Gossip and Distributed Kalman Filtering: Weak Consensus under Weak Detectability

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.Comment: Submitted to the IEEE Transactions, 30 pages

Efficient Constellation-Based Map-Merging for Semantic SLAM

Data association in SLAM is fundamentally challenging, and handling ambiguity well is crucial to achieve robust operation in real-world environments. When ambiguous measurements arise, conservatism often mandates that the measurement is discarded or a new landmark is initialized rather than risking an incorrect association. To address the inevitable `duplicate' landmarks that arise, we present an efficient map-merging framework to detect duplicate constellations of landmarks, providing a high-confidence loop-closure mechanism well-suited for object-level SLAM. This approach uses an incrementally-computable approximation of landmark uncertainty that only depends on local information in the SLAM graph, avoiding expensive recovery of the full system covariance matrix. This enables a search based on geometric consistency (GC) (rather than full joint compatibility (JC)) that inexpensively reduces the search space to a handful of `best' hypotheses. Furthermore, we reformulate the commonly-used interpretation tree to allow for more efficient integration of clique-based pairwise compatibility, accelerating the branch-and-bound max-cardinality search. Our method is demonstrated to match the performance of full JC methods at significantly-reduced computational cost, facilitating robust object-based loop-closure over large SLAM problems.Comment: Accepted to IEEE International Conference on Robotics and Automation (ICRA) 201

Trusted Noise in Continuous-Variable Quantum Key Distribution: a Threat and a Defense

We address the role of the phase-insensitive trusted preparation and detection noise in the security of a continuous-variable quantum key distribution, considering the Gaussian protocols on the basis of coherent and squeezed states and studying them in the conditions of Gaussian lossy and noisy channels. The influence of such a noise on the security of Gaussian quantum cryptography can be crucial, even despite the fact that a noise is trusted, due to a strongly nonlinear behavior of the quantum entropies involved in the security analysis. We recapitulate the known effect of the preparation noise in both direct and reverse-reconciliation protocols, as well as the detection noise in the reverse-reconciliation scenario. As a new result, we show the negative role of the trusted detection noise in the direct-reconciliation scheme. We also describe the role of the trusted preparation or detection noise added at the reference side of the protocols in improving the robustness of the protocols to the channel noise, confirming the positive effect for the coherent-state reverse-reconciliation protocol. Finally, we address the combined effect of trusted noise added both in the source and the detector.Comment: 25 pages, 9 figure

Starling flock networks manage uncertainty in consensus at low cost

Flocks of starlings exhibit a remarkable ability to maintain cohesion as a group in highly uncertain environments and with limited, noisy information. Recent work demonstrated that individual starlings within large flocks respond to a fixed number of nearest neighbors, but until now it was not understood why this number is seven. We analyze robustness to uncertainty of consensus in empirical data from multiple starling flocks and show that the flock interaction networks with six or seven neighbors optimize the trade-off between group cohesion and individual effort. We can distinguish these numbers of neighbors from fewer or greater numbers using our systems-theoretic approach to measuring robustness of interaction networks as a function of the network structure, i.e., who is sensing whom. The metric quantifies the disagreement within the network due to disturbances and noise during consensus behavior and can be evaluated over a parameterized family of hypothesized sensing strategies (here the parameter is number of neighbors). We use this approach to further show that for the range of flocks studied the optimal number of neighbors does not depend on the number of birds within a flock; rather, it depends on the shape, notably the thickness, of the flock. The results suggest that robustness to uncertainty may have been a factor in the evolution of flocking for starlings. More generally, our results elucidate the role of the interaction network on uncertainty management in collective behavior, and motivate the application of our approach to other biological networks.Comment: 19 pages, 3 figures, 9 supporting figure

Distributed Detection over Random Networks: Large Deviations Performance Analysis

We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks. At each time step $k$ each sensor: 1) averages its decision variable with the neighbors' decision variables; and 2) accounts on-the-fly for its new observation. We show that distributed detection exhibits a "phase change" behavior. When the rate of network information flow (the speed of averaging) is above a threshold, then distributed detection is asymptotically equivalent to the optimal centralized detection, i.e., the exponential decay rate of the error probability for distributed detection equals the Chernoff information. When the rate of information flow is below a threshold, distributed detection achieves only a fraction of the Chernoff information rate; we quantify this achievable rate as a function of the network rate of information flow. Simulation examples demonstrate our theoretical findings on the behavior of distributed detection over random networks.Comment: 30 pages, journal, submitted on December 3rd, 201

Online Convex Optimization Using Predictions

Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error model that generalizes prior models in the learning and stochastic control communities, incorporates correlation among prediction errors, and captures the fact that predictions improve as time passes. We prove that achieving sublinear regret and constant competitive ratio for online algorithms requires the use of an unbounded prediction window in adversarial settings, but that under more realistic stochastic prediction error models it is possible to use Averaging Fixed Horizon Control (AFHC) to simultaneously achieve sublinear regret and constant competitive ratio in expectation using only a constant-sized prediction window. Furthermore, we show that the performance of AFHC is tightly concentrated around its mean

A path planning and path-following control framework for a general 2-trailer with a car-like tractor

Maneuvering a general 2-trailer with a car-like tractor in backward motion is a task that requires significant skill to master and is unarguably one of the most complicated tasks a truck driver has to perform. This paper presents a path planning and path-following control solution that can be used to automatically plan and execute difficult parking and obstacle avoidance maneuvers by combining backward and forward motion. A lattice-based path planning framework is developed in order to generate kinematically feasible and collision-free paths and a path-following controller is designed to stabilize the lateral and angular path-following error states during path execution. To estimate the vehicle state needed for control, a nonlinear observer is developed which only utilizes information from sensors that are mounted on the car-like tractor, making the system independent of additional trailer sensors. The proposed path planning and path-following control framework is implemented on a full-scale test vehicle and results from simulations and real-world experiments are presented.Comment: Preprin

Gaussian Post-selection for Continuous Variable Quantum Cryptography

We extend the security proof for continuous variable quantum key distribution protocols using post selection to account for arbitrary eavesdropping attacks by employing the concept of an equivalent protocol where the post-selection is implemented as a series of quantum operations including a virtual distillation. We introduce a particular `Gaussian' post selection and demonstrate that the security can be calculated using only experimentally accessible quantities. Finally we explicitly evaluate the performance for the case of a noisy Gaussian channel in the limit of unbounded key length and find improvements over all pre-existing continuous variable protocols in realistic regimes.Comment: 4+4 pages. arXiv admin note: substantial text overlap with arXiv:1106.082