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

Sensor Characterization and Signal Fusion for InstantEye

The practicality and effectiveness of using a TerraRanger Duo—a parallel sonar and infrared time-of-flight distance sensor—payload for obstacle detection is investigated for use with Physical Science Inc.’s InstantEye drone. A Python program was developed to interface with the serial data output before comparing the sensor’s empirical performance against its data sheet. The two signals from the distinct sensor modules, each with their characterized strengths and weaknesses, were then fused with a Kalman filter. This was further refined by imposing conditional weighting based on the known sensor characteristics. The filter output, with conditional corrections, was able to accurately track a single object’s position and velocity within a maximum range of 14 meters

Real-time detection of auditory : steady-state brainstem potentials evoked by auditory stimuli

The auditory steady-state response (ASSR) is advantageous against other hearing techniques because of its capability in providing objective and frequency specific information. The objectives are to reduce the lengthy test duration, and improve the signal detection rate and the robustness of the detection against the background noise and unwanted artefacts.Two prominent state estimation techniques of Luenberger observer and Kalman filter have been used in the development of the autonomous ASSR detection scheme. Both techniques are real-time implementable, while the challenges faced in the application of the observer and Kalman filter techniques are the very poor SNR (could be as low as −30dB) of ASSRs and unknown statistics of the noise. Dual-channel architecture is proposed, one is for the estimate of sinusoid and the other for the estimate of the background noise. Simulation and experimental studies were also conducted to evaluate the performances of the developed ASSR detection scheme, and to compare the new method with other conventional techniques. In general, both the state estimation techniques within the detection scheme produced comparable results as compared to the conventional techniques, but achieved significant measurement time reduction in some cases. A guide is given for the determination of the observer gains, while an adaptive algorithm has been used for adjustment of the gains in the Kalman filters.In order to enhance the robustness of the ASSR detection scheme with adaptive Kalman filters against possible artefacts (outliers), a multisensory data fusion approach is used to combine both standard mean operation and median operation in the ASSR detection algorithm. In addition, a self-tuned statistical-based thresholding using the regression technique is applied in the autonomous ASSR detection scheme. The scheme with adaptive Kalman filters is capable of estimating the variances of system and background noise to improve the ASSR detection rate

Improved Distributed Estimation Method for Environmental\ud time-variant Physical variables in Static Sensor Networks

In this paper, an improved distributed estimation scheme for static sensor networks is developed. The scheme is developed for environmental time-variant physical variables. The main contribution of this work is that the algorithm in [1]-[3] has been extended, and a filter has been designed with weights, such that the variance of the estimation errors is minimized, thereby improving the filter design considerably\ud and characterizing the performance limit of the filter, and thereby tracking a time-varying signal. Moreover, certain parameter optimization is alleviated with the application of a particular finite impulse response (FIR) filter. Simulation results are showing the effectiveness of the developed estimation algorithm

Multiple-objective sensor management and optimisation

One of the key challenges associated with exploiting modern Autonomous Vehicle technology for military surveillance tasks is the development of Sensor Management strategies which maximise the performance of the on-board Data-Fusion systems. The focus of this thesis is the development of Sensor Management algorithms which aim to optimise target tracking processes. Three principal theoretical and analytical contributions are presented which are related to the manner in which such problems are formulated and subsequently solved.Firstly, the trade-offs between optimising target tracking and other system-level objectives relating to expected operating lifetime are explored in an autonomous ground sensor scenario. This is achieved by modelling the observer trajectory control design as a probabilistic, information-theoretic, multiple-objective optimisation problem. This novel approach explores the relationships between the changes in sensor-target geometry that are induced by tracking performance measures and those relating to power consumption. This culminates in a novel observer trajectory control algorithm based onthe minimax approach.The second contribution is an analysis of the propagation of error through a limited-lookahead sensor control feedback loop. In the last decade, it has been shown that the use of such non-myopic (multiple-step) planning strategies can lead to superior performance in many Sensor Management scenarios. However, relatively little is known about the performance of strategies which use different horizon lengths. It is shown that, in the general case, planning performance is a function of the length of the horizon over which the optimisation is performed. While increasing the horizon maximises the chances of achieving global optimality, by revealing information about the substructureof the decision space, it also increases the impact of any prediction error, approximations, or unforeseen risk present within the scenario. These competing mechanisms aredemonstrated using an example tracking problem. This provides the motivation for a novel sensor control methodology that employs an adaptive length optimisation horizon. A route to selecting the optimal horizon size is proposed, based on a new non-myopic risk equilibrium which identifies the point where the two competing mechanisms are balanced.The third area of contribution concerns the development of a number of novel optimisation algorithms aimed at solving the resulting sequential decision making problems. These problems are typically solved using stochastic search methods such as Genetic Algorithms or Simulated Annealing. The techniques presented in this thesis are extensions of the recently proposed Repeated Weighted Boosting Search algorithm. In its originalform, it is only applicable to continuous, single-objective, ptimisation problems. The extensions facilitate application to mixed search spaces and Pareto multiple-objective problems. The resulting algorithms have performance comparable with Genetic Algorithm variants, and offer a number of advantages such as ease of implementation and limited tuning requirements