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

A sparsity-driven approach to multi-camera tracking in visual sensor networks

In this paper, a sparsity-driven approach is presented for multi-camera tracking in visual sensor networks (VSNs). VSNs consist of image sensors, embedded processors and wireless transceivers which are powered by batteries. Since the energy and bandwidth resources are limited, setting up a tracking system in VSNs is a challenging problem. Motivated by the goal of tracking in a bandwidth-constrained environment, we present a sparsity-driven method to compress the features extracted by the camera nodes, which are then transmitted across the network for distributed inference. We have designed special overcomplete dictionaries that match the structure of the features, leading to very parsimonious yet accurate representations. We have tested our method in indoor and outdoor people tracking scenarios. Our experimental results demonstrate how our approach leads to communication savings without significant loss in tracking performance

Multi Detector Fusion of Dynamic TOA Estimation using Kalman Filter

In this paper, we propose fusion of dynamic TOA (time of arrival) from multiple non-coherent detectors like energy detectors operating at sub-Nyquist rate through Kalman filtering. We also show that by using multiple of these energy detectors, we can achieve the performance of a digital matched filter implementation in the AWGN (additive white Gaussian noise) setting. We derive analytical expression for number of energy detectors needed to achieve the matched filter performance. We demonstrate in simulation the validity of our analytical approach. Results indicate that number of energy detectors needed will be high at low SNRs and converge to a constant number as the SNR increases. We also study the performance of the strategy proposed using IEEE 802.15.4a CM1 channel model and show in simulation that two sub-Nyquist detectors are sufficient to match the performance of digital matched filter

Active Classification for POMDPs: a Kalman-like State Estimator

The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are shaped by the underlying state and an exogenous control input, which influence the observations' quality. Exploiting an innovations approach, an approximate minimum mean-squared error (MMSE) filter is derived to estimate the Markov chain system state. To optimize the control strategy, the associated mean-squared error is used as an optimization criterion in a partially observable Markov decision process formulation. A stochastic dynamic programming algorithm is proposed to solve for the optimal solution. To enhance the quality of system state estimates, approximate MMSE smoothing estimators are also derived. Finally, the performance of the proposed framework is illustrated on the problem of physical activity detection in wireless body sensing networks. The power of the proposed framework lies within its ability to accommodate a broad spectrum of active classification applications including sensor management for object classification and tracking, estimation of sparse signals and radar scheduling.Comment: 38 pages, 6 figure

Wireless sensor network as a distribute database

Wireless sensor networks (WSN) have played a role in various fields. In-network data processing is one of the most important and challenging techniques as it affects the key features of WSNs, which are energy consumption, nodes life circles and network performance. In the form of in-network processing, an intermediate node or aggregator will fuse or aggregate sensor data, which are collected from a group of sensors before transferring to the base station. The advantage of this approach is to minimize the amount of information transferred due to lack of computational resources. This thesis introduces the development of a hybrid in-network data processing for WSNs to fulfil the WSNs constraints. An architecture for in-network data processing were proposed in clustering level, data compression level and data mining level. The Neighbour-aware Multipath Cluster Aggregation (NMCA) is designed in the clustering level, which combines cluster-based and multipath approaches to process different packet loss rates. The data compression schemes and Optimal Dynamic Huffman (ODH) algorithm compressed data in the cluster head for the compressed level. A semantic data mining for fire detection was designed for extracting information from the raw data by the semantic data-mining model is developed to improve data accuracy and extract the fire event in the simulation. A demo in-door location system with in-network data processing approach is built to test the performance of the energy reduction of our designed strategy. In conclusion, the added benefits that the technical work can provide for in-network data processing is discussed and specific contributions and future work are highlighted

Computation-Communication Trade-offs and Sensor Selection in Real-time Estimation for Processing Networks

Recent advances in electronics are enabling substantial processing to be performed at each node (robots, sensors) of a networked system. Local processing enables data compression and may mitigate measurement noise, but it is still slower compared to a central computer (it entails a larger computational delay). However, while nodes can process the data in parallel, the centralized computational is sequential in nature. On the other hand, if a node sends raw data to a central computer for processing, it incurs communication delay. This leads to a fundamental communication-computation trade-off, where each node has to decide on the optimal amount of preprocessing in order to maximize the network performance. We consider a network in charge of estimating the state of a dynamical system and provide three contributions. First, we provide a rigorous problem formulation for optimal real-time estimation in processing networks in the presence of delays. Second, we show that, in the case of a homogeneous network (where all sensors have the same computation) that monitors a continuous-time scalar linear system, the optimal amount of local preprocessing maximizing the network estimation performance can be computed analytically. Third, we consider the realistic case of a heterogeneous network monitoring a discrete-time multi-variate linear system and provide algorithms to decide on suitable preprocessing at each node, and to select a sensor subset when computational constraints make using all sensors suboptimal. Numerical simulations show that selecting the sensors is crucial. Moreover, we show that if the nodes apply the preprocessing policy suggested by our algorithms, they can largely improve the network estimation performance.Comment: 15 pages, 16 figures. Accepted journal versio

A Hybrid Adaptive Compressive Sensing Model for Visual Tracking in Wireless Visual Sensor Networks

The employ of Wireless Visual Sensor Networks (WVSNs) has grown enormously in the last few years and have emerged in distinctive applications. WVSNs-based Surveillance applications are one of the important applications that requires high detection reliability and robust tracking, while minimizing the usage of energy to maximize the lifetime of sensor nodes as visual sensor nodes can be left for months without any human interaction. The constraints of WVSNs such as resource constraints due to limited battery power, memory space and communication bandwidth have brought new WVSNs implementation challenges. Hence, the aim of this paper is to investigate the impact of adaptive Compressive Sensing (CS) in designing efficient target detection and tracking techniques, to reduce the size of transmitted data without compromising the tracking performance as well as space and energy constraints. In this paper, a new hybrid adaptive compressive sensing scheme is introduced to dynamically achieve higher compression rates, as different datasets have different sparsity nature that affects the compression. Afterwards, a modified quantized clipped Least Mean square (LMS) adaptive filter is proposed for the tracking model. Experimental results showed that adaptive CS achieved high compression rates reaching 70%, while preserving the detection and tracking accuracy which is measured in terms of mean squared error, peak-signal-to-noise-ratio and tracking trajectory

Sensor Selection Based on Generalized Information Gain for Target Tracking in Large Sensor Networks

In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized information filter. Then, under a regularity condition, we prove that the multistage look-ahead policy that minimizes either the final or the average estimation error covariances of next multiple time steps is equivalent to a myopic sensor selection policy that maximizes the trace of the generalized information gain at each time step. Moreover, when the measurement noises are uncorrelated between sensors, the optimal solution can be obtained analytically for sensor selection when constraints are temporally separable. When constraints are temporally inseparable, sensor selections can be obtained by approximately solving a linear programming problem so that the sensor selection problem for a large sensor network can be dealt with quickly. Although there is no guarantee that the gap between the performance of the chosen subset and the performance bound is always small, numerical examples suggest that the algorithm is near-optimal in many cases. Finally, when the measurement noises are correlated between sensors, the sensor selection problem with temporally inseparable constraints can be relaxed to a Boolean quadratic programming problem which can be efficiently solved by a Gaussian randomization procedure along with solving a semi-definite programming problem. Numerical examples show that the proposed method is much better than the method that ignores dependence of noises.Comment: 38 pages, 14 figures, submitted to Journa

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