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

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

Correction of upstream flow and hydraulic state with data assimilation in the context of flood forecasting

The present study describes the assimilation of river water level observations and the resulting improvement in flood forecasting. The Kalman Filter algorithm was built on top of a one-dimensional hydraulic model which describes the Saint-Venant equations. The assimilation algorithm folds in two steps: the first one was based on the assumption that the upstream flow can be adjusted using a three-parameter correction; the second one consisted of directly correcting the hydraulic state. This procedure was applied using a four- day sliding window over the flood event. The background error covariances for water level and discharge were repre- sented with anisotropic correlation functions where the cor- relation length upstream of the observation points is larger than the correlation length downstream of the observation points. This approach was motivated by the implementation of a Kalman Filter algorithm on top of a diffusive flood wave propagation model. The study was carried out on the Adour and the Marne Vallage (France) catchments. The correction of the upstream flow as well as the control of the hydraulic state during the flood event leads to a significant improve- ment in the water level and discharge in both analysis and forecast modes