805 research outputs found

    Bibliographic Review on Distributed Kalman Filtering

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    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

    Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

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    Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity

    Distributed Bayesian Filtering using Logarithmic Opinion Pool for Dynamic Sensor Networks

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    The discrete-time Distributed Bayesian Filtering (DBF) algorithm is presented for the problem of tracking a target dynamic model using a time-varying network of heterogeneous sensing agents. In the DBF algorithm, the sensing agents combine their normalized likelihood functions in a distributed manner using the logarithmic opinion pool and the dynamic average consensus algorithm. We show that each agent's estimated likelihood function globally exponentially converges to an error ball centered on the joint likelihood function of the centralized multi-sensor Bayesian filtering algorithm. We rigorously characterize the convergence, stability, and robustness properties of the DBF algorithm. Moreover, we provide an explicit bound on the time step size of the DBF algorithm that depends on the time-scale of the target dynamics, the desired convergence error bound, and the modeling and communication error bounds. Furthermore, the DBF algorithm for linear-Gaussian models is cast into a modified form of the Kalman information filter. The performance and robust properties of the DBF algorithm are validated using numerical simulations

    Efficient delay-tolerant particle filtering

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    This paper proposes a novel framework for delay-tolerant particle filtering that is computationally efficient and has limited memory requirements. Within this framework the informativeness of a delayed (out-of-sequence) measurement (OOSM) is estimated using a lightweight procedure and uninformative measurements are immediately discarded. The framework requires the identification of a threshold that separates informative from uninformative; this threshold selection task is formulated as a constrained optimization problem, where the goal is to minimize tracking error whilst controlling the computational requirements. We develop an algorithm that provides an approximate solution for the optimization problem. Simulation experiments provide an example where the proposed framework processes less than 40% of all OOSMs with only a small reduction in tracking accuracy

    A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

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    Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

    Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking

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    Nonlinear filtering is certainly very important in estimation since most real-world problems are nonlinear. Recently a considerable progress in the nonlinear filtering theory has been made in the area of the sampling-based methods, including both random (Monte Carlo) and deterministic (quasi-Monte Carlo) sampling, and their combination. This work considers the problem of tracking a maneuvering target in a multisensor environment. A novel scheme for distributed tracking is employed that utilizes a nonlinear target model and estimates from local (sensor-based) estimators. The resulting estimation problem is highly nonlinear and thus quite challenging. In order to evaluate the performance capabilities of the architecture considered, advanced sampling-based nonlinear filters are implemented: particle filter (PF), unscented Kalman filter (UKF), and unscented particle filter (UPF). Results from extensive Monte Carlo simulations using different configurations of these algorithms are obtained to compare their effectiveness for solving the distributed target tracking problem

    Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking

    Get PDF
    Nonlinear filtering is certainly very important in estimation since most real-world problems are nonlinear. Recently a considerable progress in the nonlinear filtering theory has been made in the area of the sampling-based methods, including both random (Monte Carlo) and deterministic (quasi-Monte Carlo) sampling, and their combination. This work considers the problem of tracking a maneuvering target in a multisensor environment. A novel scheme for distributed tracking is employed that utilizes a nonlinear target model and estimates from local (sensor-based) estimators. The resulting estimation problem is highly nonlinear and thus quite challenging. In order to evaluate the performance capabilities of the architecture considered, advanced sampling-based nonlinear filters are implemented: particle filter (PF), unscented Kalman filter (UKF), and unscented particle filter (UPF). Results from extensive Monte Carlo simulations using different configurations of these algorithms are obtained to compare their effectiveness for solving the distributed target tracking problem

    Finite Impulse Response Filtering Algorithm with Adaptive Horizon Size Selection and Its Applications

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    It is known, that unlike the Kalman filter (KF) finite impulse response (FIR) filters allow to avoid the divergence and unsatisfactory object tracking connected with temporary perturbations and abrupt object changes. The main challenge is to provide the appropriate choice of a sliding window size for them. In this paper, the new finite impulse response (FIR) filtering algorithm with the adaptive horizon size selection is proposed. The algorithm uses the receding horizon optimal (RHOFIR) filter which receives estimates, an abrupt change detector and an adaptive recurrent mechanism for choosing the window size. Monotonicity and asymptotic properties of the estimation error covariance matrix and the RHOFIR filter gain are established. These results form a solid foundation for justifying the principal possibility to tune the filter gain using them and the developed adaptation mechanism. The proposed algorithm (the ARHOFIR filter) allows reducing the impact of disturbances by varying adaptively the sliding window size. The possibility of this follows from the fact that the window size affects the filter characteristics in different ways. The ARHOFIR filter chooses a large horizon size in the absence of abrupt disturbances and a little during the time intervals of their action. Due to this, it has better transient characteristics compared to the KF and RHOFIR filter at intervals where there is temporary uncertainty and may provide the same accuracy of estimates as the KF in their absence. By simulation, it is shown that the ARHOFIR filter is more robust than the KF and RHOFIR filter for the temporarily uncertain systems

    Fingerprinting-based indoor localization using interpolated preprocessed csi phases and bayesian tracking

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    Indoor positioning using Wi-Fi signals is an economic technique. Its drawback is that multipath propagation distorts these signals, leading to an inaccurate localization. An approach to improve the positioning accuracy consists of using fingerprints based on channel state information (CSI). Following this line, we propose a new positioning method which consists of three stages. In the first stage, which is run during initialization, we build a model for the fingerprints of the environment in which we do localization. This model permits obtaining a precise interpolation of fingerprints at positions where a fingerprint measurement is not available. In the second stage, we use this model to obtain a preliminary position estimate based only on the fingerprint measured at the receiver’s location. Finally, in the third stage, we combine this preliminary estimation with the dynamical model of the receiver’s motion to obtain the final estimation. We compare the localization accuracy of the proposed method with other rival methods in two scenarios, namely, when fingerprints used for localization are similar to those used for initialization, and when they differ due to alterations in the environment. Our experiments show that the proposed method outperforms its rivals in both scenarios.Fil: Wang, Wenxu. Guandong University Of Technology; ChinaFil: Marelli, Damian Edgardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; ArgentinaFil: Fu, Minyue. Universidad de Newcastle; Australi
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