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

Dynamic Energy Management for Chip Multi-processors under Performance Constraints

We introduce a novel algorithm for dynamic energy management (DEM) under performance constraints in chip multi-processors (CMPs). Using the novel concept of delayed instructions count, performance loss estimations are calculated at the end of each control period for each core. In addition, a Kalman filtering based approach is employed to predict workload in the next control period for which voltage-frequency pairs must be selected. This selection is done with a novel dynamic voltage and frequency scaling (DVFS) algorithm whose objective is to reduce energy consumption but without degrading performance beyond the user set threshold. Using our customized Sniper based CMP system simulation framework, we demonstrate the effectiveness of the proposed algorithm for a variety of benchmarks for 16 core and 64 core network-on-chip based CMP architectures. Simulation results show consistent energy savings across the board. We present our work as an investigation of the tradeoff between the achievable energy reduction via DVFS when predictions are done using the effective Kalman filter for different performance penalty thresholds

Cross-coupled doa trackers

A new robust, low complexity algorithm for multiuser tracking is proposed, modifying the two-stage parallel architecture of the estimate-maximize (EM) algorithm. The algorithm copes with spatially colored noise, large differences in source powers, multipath, and crossing trajectories. Following a discussion on stability, the simulations demonstrate an asymptotic and tracking behavior that neither the EM nor a nonparallelized tracker can emulate.Peer ReviewedPostprint (published version

Dynamic state reconciliation and model-based fault detection for chemical processes

In this paper, we present a method for the fault detection based on the residual generation. The main idea is to reconstruct the outputs of the system from the measurements using the extended Kalman filter. The estimations are compared to the values of the reference model and so, deviations are interpreted as possible faults. The reference model is simulated by the dynamic hybrid simulator, PrODHyS. The use of this method is illustrated through an application in the field of chemical processe

Interacting Multiple Model-Feedback Particle Filter for Stochastic Hybrid Systems

In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback particle filter (IMM-FPF), and is based on the recently developed feedback particle filter. The IMM-FPF is comprised of a series of parallel FPFs, one for each discrete mode, and an exact filter recursion for the mode association probability. The proposed IMM-FPF represents a generalization of the Kalmanfilter based IMM algorithm to the general nonlinear filtering problem. The remarkable conclusion of this paper is that the IMM-FPF algorithm retains the innovation error-based feedback structure even for the nonlinear problem. The interaction/merging process is also handled via a control-based approach. The theoretical results are illustrated with the aid of a numerical example problem for a maneuvering target tracking application

Distributed Object Tracking Using a Cluster-Based Kalman Filter in Wireless Camera Networks

Local data aggregation is an effective means to save sensor node energy and prolong the lifespan of wireless sensor networks. However, when a sensor network is used to track moving objects, the task of local data aggregation in the network presents a new set of challenges, such as the necessity to estimate, usually in real time, the constantly changing state of the target based on information acquired by the nodes at different time instants. To address these issues, we propose a distributed object tracking system which employs a cluster-based Kalman filter in a network of wireless cameras. When a target is detected, cameras that can observe the same target interact with one another to form a cluster and elect a cluster head. Local measurements of the target acquired by members of the cluster are sent to the cluster head, which then estimates the target position via Kalman filtering and periodically transmits this information to a base station. The underlying clustering protocol allows the current state and uncertainty of the target position to be easily handed off among clusters as the object is being tracked. This allows Kalman filter-based object tracking to be carried out in a distributed manner. An extended Kalman filter is necessary since measurements acquired by the cameras are related to the actual position of the target by nonlinear transformations. In addition, in order to take into consideration the time uncertainty in the measurements acquired by the different cameras, it is necessary to introduce nonlinearity in the system dynamics. Our object tracking protocol requires the transmission of significantly fewer messages than a centralized tracker that naively transmits all of the local measurements to the base station. It is also more accurate than a decentralized tracker that employs linear interpolation for local data aggregation. Besides, the protocol is able to perform real-time estimation because our implementation takes into consideration the sparsit- - y of the matrices involved in the problem. The experimental results show that our distributed object tracking protocol is able to achieve tracking accuracy comparable to the centralized tracking method, while requiring a significantly smaller number of message transmissions in the network

Local ensemble transform Kalman filter, a fast non-stationary control law for adaptive optics on ELTs: theoretical aspects and first simulation results

We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance close to the optimality defined with the residual phase variance minimization criterion, and to reduce the computational burden with an intrinsically parallel implementation on the Extremely Large Telescopes (ELTs).Comment: This paper was published in Optics Express and is made available as an electronic reprint with the permission of OSA. The paper can be found at the following URL on the OSA website: http://www.opticsinfobase.org/oe/ . Systematic or multiple reproduction or distribution to multiple locations via electronic or other means is prohibited and is subject to penalties under la