98 research outputs found
Distributed Kalman Filters over Wireless Sensor Networks: Data Fusion, Consensus, and Time-Varying Topologies
Kalman filtering is a widely used recursive algorithm for optimal state estimation of linear stochastic dynamic systems. The recent advances of wireless sensor networks (WSNs) provide the technology to monitor and control physical processes with a high degree of temporal and spatial granularity. Several important problems concerning Kalman filtering over WSNs are addressed in this dissertation. First we study data fusion Kalman filtering for discrete-time linear time-invariant (LTI) systems over WSNs, assuming the existence of a data fusion center that receives observations from distributed sensor nodes and estimates the state of the target system in the presence of data packet drops. We focus on the single sensor node case and show that the critical data arrival rate of the Bernoulli channel can be computed by solving a simple linear matrix inequality problem. Then a more general scenario is considered where multiple sensor nodes are employed. We derive the stationary Kalman filter that minimizes the average error variance under a TCP-like protocol. The stability margin is adopted to tackle the stability issue. Second we study distributed Kalman filtering for LTI systems over WSNs, where each sensor node is required to locally estimate the state in a collaborative manner with its neighbors in the presence of data packet drops. The stationary distributed Kalman filter (DKF) that minimizes the local average error variance is derived. Building on the stationary DKF, we propose Kalman consensus filter for the consensus of different local estimates. The upper bound for the consensus coefficient is computed to ensure the mean square stability of the error dynamics. Finally we focus on time-varying topology. The solution to state consensus control for discrete-time homogeneous multi-agent systems over deterministic time-varying feedback topology is provided, generalizing the existing results. Then we study distributed state estimation over WSNs with time-varying communication topology. Under the uniform observability, each sensor node can closely track the dynamic state by using only its own observation, plus information exchanged with its neighbors, and carrying out local computation
Gossip and Distributed Kalman Filtering: Weak Consensus under Weak Detectability
The paper presents the gossip interactive Kalman filter (GIKF) for
distributed Kalman filtering for networked systems and sensor networks, where
inter-sensor communication and observations occur at the same time-scale. The
communication among sensors is random; each sensor occasionally exchanges its
filtering state information with a neighbor depending on the availability of
the appropriate network link. We show that under a weak distributed
detectability condition:
1. the GIKF error process remains stochastically bounded, irrespective of the
instability properties of the random process dynamics; and
2. the network achieves \emph{weak consensus}, i.e., the conditional
estimation error covariance at a (uniformly) randomly selected sensor converges
in distribution to a unique invariant measure on the space of positive
semi-definite matrices (independent of the initial state.)
To prove these results, we interpret the filtered states (estimates and error
covariances) at each node in the GIKF as stochastic particles with local
interactions. We analyze the asymptotic properties of the error process by
studying as a random dynamical system the associated switched (random) Riccati
equation, the switching being dictated by a non-stationary Markov chain on the
network graph.Comment: Submitted to the IEEE Transactions, 30 pages
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