Distributed Maximum Likelihood for Simultaneous Self-localization and Tracking in Sensor Networks

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line Expectation-Maximization algorithms to localize the sensor network simultaneously with target tracking. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a novel message passing algorithm. The latter allows each node to compute the local derivatives of the likelihood or the sufficient statistics needed for Expectation-Maximization. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we demonstrate that the developed algorithms are able to learn the localization parameters.Comment: shorter version is about to appear in IEEE Transactions of Signal Processing; 22 pages, 15 figure

Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: A survey

Copyright © 2013 Jun Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Some recent advances on the recursive filtering and sliding mode design problems for nonlinear stochastic systems with network-induced phenomena are surveyed. The network-induced phenomena under consideration mainly include missing measurements, fading measurements, signal quantization, probabilistic sensor delays, sensor saturations, randomly occurring nonlinearities, and randomly occurring uncertainties. With respect to these network-induced phenomena, the developments on filtering and sliding mode design problems are systematically reviewed. In particular, concerning the network-induced phenomena, some recent results on the recursive filtering for time-varying nonlinear stochastic systems and sliding mode design for time-invariant nonlinear stochastic systems are given, respectively. Finally, conclusions are proposed and some potential future research works are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61329301, 61333012, 61374127 and 11301118, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant no. GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging

The implementation challenges of cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging are discussed and work on the subject is reviewed. System architecture and sensor fusion are identified as key challenges. A partially decentralized system architecture based on step-wise inertial navigation and step-wise dead reckoning is presented. This architecture is argued to reduce the computational cost and required communication bandwidth by around two orders of magnitude while only giving negligible information loss in comparison with a naive centralized implementation. This makes a joint global state estimation feasible for up to a platoon-sized group of agents. Furthermore, robust and low-cost sensor fusion for the considered setup, based on state space transformation and marginalization, is presented. The transformation and marginalization are used to give the necessary flexibility for presented sampling based updates for the inter-agent ranging and ranging free fusion of the two feet of an individual agent. Finally, characteristics of the suggested implementation are demonstrated with simulations and a real-time system implementation.Comment: 14 page

Particle filter state estimator for large urban networks

This paper applies a particle filter (PF) state estimator to urban traffic networks. The traffic network consists of signalized intersections, the roads that link these intersections, and sensors that detect the passage time of vehicles. The traffic state X(t) specifies at each time time t the state of the traffic lights, the queue sizes at the intersections, and the location and size of all the platoons of vehicles inside the system. The basic entity of our model is a platoon of vehicles that travel close together at approximately the same speed. This leads to a discrete event simulation model that is much faster than microscopic models representing individual vehicles. Hence it is possible to execute many random simulation runs in parallel. A particle filter (PF) assigns weights to each of these simulation runs, according to how well they explain the observed sensor signals. The PF thus generates estimates at each time t of the location of the platoons, and more importantly the queue size at each intersection. These estimates can be used for controlling the optimal switching times of the traffic light