4,749 research outputs found

    Minimum Covariance Bounds for the Fusion under Unknown Correlations

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    Cooperative Localization under Limited Connectivity

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    We report two decentralized multi-agent cooperative localization algorithms in which, to reduce the communication cost, inter-agent state estimate correlations are not maintained but accounted for implicitly. In our first algorithm, to guarantee filter consistency, we account for unknown inter-agent correlations via an upper bound on the joint covariance matrix of the agents. In the second method, we use an optimization framework to estimate the unknown inter-agent cross-covariance matrix. In our algorithms, each agent localizes itself in a global coordinate frame using a local filter driven by local dead reckoning and occasional absolute measurement updates, and opportunistically corrects its pose estimate whenever it can obtain relative measurements with respect to other mobile agents. To process any relative measurement, only the agent taken the measurement and the agent the measurement is taken from need to communicate with each other. Consequently, our algorithms are decentralized algorithms that do not impose restrictive network-wide connectivity condition. Moreover, we make no assumptions about the type of agents or relative measurements. We demonstrate our algorithms in simulation and a robotic~experiment.Comment: 9 pages, 5 figure

    How valid can data fusion be?

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    "Data fusion techniques typically aim to achieve a complete data file from different sources which do not contain the same units. Traditionally, this is done on the basis of variables common to all files. It is well known that those approaches establish conditional independence of the specific variables given the common variables, although they may be conditionally dependent in reality. We discuss the objectives of data fusion in the light of their feasibility and distinguish four levels of validity that a fusion technique may achieve. For a rather general situation, we derive the feasible set of correlation matrices for the variables not jointly observed and suggest a new quality index for data fusion. Finally, we present a suitable and effcient multiple imputation procedure to make use of auxiliary information and to overcome the conditional independence assumption." (Author's abstract, IAB-Doku) ((en))Datenfusion, Datenaufbereitung, Datenqualität, Korrelation, Validität, angewandte Statistik, mathematische Statistik, Imputationsverfahren

    A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

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    Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

    Covariance Intersection in state estimation of dynamical systems

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    Reduced-Dimension Linear Transform Coding of Correlated Signals in Networks

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    A model, called the linear transform network (LTN), is proposed to analyze the compression and estimation of correlated signals transmitted over directed acyclic graphs (DAGs). An LTN is a DAG network with multiple source and receiver nodes. Source nodes transmit subspace projections of random correlated signals by applying reduced-dimension linear transforms. The subspace projections are linearly processed by multiple relays and routed to intended receivers. Each receiver applies a linear estimator to approximate a subset of the sources with minimum mean squared error (MSE) distortion. The model is extended to include noisy networks with power constraints on transmitters. A key task is to compute all local compression matrices and linear estimators in the network to minimize end-to-end distortion. The non-convex problem is solved iteratively within an optimization framework using constrained quadratic programs (QPs). The proposed algorithm recovers as special cases the regular and distributed Karhunen-Loeve transforms (KLTs). Cut-set lower bounds on the distortion region of multi-source, multi-receiver networks are given for linear coding based on convex relaxations. Cut-set lower bounds are also given for any coding strategy based on information theory. The distortion region and compression-estimation tradeoffs are illustrated for different communication demands (e.g. multiple unicast), and graph structures.Comment: 33 pages, 7 figures, To appear in IEEE Transactions on Signal Processin

    Linear Estimation in Interconnected Sensor Systems with Information Constraints

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    A ubiquitous challenge in many technical applications is to estimate an unknown state by means of data that stems from several, often heterogeneous sensor sources. In this book, information is interpreted stochastically, and techniques for the distributed processing of data are derived that minimize the error of estimates about the unknown state. Methods for the reconstruction of dependencies are proposed and novel approaches for the distributed processing of noisy data are developed

    Linear Estimation in Interconnected Sensor Systems with Information Constraints

    Get PDF
    A ubiquitous challenge in many technical applications is to estimate an unknown state by means of data that stems from several, often heterogeneous sensor sources. In this book, information is interpreted stochastically, and techniques for the distributed processing of data are derived that minimize the error of estimates about the unknown state. Methods for the reconstruction of dependencies are proposed and novel approaches for the distributed processing of noisy data are developed
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