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

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

Likelihood Consensus and Its Application to Distributed Particle Filtering

We consider distributed state estimation in a wireless sensor network without a fusion center. Each sensor performs a global estimation task---based on the past and current measurements of all sensors---using only local processing and local communications with its neighbors. In this estimation task, the joint (all-sensors) likelihood function (JLF) plays a central role as it epitomizes the measurements of all sensors. We propose a distributed method for computing, at each sensor, an approximation of the JLF by means of consensus algorithms. This "likelihood consensus" method is applicable if the local likelihood functions of the various sensors (viewed as conditional probability density functions of the local measurements) belong to the exponential family of distributions. We then use the likelihood consensus method to implement a distributed particle filter and a distributed Gaussian particle filter. Each sensor runs a local particle filter, or a local Gaussian particle filter, that computes a global state estimate. The weight update in each local (Gaussian) particle filter employs the JLF, which is obtained through the likelihood consensus scheme. For the distributed Gaussian particle filter, the number of particles can be significantly reduced by means of an additional consensus scheme. Simulation results are presented to assess the performance of the proposed distributed particle filters for a multiple target tracking problem

Radar networks: A review of features and challenges

Networks of multiple radars are typically used for improving the coverage and tracking accuracy. Recently, such networks have facilitated deployment of commercial radars for civilian applications such as healthcare, gesture recognition, home security, and autonomous automobiles. They exploit advanced signal processing techniques together with efficient data fusion methods in order to yield high performance of event detection and tracking. This paper reviews outstanding features of radar networks, their challenges, and their state-of-the-art solutions from the perspective of signal processing. Each discussed subject can be evolved as a hot research topic.Comment: To appear soon in Information Fusio

Belief Consensus Algorithms for Fast Distributed Target Tracking in Wireless Sensor Networks

In distributed target tracking for wireless sensor networks, agreement on the target state can be achieved by the construction and maintenance of a communication path, in order to exchange information regarding local likelihood functions. Such an approach lacks robustness to failures and is not easily applicable to ad-hoc networks. To address this, several methods have been proposed that allow agreement on the global likelihood through fully distributed belief consensus (BC) algorithms, operating on local likelihoods in distributed particle filtering (DPF). However, a unified comparison of the convergence speed and communication cost has not been performed. In this paper, we provide such a comparison and propose a novel BC algorithm based on belief propagation (BP). According to our study, DPF based on metropolis belief consensus (MBC) is the fastest in loopy graphs, while DPF based on BP consensus is the fastest in tree graphs. Moreover, we found that BC-based DPF methods have lower communication overhead than data flooding when the network is sufficiently sparse

Some New Results in Distributed Tracking and Optimization

The current age of Big Data is built on the foundation of distributed systems, and efficient distributed algorithms to run on these systems.With the rapid increase in the volume of the data being fed into these systems, storing and processing all this data at a central location becomes infeasible. Such a central \textit{server} requires a gigantic amount of computational and storage resources. Even when it is possible to have central servers, it is not always desirable, due to privacy concerns. Also, sending huge amounts of data to such servers incur often infeasible bandwidth requirements. In this dissertation, we consider two kinds of distributed architectures: 1) star-shaped topology, where multiple worker nodes are connected to, and communicate with a server, but the workers do not communicate with each other; and 2) mesh topology or network of interconnected workers, where each worker can communicate with a small number of neighboring workers. In the first half of this dissertation (Chapters 2 and 3), we consider distributed systems with mesh topology.We study two different problems in this context. First, we study the problem of simultaneous localization and multi-target tracking. Multiple mobile agents localize themselves cooperatively, while also tracking multiple, unknown number of mobile targets, in the presence of measurement-origin uncertainty. In situations with limited GPS signal availability, agents (like self-driving cars in urban canyons, or autonomous vehicles in hazardous environments) need to rely on inter-agent measurements for localization. The agents perform the additional task of tracking multiple targets (pedestrians and road-signs for self-driving cars). We propose a decentralized algorithm for this problem. To be effective in real-time applications, we propose efficient Gaussian and Gaussian-mixture based filters, rather than the computationally expensive particle-based methods in the existing literature. Our novel factor-graph based approach gives better performance, in terms of both agent localization errors, and target-location and cardinality errors. Next, we study an online convex optimization problem, where a network of agents cooperate to minimize a global time-varying objective function. Only the local functions are revealed to individual agents. The agents also need to satisfy their individual constraints. We propose a primal-dual update based decentralized algorithm for this problem. Under standard assumptions, we prove that the proposed algorithm achieves sublinear regret and constraint violation across the network. In other words, over a long enough time horizon, the decisions taken by the agents are, on average, as good as if all the information was revealed ahead of time. In addition, the individual constraint violations of the agents, averaged over time, are zero. In the next part of the dissertation (Chapters 4), we study distributed systems with a star-shaped topology. The problem we study is distributed nonconvex optimization. With the recent success of deep learning, coupled with the use of distributed systems to solve large-scale problems, this problem has gained prominence over the past decade. The recently proposed paradigm of Federated Learning (which has already been deployed by Google/Apple in Android/iOS phones) has further catalyzed research in this direction. The problem we consider is minimizing the average of local smooth, nonconvex functions. Each node has access only to its own loss function, but can communicate with the server, which aggregates updates from all the nodes, before distributing them to all the nodes. With the advent of more and more complex neural network architectures, these updates can be high dimensional. To save resources, the problem needs to be solved via communication-efficient approaches. We propose a novel algorithm, which combines the idea of variance-reduction, with the paradigm of carrying out multiple local updates at each node before averaging. We prove the convergence of the approach to a first-order stationary point. Our algorithm is optimal in terms of computation, and state-of-the-art in terms of the communication requirements. Lastly in Chapter 5, we consider the situation when the nodes do not have access to function gradients, and need to minimize the loss function using only function values. This problem lies in the domain of zeroth-order optimization. For simplicity of analysis, we study this problem only in the single-node case. This problem finds application in simulation-based optimization, and adversarial example generation for attacking deep neural networks. We propose a novel function value based gradient estimator, which has better variance, and better query-efficiency compared to existing estimators. The proposed estimator covers the most commonly used existing estimators as special cases. We conduct a comprehensive convergence analysis under different conditions. We also demonstrate its effectiveness through a real-world application to generating adversarial examples from a black-box deep neural network

Past, Present, and Future of Simultaneous Localization And Mapping: Towards the Robust-Perception Age

Simultaneous Localization and Mapping (SLAM)consists in the concurrent construction of a model of the environment (the map), and the estimation of the state of the robot moving within it. The SLAM community has made astonishing progress over the last 30 years, enabling large-scale real-world applications, and witnessing a steady transition of this technology to industry. We survey the current state of SLAM. We start by presenting what is now the de-facto standard formulation for SLAM. We then review related work, covering a broad set of topics including robustness and scalability in long-term mapping, metric and semantic representations for mapping, theoretical performance guarantees, active SLAM and exploration, and other new frontiers. This paper simultaneously serves as a position paper and tutorial to those who are users of SLAM. By looking at the published research with a critical eye, we delineate open challenges and new research issues, that still deserve careful scientific investigation. The paper also contains the authors' take on two questions that often animate discussions during robotics conferences: Do robots need SLAM? and Is SLAM solved