Distributed Kalman Filter

The continuing trend toward connected sensors (“internet of things” and” ubiquitous computing”) drives a demand for powerful distributed estimation methodologies. In tracking applications, the distributed Kalman filter (DKF) provides an optimal solution under Kalman filter conditions. The optimal solution in terms of the estimation accuracy is also achieved by a centralized fusion algorithm, which receives all associated measurements. However, the centralized approach requires full communication of all measurements at each time step, whereas the DKF works at arbitrary communication rates since the calculation is fully distributed. A more recent methodology is based on ”accumulated state density” (ASD), which augments the states from multiple time instants to overcome spatial cross-correlations. This chapter explains the challenges in distributed tracking. Then, possible solutions are derived, which include the DKF and ASD approach

Multitarget Tracking Using Orientation Estimation for Optical Belt Sorting

In optical belt sorting, accurate predictions of the bulk material particles’ motions are required for high-quality results. By implementing a multitarget tracker tailored to the scenario and deriving novel motion models, the predictions are greatly enhanced. The tracker’s reliability is improved by also considering the particles’ orientations. To this end, new estimators for directional quantities based on orthogonal basis functions are presented and shown to outperform the state of the art

Information form distributed Kalman filtering (IDKF) with explicit inputs

With the ubiquity of information distributed in networks, performing recursive Bayesian estimation using distributed calculations is becoming more and more important. There are a wide variety of algorithms catering to different applications and requiring different degrees of knowledge about the other nodes involved. One recently developed algorithm is the distributed Kalman filter (DKF), which assumes that all knowledge about the measurements, except the measurements themselves, are known to all nodes. If this condition is met, the DKF allows deriving the optimal estimate if all information is combined in one node at an arbitrary time step. In this paper, we present an information form of the distributed Kalman filter (IDKF) that allows the use of explicit system inputs at the individual nodes while still yielding the same results as a centralized Kalman filter