled multi-Bernoulli filters. The robustness and efficiency of the proposed distributed fusion algorithm are demonstrated in challenging tracking scenarios via numerical experiments.Comment: 17pages, 23 figure

Multi-Target Tracking in Distributed Sensor Networks using Particle PHD Filters

Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be tackled by various solutions. We consider sequential Monte Carlo implementations of the Probability Hypothesis Density (PHD) filter based on random finite sets. This approach circumvents the data association issue by jointly estimating all targets in the region of interest. To this end, we develop the Diffusion Particle PHD Filter (D-PPHDF) as well as a centralized version, called the Multi-Sensor Particle PHD Filter (MS-PPHDF). Their performance is evaluated in terms of the Optimal Subpattern Assignment (OSPA) metric, benchmarked against a distributed extension of the Posterior Cram\'er-Rao Lower Bound (PCRLB), and compared to the performance of an existing distributed PHD Particle Filter. Furthermore, the robustness of the proposed tracking algorithms against outliers and their performance with respect to different amounts of clutter is investigated.Comment: 27 pages, 6 figure