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

A Multitask Diffusion Strategy with Optimized Inter-Cluster Cooperation

We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-then-combine diffusion strategy, we propose a multitask diffusion strategy whose mean stability can be ensured whenever individual nodes are stable in the mean, regardless of the inter-cluster cooperation weights. In addition, the proposed strategy is able to achieve an asymptotically unbiased estimation, when the parameters have same mean. We also develop an inter-cluster cooperation weights selection scheme that allows each node in the network to locally optimize its inter-cluster cooperation weights. Numerical results demonstrate that our approach leads to a lower average steady-state network mean-square deviation, compared with using weights selected by various other commonly adopted methods in the literature.Comment: 30 pages, 8 figures, submitted to IEEE Journal of Selected Topics in Signal Processin

Diffusion LMS for clustered multitask networks

Recent research works on distributed adaptive networks have intensively studied the case where the nodes estimate a common parameter vector collaboratively. However, there are many applications that are multitask-oriented in the sense that there are multiple parameter vectors that need to be inferred simultaneously. In this paper, we employ diffusion strategies to develop distributed algorithms that address clustered multitask problems by minimizing an appropriate mean-square error criterion with $\ell_2$-regularization. Some results on the mean-square stability and convergence of the algorithm are also provided. Simulations are conducted to illustrate the theoretical findings.Comment: 5 pages, 6 figures, submitted to ICASSP 201

Space-Time Hierarchical-Graph Based Cooperative Localization in Wireless Sensor Networks

It has been shown that cooperative localization is capable of improving both the positioning accuracy and coverage in scenarios where the global positioning system (GPS) has a poor performance. However, due to its potentially excessive computational complexity, at the time of writing the application of cooperative localization remains limited in practice. In this paper, we address the efficient cooperative positioning problem in wireless sensor networks. A space-time hierarchical-graph based scheme exhibiting fast convergence is proposed for localizing the agent nodes. In contrast to conventional methods, agent nodes are divided into different layers with the aid of the space-time hierarchical-model and their positions are estimated gradually. In particular, an information propagation rule is conceived upon considering the quality of positional information. According to the rule, the information always propagates from the upper layers to a certain lower layer and the message passing process is further optimized at each layer. Hence, the potential error propagation can be mitigated. Additionally, both position estimation and position broadcasting are carried out by the sensor nodes. Furthermore, a sensor activation mechanism is conceived, which is capable of significantly reducing both the energy consumption and the network traffic overhead incurred by the localization process. The analytical and numerical results provided demonstrate the superiority of our space-time hierarchical-graph based cooperative localization scheme over the benchmarking schemes considered.Comment: 14 pages, 15 figures, 4 tables, accepted to appear on IEEE Transactions on Signal Processing, Sept. 201

On the genericity properties in networked estimation: Topology design and sensor placement

In this paper, we consider networked estimation of linear, discrete-time dynamical systems monitored by a network of agents. In order to minimize the power requirement at the (possibly, battery-operated) agents, we require that the agents can exchange information with their neighbors only \emph{once per dynamical system time-step}; in contrast to consensus-based estimation where the agents exchange information until they reach a consensus. It can be verified that with this restriction on information exchange, measurement fusion alone results in an unbounded estimation error at every such agent that does not have an observable set of measurements in its neighborhood. To over come this challenge, state-estimate fusion has been proposed to recover the system observability. However, we show that adding state-estimate fusion may not recover observability when the system matrix is structured-rank ($S$-rank) deficient. In this context, we characterize the state-estimate fusion and measurement fusion under both full $S$-rank and $S$-rank deficient system matrices.Comment: submitted for IEEE journal publicatio