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

Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems

For the multisensor linear discrete time-invariant stochastic control systems with different measurement matrices and correlated noises, the centralized measurement fusion white noise estimators are presented by the linear minimum variance criterion under the condition that noise input matrix is full column rank. They have the expensive computing burden due to the high-dimension extended measurement matrix. To reduce the computing burden, the weighted measurement fusion white noise estimators are presented. It is proved that weighted measurement fusion white noise estimators have the same accuracy as the centralized measurement fusion white noise estimators, so it has global optimality. It can be applied to signal processing in oil seismic exploration. A simulation example for Bernoulli-Gaussian white noise deconvolution filter verifies the effectiveness

Computational Imaging Approach to Recovery of Target Coordinates Using Orbital Sensor Data

This dissertation addresses the components necessary for simulation of an image-based recovery of the position of a target using orbital image sensors. Each component is considered in detail, focusing on the effect that design choices and system parameters have on the accuracy of the position estimate. Changes in sensor resolution, varying amounts of blur, differences in image noise level, selection of algorithms used for each component, and lag introduced by excessive processing time all contribute to the accuracy of the result regarding recovery of target coordinates using orbital sensor data. Using physical targets and sensors in this scenario would be cost-prohibitive in the exploratory setting posed, therefore a simulated target path is generated using Bezier curves which approximate representative paths followed by the targets of interest. Orbital trajectories for the sensors are designed on an elliptical model representative of the motion of physical orbital sensors. Images from each sensor are simulated based on the position and orientation of the sensor, the position of the target, and the imaging parameters selected for the experiment (resolution, noise level, blur level, etc.). Post-processing of the simulated imagery seeks to reduce noise and blur and increase resolution. The only information available for calculating the target position by a fully implemented system are the sensor position and orientation vectors and the images from each sensor. From these data we develop a reliable method of recovering the target position and analyze the impact on near-realtime processing. We also discuss the influence of adjustments to system components on overall capabilities and address the potential system size, weight, and power requirements from realistic implementation approaches

Multi-source Information Fusion Technology and Its Engineering Application

With the continuous development of information technology in recent years, information fusion technology, which originated from military applications, plays an important role in various fields. In addition, the rapidly increasing amount of data and the changing lifestyles of people in the information age are affecting the development of information fusion technology. More experts and scholars have focused their attention on the research of image or audio and video fusion or distributed fusion technology. This article summarizes the origin and development of information fusion technology and typical algorithms, as well as the future development trends and challenges of information fusion technology

Multi-channel ARMA Signal Covariance Intersection Fusion Kalman Predictor

AbstractFor multi-channel ARMA signal with two sensors and unknown cross-covariances between the local Kalman predicting errors, based on the transformation of ARMA signal model to the state space model, a covariance intersection (CI) fusion steady-state Kalman signal predictor is presented. The accuracy comparison of CI Kalman signal fuser with the Kalman fuser weighted by matrices, diagonal matrices, and scalars is given. The geometric interpretation of accuracy relations is given by the covariance ellipses. Its accuracy is higher than that of each local Kalman predictor, and lower than that of optimal Kalman predictor weighted by matrices. A Monte-Carlo simulation results show its effectiveness and its actual accuracy is close to that of the optimal fuser weighted by matrices

BATUD: Blind Atmospheric TUrbulence Deconvolution

A new blind image deconvolution technique is developed for atmospheric turbulence deblurring. The originality of the proposed approach relies on an actual physical model, known as the Fried kernel, that quantifies the impact of the atmospheric turbulence on the optical resolution of images. While the original expression of the Fried kernel can seem cumbersome at first sight, we show that it can be reparameterized in a much simpler form. This simple expression allows us to efficiently embed this kernel in the proposed Blind Atmospheric TUrbulence Deconvolution (BATUD) algorithm. BATUD is an iterative algorithm that alternately performs deconvolution and estimates the Fried kernel by jointly relying on a Gaussian Mixture Model prior of natural image patches and controlling for the square Euclidean norm of the Fried kernel. Numerical experiments show that our proposed blind deconvolution algorithm behaves well in different simulated turbulence scenarios, as well as on real images. Not only BATUD outperforms state-of-the-art approaches used in atmospheric turbulence deconvolution in terms of image quality metrics, but is also faster

Partially Linear Estimation with Application to Sparse Signal Recovery From Measurement Pairs

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing the joint distribution of X and Y in full, but rather only its second-order moments. This renders it of potential interest in various applications. We further show that the PLMMSE method is minimax-optimal among all estimators that solely depend on the second-order statistics of X and Y. We demonstrate our approach in the context of recovering a signal, which is sparse in a unitary dictionary, from noisy observations of it and of a filtered version of it. We show that in this setting PLMMSE estimation has a clear computational advantage, while its performance is comparable to state-of-the-art algorithms. We apply our approach both in static and dynamic estimation applications. In the former category, we treat the problem of image enhancement from blurred/noisy image pairs, where we show that PLMMSE estimation performs only slightly worse than state-of-the art algorithms, while running an order of magnitude faster. In the dynamic setting, we provide a recursive implementation of the estimator and demonstrate its utility in the context of tracking maneuvering targets from position and acceleration measurements.Comment: 13 pages, 5 figure