39,401 research outputs found
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
Optimal Control for LQG Systems on Graphs---Part I: Structural Results
In this two-part paper, we identify a broad class of decentralized
output-feedback LQG systems for which the optimal control strategies have a
simple intuitive estimation structure and can be computed efficiently. Roughly,
we consider the class of systems for which the coupling of dynamics among
subsystems and the inter-controller communication is characterized by the same
directed graph. Furthermore, this graph is assumed to be a multitree, that is,
its transitive reduction can have at most one directed path connecting each
pair of nodes. In this first part, we derive sufficient statistics that may be
used to aggregate each controller's growing available information. Each
controller must estimate the states of the subsystems that it affects (its
descendants) as well as the subsystems that it observes (its ancestors). The
optimal control action for a controller is a linear function of the estimate it
computes as well as the estimates computed by all of its ancestors. Moreover,
these state estimates may be updated recursively, much like a Kalman filter
Algorithms for output feedback, multiple-model, and decentralized control problems
The optimal stochastic output feedback, multiple-model, and decentralized control problems with dynamic compensation are formulated and discussed. Algorithms for each problem are presented, and their relationship to a basic output feedback algorithm is discussed. An aircraft control design problem is posed as a combined decentralized, multiple-model, output feedback problem. A control design is obtained using the combined algorithm. An analysis of the design is presented
Distributed Decision Through Self-Synchronizing Sensor Networks in the Presence of Propagation Delays and Asymmetric Channels
In this paper we propose and analyze a distributed algorithm for achieving
globally optimal decisions, either estimation or detection, through a
self-synchronization mechanism among linearly coupled integrators initialized
with local measurements. We model the interaction among the nodes as a directed
graph with weights (possibly) dependent on the radio channels and we pose
special attention to the effect of the propagation delay occurring in the
exchange of data among sensors, as a function of the network geometry. We
derive necessary and sufficient conditions for the proposed system to reach a
consensus on globally optimal decision statistics. One of the major results
proved in this work is that a consensus is reached with exponential convergence
speed for any bounded delay condition if and only if the directed graph is
quasi-strongly connected. We provide a closed form expression for the global
consensus, showing that the effect of delays is, in general, the introduction
of a bias in the final decision. Finally, we exploit our closed form expression
to devise a double-step consensus mechanism able to provide an unbiased
estimate with minimum extra complexity, without the need to know or estimate
the channel parameters.Comment: To be published on IEEE Transactions on Signal Processin
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