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

Distributed Estimation and Performance Limits in Resource-constrained Wireless Sensor Networks

Distributed inference arising in sensor networks has been an interesting and promising discipline in recent years. The goal of this dissertation is to investigate several issues related to distributed inference in sensor networks, emphasizing parameter estimation and target tracking with resource-constrainted networks. To reduce the transmissions between sensors and the fusion center thereby saving bandwidth and energy consumption in sensor networks, a novel methodology, where each local sensor performs a censoring procedure based on the normalized innovation square (NIS), is proposed for the sequential Bayesian estimation problem in this dissertation. In this methodology, each sensor sends only the informative measurements and the fusion center fuses both missing measurements and received ones to yield more accurate inference. The new methodology is derived for both linear and nonlinear dynamic systems, and both scalar and vector measurements. The relationship between the censoring rule based on NIS and the one based on Kullback-Leibler (KL) divergence is investigated. A probabilistic transmission model over multiple access channels (MACs) is investigated. With this model, a relationship between the sensor management and compressive sensing problems is established, based on which, the sensor management problem becomes a constrained optimization problem, where the goal is to determine the optimal values of probabilities that each sensor should transmit with such that the determinant of the Fisher information matrix (FIM) at any given time step is maximized. The performance of the proposed compressive sensing based sensor management methodology in terms of accuracy of inference is investigated. For the Bayesian parameter estimation problem, a framework is proposed where quantized observations from local sensors are not directly fused at the fusion center, instead, an additive noise is injected independently to each quantized observation. The injected noise performs as a low-pass filter in the characteristic function (CF) domain, and therefore, is capable of recoverving the original analog data if certain conditions are satisfied. The optimal estimator based on the new framework is derived, so is the performance bound in terms of Fisher information. Moreover, a sub-optimal estimator, namely, linear minimum mean square error estimator (LMMSE) is derived, due to the fact that the proposed framework theoretically justifies the additive noise modeling of the quantization process. The bit allocation problem based on the framework is also investigated. A source localization problem in a large-scale sensor network is explored. The maximum-likelihood (ML) estimator based on the quantized data from local sensors and its performance bound in terms of Cram\\u27{e}r-Rao lower bound (CRLB) are derived. Since the number of sensors is large, the law of large numbers (LLN) is utilized to obtain a closed-form version of the performance bound, which clearly shows the dependence of the bound on the sensor density, $i.e.,$ the Fisher information is a linearly increasing function of the sensor density. Error incurred by the LLN approximation is also theoretically analyzed. Furthermore, the design of sub-optimal local sensor quantizers based on the closed-form solution is proposed. The problem of on-line performance evaluation for state estimation of a moving target is studied. In particular, a compact and efficient recursive conditional Posterior Cram\\u27{e}r-Rao lower bound (PCRLB) is proposed. This bound provides theoretical justification for a heuristic one proposed by other researchers in this area. Theoretical complexity analysis is provided to show the efficiency of the proposed bound, compared to the existing bound

Compressive Privacy for a Linear Dynamical System

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state estimation. To achieve an optimal tradeoff between the utility of estimating the public states and protection of the private states, the measurements at each time step are linearly compressed into a lower dimensional space. Under the centralized setting where all measurements are collected by a single sensor, we propose an optimization problem and an algorithm to find the best compression matrix. Under the decentralized setting where measurements are made separately at multiple sensors, each sensor optimizes its own local compression matrix. We propose methods to separate the overall optimization problem into multiple sub-problems that can be solved locally at each sensor. We consider the cases where there is no message exchange between the sensors; and where each sensor takes turns to transmit messages to the other sensors. Simulations and empirical experiments demonstrate the efficiency of our proposed approach in allowing the fusion center to estimate the public states with good accuracy while preventing it from estimating the private states accurately

Vehicle positioning in urban environments using particle filtering-based global positioning system, odometry, and map data fusion

This article presents a new method for land vehicle navigation using global positioning system (GPS), dead reckoning sensor (DR), and digital road map information, particularly in urban environments where GPS failures can occur. The odometer sensors and map measure can be used to provide continuous navigation and correct the vehicle location in the presence of GPS masking. To solve this estimation problem for vehicle navigation, we propose to use particle filtering for GPS/odometer/map integration. The particle filter is a method based on the Bayesian estimation technique and the Monte Carlo method, which deals with non-linear models and is not limited to Gaussian statistics. When the GPS sensor cannot provide a location due to the number of satellites in view, the filter fuses the limited GPS pseudo-range data to enhance the vehicle positioning. The developed filter is then tested in a transportation network scenario in the presence of GPS failures, which shows the advantages of the proposed approach for vehicle location compared to the extended Kalman filter

Full State History Cooperative Localisation with Complete Information Sharing

This thesis presents a decentralised localisation method for multiple robots. We enable reduced bandwidth requirements whilst using local solutions that fuse information from other robots. This method does not specify a communication topology or require complex tracking of information. The methods for including shared data match standard elements of nonlinear optimisation algorithms. There are four contributions in this thesis. The first is a method to split the multiple vehicle problem into sections that can be iteratively transmitted in packets with bandwidth bounds. This is done through delayed elimination of external states, which are states involved in intervehicle observations. Observations are placed in subgraphs that accumulate between external states. Internal states, which are all states not involved in intervehicle observations, can then be eliminated from each subgraph and the joint probability of the start and end states is shared between vehicles and combined to yield the solution to the entire graph. The second contribution is usage of variable reordering within these packets to enable handling of delayed observations that target an existing state such as with visual loop closures. We identify the calculations required to give the conditional probability of the delayed historical state on the existing external states before and after. This reduces the recalculation to updating the factorisation of a single subgraph and is independent of the time since the observation was made. The third contribution is a method and conditions for insertion of states into existing packets that does not invalidate previously transmitted data. We derive the conditions that enable this method and our fourth contribution is two motion models that conform to the conditions. Together this permits handling of the general out of sequence case

Past, Present, and Future of Simultaneous Localization And Mapping: Towards the Robust-Perception Age

Simultaneous Localization and Mapping (SLAM)consists in the concurrent construction of a model of the environment (the map), and the estimation of the state of the robot moving within it. The SLAM community has made astonishing progress over the last 30 years, enabling large-scale real-world applications, and witnessing a steady transition of this technology to industry. We survey the current state of SLAM. We start by presenting what is now the de-facto standard formulation for SLAM. We then review related work, covering a broad set of topics including robustness and scalability in long-term mapping, metric and semantic representations for mapping, theoretical performance guarantees, active SLAM and exploration, and other new frontiers. This paper simultaneously serves as a position paper and tutorial to those who are users of SLAM. By looking at the published research with a critical eye, we delineate open challenges and new research issues, that still deserve careful scientific investigation. The paper also contains the authors' take on two questions that often animate discussions during robotics conferences: Do robots need SLAM? and Is SLAM solved

CES-515 Towards Localization and Mapping of Autonomous Underwater Vehicles: A Survey

Autonomous Underwater Vehicles (AUVs) have been used for a huge number of tasks ranging from commercial, military and research areas etc, while the fundamental function of a successful AUV is its localization and mapping ability. This report aims to review the relevant elements of localization and mapping for AUVs. First, a brief introduction of the concept and the historical development of AUVs is given; then a relatively detailed description of the sensor system used for AUV navigation is provided. As the main part of the report, a comprehensive investigation of the simultaneous localization and mapping (SLAM) for AUVs are conducted, including its application examples. Finally a brief conclusion is summarized