136,887 research outputs found
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 (-rank)
deficient.
In this context, we characterize the state-estimate fusion and measurement
fusion under both full -rank and -rank deficient system matrices.Comment: submitted for IEEE journal publicatio
Distributed Detection and Estimation in Wireless Sensor Networks
In this article we consider the problems of distributed detection and
estimation in wireless sensor networks. In the first part, we provide a general
framework aimed to show how an efficient design of a sensor network requires a
joint organization of in-network processing and communication. Then, we recall
the basic features of consensus algorithm, which is a basic tool to reach
globally optimal decisions through a distributed approach. The main part of the
paper starts addressing the distributed estimation problem. We show first an
entirely decentralized approach, where observations and estimations are
performed without the intervention of a fusion center. Then, we consider the
case where the estimation is performed at a fusion center, showing how to
allocate quantization bits and transmit powers in the links between the nodes
and the fusion center, in order to accommodate the requirement on the maximum
estimation variance, under a constraint on the global transmit power. We extend
the approach to the detection problem. Also in this case, we consider the
distributed approach, where every node can achieve a globally optimal decision,
and the case where the decision is taken at a central node. In the latter case,
we show how to allocate coding bits and transmit power in order to maximize the
detection probability, under constraints on the false alarm rate and the global
transmit power. Then, we generalize consensus algorithms illustrating a
distributed procedure that converges to the projection of the observation
vector onto a signal subspace. We then address the issue of energy consumption
in sensor networks, thus showing how to optimize the network topology in order
to minimize the energy necessary to achieve a global consensus. Finally, we
address the problem of matching the topology of the network to the graph
describing the statistical dependencies among the observed variables.Comment: 92 pages, 24 figures. To appear in E-Reference Signal Processing, R.
Chellapa and S. Theodoridis, Eds., Elsevier, 201
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
Distributed Partitioned Big-Data Optimization via Asynchronous Dual Decomposition
In this paper we consider a novel partitioned framework for distributed
optimization in peer-to-peer networks. In several important applications the
agents of a network have to solve an optimization problem with two key
features: (i) the dimension of the decision variable depends on the network
size, and (ii) cost function and constraints have a sparsity structure related
to the communication graph. For this class of problems a straightforward
application of existing consensus methods would show two inefficiencies: poor
scalability and redundancy of shared information. We propose an asynchronous
distributed algorithm, based on dual decomposition and coordinate methods, to
solve partitioned optimization problems. We show that, by exploiting the
problem structure, the solution can be partitioned among the nodes, so that
each node just stores a local copy of a portion of the decision variable
(rather than a copy of the entire decision vector) and solves a small-scale
local problem
Improved Distributed Estimation Method for Environmental\ud time-variant Physical variables in Static Sensor Networks
In this paper, an improved distributed estimation scheme for static sensor networks is developed. The scheme is developed for environmental time-variant physical variables. The main contribution of this work is that the algorithm in [1]-[3] has been extended, and a filter has been designed with weights, such that the variance of the estimation errors is minimized, thereby improving the filter design considerably\ud
and characterizing the performance limit of the filter, and thereby tracking a time-varying signal. Moreover, certain parameter optimization is alleviated with the application of a particular finite impulse response (FIR) filter. Simulation results are showing the effectiveness of the developed estimation algorithm
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