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

Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

Copyright @ 2012 ElsevierIn this paper, the extended Kalman filtering problem is investigated for a class of nonlinear systems with multiple missing measurements over a finite horizon. Both deterministic and stochastic nonlinearities are included in the system model, where the stochastic nonlinearities are described by statistical means that could reflect the multiplicative stochastic disturbances. The phenomenon of measurement missing occurs in a random way and the missing probability for each sensor is governed by an individual random variable satisfying a certain probability distribution over the interval [0,1]. Such a probability distribution is allowed to be any commonly used distribution over the interval [0,1] with known conditional probability. The aim of the addressed filtering problem is to design a filter such that, in the presence of both the stochastic nonlinearities and multiple missing measurements, there exists an upper bound for the filtering error covariance. Subsequently, such an upper bound is minimized by properly designing the filter gain at each sampling instant. It is shown that the desired filter can be obtained in terms of the solutions to two Riccati-like difference equations that are of a form suitable for recursive computation in online applications. An illustrative example is given to demonstrate the effectiveness of the proposed filter design scheme.This work was supported in part by the National 973 Project under Grant 2009CB320600, National Natural Science Foundation of China under Grants 61028008, 61134009 and 60825303, the State Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) of China, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

On general systems with network-enhanced complexities

In recent years, the study of networked control systems (NCSs) has gradually become an active research area due to the advantages of using networked media in many aspects such as the ease of maintenance and installation, the large flexibility and the low cost. It is well known that the devices in networks are mutually connected via communication cables that are of limited capacity. Therefore, some network-induced phenomena have inevitably emerged in the areas of signal processing and control engineering. These phenomena include, but are not limited to, network-induced communication delays, missing data, signal quantization, saturations, and channel fading. It is of great importance to understand how these phenomena influence the closed-loop stability and performance properties

Spatial Wireless Channel Prediction under Location Uncertainty

Spatial wireless channel prediction is important for future wireless networks, and in particular for proactive resource allocation at different layers of the protocol stack. Various sources of uncertainty must be accounted for during modeling and to provide robust predictions. We investigate two channel prediction frameworks, classical Gaussian processes (cGP) and uncertain Gaussian processes (uGP), and analyze the impact of location uncertainty during learning/training and prediction/testing, for scenarios where measurements uncertainty are dominated by large-scale fading. We observe that cGP generally fails both in terms of learning the channel parameters and in predicting the channel in the presence of location uncertainties.\textcolor{blue}{{} }In contrast, uGP explicitly considers the location uncertainty. Using simulated data, we show that uGP is able to learn and predict the wireless channel

A Polynomial Chaos Based Bayesian Approach for Estimating Uncertain Parameters of Mechanical Systems – Part I: Theoretical Approach

This is the first part of a two-part article. A new computational approach for parameter estimation is proposed based on the application of the polynomial chaos theory. The polynomial chaos method has been shown to be considerably more efficient than Monte Carlo in the simulation of systems with a small number of uncertain parameters. In the new approach presented in this paper, the maximum likelihood estimates are obtained by minimizing a cost function derived from the Bayesian theorem. Direct stochastic collocation is used as a less computationally expensive alternative to the traditional Galerkin approach to propagate the uncertainties through the system in the polynomial chaos framework. This approach is applied to very simple mechanical systems in order to illustrate how the cost function can be affected by undersampling, non-identifiablily of the system, non-observability, and by excitation signals that are not rich enough. When the system is non-identifiable, regularization techniques can still yield most likely values among the possible combinations of uncertain parameters resulting in the same time responses than the ones observed. This is illustrated using a simple spring-mass system. Possible applications of this theory to the field of vehicle dynamics simulations include the estimation of mass, inertia properties, as well as other parameters of interest. In the second part of this article, this new parameter estimation method is illustrated on a nonlinear four-degree-of-freedom roll plane model of a vehicle in which an uncertain mass with an uncertain position is added on the roll bar

Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Data analysis of gravitational-wave signals from spinning neutron stars. II. Accuracy of estimation of parameters

We examine the accuracy of estimation of parameters of the gravitational-wave signals from spinning neutron stars that can be achieved from observations by Earth-based laser interferometers. We consider a model of the signal consisting of two narrowband components and including both phase and amplitude modulation. We calculate approximate values of the rms errors of the parameter estimators using the Fisher information matrix. We carry out extensive Monte Carlo simulations and obtain cumulative distribution functions of rms errors of astrophysically interesting parameters: amplitude of the signal, wobble angle, position of the source in the sky, frequency, and spindown coefficients. We consider both all-sky searches and directed searches. We also examine the possibility of determination of neutron star proper motion. We perform simulations for all laser-interferometric detectors that are currently under construction and for several possible lengths of the observation time and sizes of the parameter space. We find that observations of continuous gravitational-wave signals from neutron stars by laser-interferometric detectors will provide a very accurate information about their astrophysical properties. We derive several simplified models of the signal that can be used in the theoretical investigations of the data analysis schemes independently of the physical mechanisms generating the gravitational-wave signal.Comment: LaTeX, 34 pages, 15 figures, submitted to Phys. Rev.