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

Information Fusion Identification Method for the Multidimension ARMA Signal with Sensor Bias and Common Disturbance Noise

AbstractFor the multisensor multi-dimension autoregressive moving average(ARMA) signal system with a common disturbance measurement noise and sensor bias, when the model parameters, sensor bias and noise variances are all unknown, their consistent estimates are obtained by the multistage information fusion identification method. Firstly, by multi-dimension recursive extended least squares (RELS) algorithm, the estimates of the autoregressive parameters and sensor bias are obtained. Secondly, applying the correlation method, the estimates of the measurement noise variances are obtained. Finally, the fused estimates of the moving average(MA) parameters and the process noise variances are obtained by the Gevers-Wouters algorithm with a dead band. A simulation example verifies the consistency of unknown parameters estimates

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

Increasing the robustness of autonomous systems to hardware degradation using machine learning

Autonomous systems perform predetermined tasks (missions) with minimum supervision. In most applications, the state of the world changes with time. Sensors are employed to measure part or whole of the world’s state. However, sensors often fail amidst operation; feeding as such decision-making with wrong information about the world. Moreover, hardware degradation may alter dynamic behaviour, and subsequently the capabilities, of an autonomous system; rendering the original mission infeasible. This thesis applies machine learning to yield powerful and robust tools that can facilitate autonomy in modern systems. Incremental kernel regression is used for dynamic modelling. Algorithms of this sort are easy to train and are highly adaptive. Adaptivity allows for model adjustments, whenever the environment of operation changes. Bayesian reasoning provides a rigorous framework for addressing uncertainty. Moreover, using Bayesian Networks, complex inference regarding hardware degradation can be answered. Specifically, adaptive modelling is combined with Bayesian reasoning to yield recursive estimation algorithms that are robust to sensor failures. Two solutions are presented by extending existing recursive estimation algorithms from the robotics literature. The algorithms are deployed on an underwater vehicle and the performance is assessed in real-world experiments. A comparison against standard filters is also provided. Next, the previous algorithms are extended to consider sensor and actuator failures jointly. An algorithm that can detect thruster failures in an Autonomous Underwater Vehicle has been developed. Moreover, the algorithm adapts the dynamic model online to compensate for the detected fault. The performance of this algorithm was also tested in a real-world application. One step further than hardware fault detection, prognostics predict how much longer can a particular hardware component operate normally. Ubiquitous sensors in modern systems render data-driven prognostics a viable solution. However, training is based on skewed datasets; datasets where the samples from the faulty region of operation are much fewer than the ones from the healthy region of operation. This thesis presents a prognostic algorithm that tackles the problem of imbalanced (skewed) datasets

Active Velocity Estimation using Light Curtains via Self-Supervised Multi-Armed Bandits

To navigate in an environment safely and autonomously, robots must accurately estimate where obstacles are and how they move. Instead of using expensive traditional 3D sensors, we explore the use of a much cheaper, faster, and higher resolution alternative: programmable light curtains. Light curtains are a controllable depth sensor that sense only along a surface that the user selects. We adapt a probabilistic method based on particle filters and occupancy grids to explicitly estimate the position and velocity of 3D points in the scene using partial measurements made by light curtains. The central challenge is to decide where to place the light curtain to accurately perform this task. We propose multiple curtain placement strategies guided by maximizing information gain and verifying predicted object locations. Then, we combine these strategies using an online learning framework. We propose a novel self-supervised reward function that evaluates the accuracy of current velocity estimates using future light curtain placements. We use a multi-armed bandit framework to intelligently switch between placement policies in real time, outperforming fixed policies. We develop a full-stack navigation system that uses position and velocity estimates from light curtains for downstream tasks such as localization, mapping, path-planning, and obstacle avoidance. This work paves the way for controllable light curtains to accurately, efficiently, and purposefully perceive and navigate complex and dynamic environments. Project website: https://siddancha.github.io/projects/active-velocity-estimation/Comment: 9 pages (main paper), 3 pages (references), 9 pages (appendix

Algorithms for sensor validation and multisensor fusion

Existing techniques for sensor validation and sensor fusion are often based on analytical sensor models. Such models can be arbitrarily complex and consequently Gaussian distributions are often assumed, generally with a detrimental effect on overall system performance. A holistic approach has therefore been adopted in order to develop two novel and complementary approaches to sensor validation and fusion based on empirical data. The first uses the Nadaraya-Watson kernel estimator to provide competitive sensor fusion. The new algorithm is shown to reliably detect and compensate for bias errors, spike errors, hardover faults, drift faults and erratic operation, affecting up to three of the five sensors in the array. The inherent smoothing action of the kernel estimator provides effective noise cancellation and the fused result is more accurate than the single 'best sensor'. A Genetic Algorithm has been used to optimise the Nadaraya-Watson fuser design. The second approach uses analytical redundancy to provide the on-line sensor status output μH∈[0,1], where μH=1 indicates the sensor output is valid and μH=0 when the sensor has failed. This fuzzy measure is derived from change detection parameters based on spectral analysis of the sensor output signal. The validation scheme can reliably detect a wide range of sensor fault conditions. An appropriate context dependent fusion operator can then be used to perform competitive, cooperative or complementary sensor fusion, with a status output from the fuser providing a useful qualitative indication of the status of the sensors used to derive the fused result. The operation of both schemes is illustrated using data obtained from an array of thick film metal oxide pH sensor electrodes. An ideal pH electrode will sense only the activity of hydrogen ions, however the selectivity of the metal oxide device is worse than the conventional glass electrode. The use of sensor fusion can therefore reduce measurement uncertainty by combining readings from multiple pH sensors having complementary responses. The array can be conveniently fabricated by screen printing sensors using different metal oxides onto a single substrate