An Empirical Bayes Approach for Distributed Estimation of Spatial Fields

In this paper we consider a network of spatially distributed sensors which collect measurement samples of a spatial field, and aim at estimating in a distributed way (without any central coordinator) the entire field by suitably fusing all network data. We propose a general probabilistic model that can handle both partial knowledge of the physics generating the spatial field as well as a purely data-driven inference. Specifically, we adopt an Empirical Bayes approach in which the spatial field is modeled as a Gaussian Process, whose mean function is described by means of parametrized equations. We characterize the Empirical Bayes estimator when nodes are heterogeneous, i.e., perform a different number of measurements. Moreover, by exploiting the sparsity of both the covariance and the (parametrized) mean function of the Gaussian Process, we are able to design a distributed spatial field estimator. We corroborate the theoretical results with two numerical simulations: a stationary temperature field estimation in which the field is described by a partial differential (heat) equation, and a data driven inference in which the mean is parametrized by a cubic spline

Robust Environmental Mapping by Mobile Sensor Networks

Constructing a spatial map of environmental parameters is a crucial step to preventing hazardous chemical leakages, forest fires, or while estimating a spatially distributed physical quantities such as terrain elevation. Although prior methods can do such mapping tasks efficiently via dispatching a group of autonomous agents, they are unable to ensure satisfactory convergence to the underlying ground truth distribution in a decentralized manner when any of the agents fail. Since the types of agents utilized to perform such mapping are typically inexpensive and prone to failure, this results in poor overall mapping performance in real-world applications, which can in certain cases endanger human safety. This paper presents a Bayesian approach for robust spatial mapping of environmental parameters by deploying a group of mobile robots capable of ad-hoc communication equipped with short-range sensors in the presence of hardware failures. Our approach first utilizes a variant of the Voronoi diagram to partition the region to be mapped into disjoint regions that are each associated with at least one robot. These robots are then deployed in a decentralized manner to maximize the likelihood that at least one robot detects every target in their associated region despite a non-zero probability of failure. A suite of simulation results is presented to demonstrate the effectiveness and robustness of the proposed method when compared to existing techniques.Comment: accepted to icra 201

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

A decentralized motion coordination strategy for dynamic target tracking

This paper presents a decentralized motion planning algorithm for the distributed sensing of a noisy dynamical process by multiple cooperating mobile sensor agents. This problem is motivated by localization and tracking tasks of dynamic targets. Our gradient-descent method is based on a cost function that measures the overall quality of sensing. We also investigate the role of imperfect communication between sensor agents in this framework, and examine the trade-offs in performance between sensing and communication. Simulations illustrate the basic characteristics of the algorithms

Distributing the Kalman Filter for Large-Scale Systems

This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional, where $n_l\ll n$) sub-systems that are obtained after spatially decomposing the large-scale system. The resulting sub-systems overlap, which along with an assimilation procedure on the local Kalman filters, preserve an $L$th order Gauss-Markovian structure of the centralized error processes. The information loss due to the $L$th order Gauss-Markovian approximation is controllable as it can be characterized by a divergence that decreases as $L\uparrow$. The order of the approximation, $L$, leads to a lower bound on the dimension of the sub-systems, hence, providing a criterion for sub-system selection. The assimilation procedure is carried out on the local error covariances with a distributed iterate collapse inversion (DICI) algorithm that we introduce. The DICI algorithm computes the (approximated) centralized Riccati and Lyapunov equations iteratively with only local communication and low-order computation. We fuse the observations that are common among the local Kalman filters using bipartite fusion graphs and consensus averaging algorithms. The proposed algorithm achieves full distribution of the Kalman filter that is coherent with the centralized Kalman filter with an $L$th order Gaussian-Markovian structure on the centralized error processes. Nowhere storage, communication, or computation of $n-$dimensional vectors and matrices is needed; only $n_l \ll n$ dimensional vectors and matrices are communicated or used in the computation at the sensors