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

Covariance-Based Estimation for Clustered Sensor Networks Subject to Random Deception Attacks

In this paper, a cluster-based approach is used to address the distributed fusion estimation problem (filtering and fixed-point smoothing) for discrete-time stochastic signals in the presence of random deception attacks. At each sampling time, measured outputs of the signal are provided by a networked system, whose sensors are grouped into clusters. Each cluster is connected to a local processor which gathers the measured outputs of its sensors and, in turn, the local processors of all clusters are connected with a global fusion center. The proposed cluster-based fusion estimation structure involves two stages. First, every single sensor in a cluster transmits its observations to the corresponding local processor, where least-squares local estimators are designed by an innovation approach. During this transmission, deception attacks to the sensor measurements may be randomly launched by an adversary, with known probabilities of success that may be different at each sensor. In the second stage, the local estimators are sent to the fusion center, where they are combined to generate the proposed fusion estimators. The covariance-based design of the distributed fusion filtering and fixed-point smoothing algorithms does not require full knowledge of the signal evolution model, but only the first and second order moments of the processes involved in the observation model. Simulations are provided to illustrate the theoretical results and analyze the effect of the attack success probability on the estimation performance.This research is supported by Ministerio de Economía, Industria y Competitividad, Agencia Estatal de Investigación and Fondo Europeo de Desarrollo Regional FEDER (grant no. MTM2017-84199-P)

On hybrid consensus-based extended Kalman filtering with random link failures over sensor networks

summary:This paper is concerned with the distributed filtering problem for nonlinear time-varying systems over wireless sensor networks under random link failures. To achieve consensus estimation, each sensor node is allowed to communicate with its neighboring nodes according to a prescribed communication topology. Firstly, a new hybrid consensus-based filtering algorithm under random link failures, which affect the information exchange between sensors and are modeled by a set of independent Bernoulli processes, is designed via redefining the interaction weights. Second, a novel observability condition, called parameterized jointly uniform observability, is proposed to ensure the stochastic boundedness of the error covariances of the hybrid consensus-based filtering algorithm. Finally, an example is given to demonstrate the effectiveness of the derived theoretical results

Non-fragile H∞ control with randomly occurring gain variations, distributed delays and channel fadings

This study is concerned with the non-fragile H∞ control problem for a class of discrete-time systems subject to randomly occurring gain variations (ROGVs), channel fadings and infinite-distributed delays. A new stochastic phenomenon (ROGVs), which is governed by a sequence of random variables with a certain probabilistic distribution, is put forward to better reflect the reality of the randomly occurring fluctuation of controller gains implemented in networked environments. A modified stochastic Rice fading model is then exploited to account for both channel fadings and random time-delays in a unified representation. The channel coefficients are a set of mutually independent random variables which abide by any (not necessarily Gaussian) probability density function on [0, 1]. Attention is focused on the analysis and design of a non-fragile H∞ outputfeedback controller such that the closed-loop control system is stochastically stable with a prescribed H∞ performance. Through intensive stochastic analysis, sufficient conditions are established for the desired stochastic stability and H∞ disturbance attenuation, and the addressed non-fragile control problem is then recast as a convex optimisation problem solvable via the semidefinite programme method. An example is finally provided to demonstrate the effectiveness of the proposed design method

Distributed Decision Through Self-Synchronizing Sensor Networks in the Presence of Propagation Delays and Asymmetric Channels

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local measurements. We model the interaction among the nodes as a directed graph with weights (possibly) dependent on the radio channels and we pose special attention to the effect of the propagation delay occurring in the exchange of data among sensors, as a function of the network geometry. We derive necessary and sufficient conditions for the proposed system to reach a consensus on globally optimal decision statistics. One of the major results proved in this work is that a consensus is reached with exponential convergence speed for any bounded delay condition if and only if the directed graph is quasi-strongly connected. We provide a closed form expression for the global consensus, showing that the effect of delays is, in general, the introduction of a bias in the final decision. Finally, we exploit our closed form expression to devise a double-step consensus mechanism able to provide an unbiased estimate with minimum extra complexity, without the need to know or estimate the channel parameters.Comment: To be published on IEEE Transactions on Signal Processin