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

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

Cognitive Radar Detection in Nonstationary Environments and Target Tracking

Target detection and tracking are the most fundamental and important problems in a wide variety of defense and civilian radar systems. In recent years, to cope with complex environments and stealthy targets, the concept of cognitive radars has been proposed to integrate intelligent modules into conventional radar systems. To achieve better performance, cognitive radars are designed to sense, learn from, and adapt to environments. In this dissertation, we introduce cognitive radars for target detection in nonstationary environments and cognitive radar networks for target tracking.For target detection, many algorithms in the literature assume a stationary environment (clutter). However, in practical scenarios, changes in the nonstationary environment can perturb the parameters of the clutter distribution or even alter the clutter distribution family, which can greatly deteriorate the target detection capability. To avoid such potential performance degradation, cognitive radar systems are envisioned which can rapidly recognize the nonstationarity, accurately learn the new characteristics of the environment, and adaptively update the detector. To achieve this cognition, we propose a unifying framework that integrates three functions: (i) change-point detection of clutter distributions by using a data-driven cumulative sum (CUSUM) algorithm and its extended version, (ii) learning/identification of clutter distribution by using kernel density estimation (KDE) methods and similarity measures (iii) adaptive target detection by automatically modifying the likelihood-ratio test and the corresponding detection threshold. We also conduct extensive numerical experiments to show the merits of the proposed method compared to a nonadaptive case, an adaptive matched filter (AMF) method, and the clairvoyant case.For target tracking, with remarkable advances in sensor techniques and deployable platforms, a sensing system has freedom to select a subset of available radars, plan their trajectories, and transmit designed waveforms. Accordingly, we propose a general framework for single target tracking in cognitive networks of radars, including joint consideration of waveform design, path planning, and radar selection. We formulate the tracking procedure using the theories of dynamic graphical models (DGM) and recursive Bayesian state estimation (RBSE). This procedure includes two iterative steps: (i) solving a combinatorial optimization problem to select the optimal subset of radars, waveforms, and locations for the next tracking instant, and (ii) acquiring the recursive Bayesian state estimation to accurately track the target. Further, we use an illustrative example to introduce a specific scenario in 2-D space. Simulation results based on this scenario demonstrate that the proposed framework can accurately track the target under the management of a network of radars

Radar networks: A review of features and challenges

Networks of multiple radars are typically used for improving the coverage and tracking accuracy. Recently, such networks have facilitated deployment of commercial radars for civilian applications such as healthcare, gesture recognition, home security, and autonomous automobiles. They exploit advanced signal processing techniques together with efficient data fusion methods in order to yield high performance of event detection and tracking. This paper reviews outstanding features of radar networks, their challenges, and their state-of-the-art solutions from the perspective of signal processing. Each discussed subject can be evolved as a hot research topic.Comment: To appear soon in Information Fusio

Constrained Bayesian Active Learning of Interference Channels in Cognitive Radio Networks

In this paper, a sequential probing method for interference constraint learning is proposed to allow a centralized Cognitive Radio Network (CRN) accessing the frequency band of a Primary User (PU) in an underlay cognitive scenario with a designed PU protection specification. The main idea is that the CRN probes the PU and subsequently eavesdrops the reverse PU link to acquire the binary ACK/NACK packet. This feedback indicates whether the probing-induced interference is harmful or not and can be used to learn the PU interference constraint. The cognitive part of this sequential probing process is the selection of the power levels of the Secondary Users (SUs) which aims to learn the PU interference constraint with a minimum number of probing attempts while setting a limit on the number of harmful probing-induced interference events or equivalently of NACK packet observations over a time window. This constrained design problem is studied within the Active Learning (AL) framework and an optimal solution is derived and implemented with a sophisticated, accurate and fast Bayesian Learning method, the Expectation Propagation (EP). The performance of this solution is also demonstrated through numerical simulations and compared with modified versions of AL techniques we developed in earlier work.Comment: 14 pages, 6 figures, submitted to IEEE JSTSP Special Issue on Machine Learning for Cognition in Radio Communications and Rada

Mode Selection and Target Classification in Cognitive Radar Networks

Cognitive Radar Networks were proposed by Simon Haykin in 2006 to address problems with large legacy radar implementations - primarily, single-point vulnerabilities and lack of adaptability. This work proposes to leverage the adaptability of cognitive radar networks to trade between active radar observation, which uses high power and risks interception, and passive signal parameter estimation, which uses target emissions to gain side information and lower the power necessary to accurately track multiple targets. The goal of the network is to learn over many target tracks both the characteristics of the targets as well as the optimal action choices for each type of target. In order to select between the available actions, we utilize a multi-armed bandit model, using current class information as prior information. When the active radar action is selected, the node estimates the physical behavior of targets through the radar emissions. When the passive action is selected, the node estimates the radio behavior of targets through passive sensing. Over many target tracks, the network collects the observed behavior of targets and forms clusters of similarly-behaved targets. In this way, the network meta-learns the target class distributions while learning the optimal mode selections for each target class.Comment: 6 pages, 5 figure