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 Kalman Filter

The continuing trend toward connected sensors (“internet of things” and” ubiquitous computing”) drives a demand for powerful distributed estimation methodologies. In tracking applications, the distributed Kalman filter (DKF) provides an optimal solution under Kalman filter conditions. The optimal solution in terms of the estimation accuracy is also achieved by a centralized fusion algorithm, which receives all associated measurements. However, the centralized approach requires full communication of all measurements at each time step, whereas the DKF works at arbitrary communication rates since the calculation is fully distributed. A more recent methodology is based on ”accumulated state density” (ASD), which augments the states from multiple time instants to overcome spatial cross-correlations. This chapter explains the challenges in distributed tracking. Then, possible solutions are derived, which include the DKF and ASD approach

Cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging

The implementation challenges of cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging are discussed and work on the subject is reviewed. System architecture and sensor fusion are identified as key challenges. A partially decentralized system architecture based on step-wise inertial navigation and step-wise dead reckoning is presented. This architecture is argued to reduce the computational cost and required communication bandwidth by around two orders of magnitude while only giving negligible information loss in comparison with a naive centralized implementation. This makes a joint global state estimation feasible for up to a platoon-sized group of agents. Furthermore, robust and low-cost sensor fusion for the considered setup, based on state space transformation and marginalization, is presented. The transformation and marginalization are used to give the necessary flexibility for presented sampling based updates for the inter-agent ranging and ranging free fusion of the two feet of an individual agent. Finally, characteristics of the suggested implementation are demonstrated with simulations and a real-time system implementation.Comment: 14 page

On Communication-Efficient Multisensor Track Association via Measurement Transformation (Extended Version)

Multisensor track-to-track fusion for target tracking involves two primary operations: track association and estimation fusion. For estimation fusion, lossless measurement transformation of sensor measurements has been proposed for single target tracking. In this paper, we investigate track association which is a fundamental and important problem for multitarget tracking. First, since the optimal track association problem is a multi-dimensional assignment (MDA) problem, we demonstrate that MDA-based data association (with and without prior track information) using linear transformations of track measurements is lossless, and is equivalent to that using raw track measurements. Second, recent superior scalability and performance of belief propagation (BP) algorithms enable new real-time applications of multitarget tracking with resource-limited devices. Thus, we present a BP-based multisensor track association method with transformed measurements and show that it is equivalent to that with raw measurements. Third, considering communication constraints, it is more beneficial for local sensors to send in compressed data. Two analytical lossless transformations for track association are provided, and it is shown that their communication requirements from each sensor to the fusion center are less than those of fusion with raw track measurements. Numerical examples for tracking an unknown number of targets verify that track association with transformed track measurements has the same performance as that with raw measurements and requires fewer communication bandwidths