10,877 research outputs found
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
Belief Consensus Algorithms for Fast Distributed Target Tracking in Wireless Sensor Networks
In distributed target tracking for wireless sensor networks, agreement on the
target state can be achieved by the construction and maintenance of a
communication path, in order to exchange information regarding local likelihood
functions. Such an approach lacks robustness to failures and is not easily
applicable to ad-hoc networks. To address this, several methods have been
proposed that allow agreement on the global likelihood through fully
distributed belief consensus (BC) algorithms, operating on local likelihoods in
distributed particle filtering (DPF). However, a unified comparison of the
convergence speed and communication cost has not been performed. In this paper,
we provide such a comparison and propose a novel BC algorithm based on belief
propagation (BP). According to our study, DPF based on metropolis belief
consensus (MBC) is the fastest in loopy graphs, while DPF based on BP consensus
is the fastest in tree graphs. Moreover, we found that BC-based DPF methods
have lower communication overhead than data flooding when the network is
sufficiently sparse
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
Simultaneous Distributed Sensor Self-Localization and Target Tracking Using Belief Propagation and Likelihood Consensus
We introduce the framework of cooperative simultaneous localization and
tracking (CoSLAT), which provides a consistent combination of cooperative
self-localization (CSL) and distributed target tracking (DTT) in sensor
networks without a fusion center. CoSLAT extends simultaneous localization and
tracking (SLAT) in that it uses also intersensor measurements. Starting from a
factor graph formulation of the CoSLAT problem, we develop a particle-based,
distributed message passing algorithm for CoSLAT that combines nonparametric
belief propagation with the likelihood consensus scheme. The proposed CoSLAT
algorithm improves on state-of-the-art CSL and DTT algorithms by exchanging
probabilistic information between CSL and DTT. Simulation results demonstrate
substantial improvements in both self-localization and tracking performance.Comment: 10 pages, 5 figure
Global consensus Monte Carlo
To conduct Bayesian inference with large data sets, it is often convenient or
necessary to distribute the data across multiple machines. We consider a
likelihood function expressed as a product of terms, each associated with a
subset of the data. Inspired by global variable consensus optimisation, we
introduce an instrumental hierarchical model associating auxiliary statistical
parameters with each term, which are conditionally independent given the
top-level parameters. One of these top-level parameters controls the
unconditional strength of association between the auxiliary parameters. This
model leads to a distributed MCMC algorithm on an extended state space yielding
approximations of posterior expectations. A trade-off between computational
tractability and fidelity to the original model can be controlled by changing
the association strength in the instrumental model. We further propose the use
of a SMC sampler with a sequence of association strengths, allowing both the
automatic determination of appropriate strengths and for a bias correction
technique to be applied. In contrast to similar distributed Monte Carlo
algorithms, this approach requires few distributional assumptions. The
performance of the algorithms is illustrated with a number of simulated
examples
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