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

Localisation of mobile nodes in wireless networks with correlated in time measurement noise.

Wireless sensor networks are an inherent part of decision making, object tracking and location awareness systems. This work is focused on simultaneous localisation of mobile nodes based on received signal strength indicators (RSSIs) with correlated in time measurement noises. Two approaches to deal with the correlated measurement noises are proposed in the framework of auxiliary particle filtering: with a noise augmented state vector and the second approach implements noise decorrelation. The performance of the two proposed multi model auxiliary particle filters (MM AUX-PFs) is validated over simulated and real RSSIs and high localisation accuracy is demonstrated

A robust extended H-infinity filtering approach to multi-robot cooperative localization in dynamic indoor environments

Multi-robot cooperative localization serves as an essential task for a team of mobile robots to work within an unknown environment. Based on the real-time laser scanning data interaction, a robust approach is proposed to obtain optimal multi-robot relative observations using the Metric-based Iterative Closest Point (MbICP) algorithm, which makes it possible to utilize the surrounding environment information directly instead of placing a localization-mark on the robots. To meet the demand of dealing with the inherent non-linearities existing in the multi-robot kinematic models and the relative observations, a robust extended H∞ filtering (REHF) approach is developed for the multi-robot cooperative localization system, which could handle non-Gaussian process and measurement noises with respect to robot navigation in unknown dynamic scenes. Compared with the conventional multi-robot localization system using extended Kalman filtering (EKF) approach, the proposed filtering algorithm is capable of providing superior performance in a dynamic indoor environment with outlier disturbances. Both numerical experiments and experiments conducted for the Pioneer3-DX robots show that the proposed localization scheme is effective in improving both the accuracy and reliability of the performance within a complex environment.This work was supported inpart by the National Natural Science Foundation of China under grants 61075094, 61035005 and 61134009

Sigma Point Belief Propagation

The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy factor graphs. We propose sigma point belief propagation (SPBP) as a low-complexity approximation of the belief propagation (BP) message passing scheme. SPBP achieves approximate marginalizations of posterior distributions corresponding to (generally) loopy factor graphs. It is well suited for decentralized inference because of its low communication requirements. For a decentralized, dynamic sensor localization problem, we demonstrate that SPBP can outperform nonparametric (particle-based) BP while requiring significantly less computations and communications.Comment: 5 pages, 1 figur