A New Approach to Linear/Nonlinear Distributed Fusion Estimation Problem

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are focused on the information fusion estimation problem under bounded noises. In this paper, we study the distributed fusion estimation problem for linear time-varying systems and nonlinear systems with bounded noises, where the addressed noises do not provide any statistical information, and are unknown but bounded. When considering linear time-varying fusion systems with bounded noises, a new local Kalman-like estimator is designed such that the square error of the estimator is bounded as time goes to $\infty$. A novel constructive method is proposed to find an upper bound of fusion estimation error, then a convex optimization problem on the design of an optimal weighting fusion criterion is established in terms of linear matrix inequalities, which can be solved by standard software packages. Furthermore, according to the design method of linear time-varying fusion systems, each local nonlinear estimator is derived for nonlinear systems with bounded noises by using Taylor series expansion, and a corresponding distributed fusion criterion is obtained by solving a convex optimization problem. Finally, target tracking system and localization of a mobile robot are given to show the advantages and effectiveness of the proposed methods.Comment: 9 pages, 3 figure

A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

Sigma Point Belief Propagation

The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy factor graphs. We propose sigma point belief propagation (SPBP) as a low-complexity approximation of the belief propagation (BP) message passing scheme. SPBP achieves approximate marginalizations of posterior distributions corresponding to (generally) loopy factor graphs. It is well suited for decentralized inference because of its low communication requirements. For a decentralized, dynamic sensor localization problem, we demonstrate that SPBP can outperform nonparametric (particle-based) BP while requiring significantly less computations and communications.Comment: 5 pages, 1 figur

OCP Based Online Multisensor Data Fusion for Autonomous Ground Vehicle

In this paper, online multisensor data fusion algorithm using CORBA event channel is proposed, in order to deal with simplifying problem in sensor registration and fusion for vehicle’s state estimation. The networked based navigation concept for Autonomous Ground Vehicle (AGV) using several sensors is presented. A simulation of various application scenarios are considered by choosing several parameters of UKF, i.e. weighting constant for sigma points and square root matrix. Normalized mean-square error (MSE) of Monte Carlo simulations are computed and reported in the simulation results. Furthermore, the middleware infrastructure based on Open Control Platform (OCP) to support the interconnection between the whole filter structures also reported

Low-cost RPAS navigation and guidance system using Square Root Unscented Kalman Filter

Multi-Sensor Data Fusion (MSDF) techniques involving satellite and inertial-based sensors are widely adopted to improve the navigation solution of a number of mission- and safety-critical tasks. Such integrated Navigation and Guidance Systems (NGS) currently do not meet the required level of performance in all flight phases of small Remotely Piloted Aircraft Systems (RPAS). In this paper an innovative Square Root-Unscented Kalman Filter (SR-UKF) based NGS is presented and compared with a conventional UKF governed design. The presented system architectures adopt state-of-the-art information fusion approach based on a number of low-cost sensors including; Global Navigation Satellite Systems (GNSS), Micro-Electro-Mechanical System (MEMS) based Inertial Measurement Unit (IMU) and Vision Based Navigation (VBN) sensors. Additionally, an Aircraft Dynamics Model (ADM), which is essentially a knowledge based module, is employed to compensate for the MEMS-IMU sensor shortcomings in high-dynamics attitude determination tasks. The ADM acts as a virtual sensor and its measurements are processed with non-linear estimation in order to increase the operational validity time. An improvement in the ADM navigation state vector (i.e., position, velocity and attitude) measurements is obtained, thanks to the accurate modeling of aircraft dynamics and advanced processing techniques. An innovative SR-UKF based VBN-IMU-GNSS-ADM (SR-U-VIGA) architecture design was implemented and compared with a typical UKF design (U-VIGA) in a small RPAS (AEROSONDE) integration arrangement exploring a representative cross-section of the operational flight envelope. The comparison of position and attitude data shows that the SR-U-VIGA and U-VIGA NGS fulfill the relevant RNP criteria, including precision approach tasks

Computationally efficient solutions for tracking people with a mobile robot: an experimental evaluation of Bayesian filters

Modern service robots will soon become an essential part of modern society. As they have to move and act in human environments, it is essential for them to be provided with a fast and reliable tracking system that localizes people in the neighbourhood. It is therefore important to select the most appropriate filter to estimate the position of these persons. This paper presents three efficient implementations of multisensor-human tracking based on different Bayesian estimators: Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF) and Sampling Importance Resampling (SIR) particle filter. The system implemented on a mobile robot is explained, introducing the methods used to detect and estimate the position of multiple people. Then, the solutions based on the three filters are discussed in detail. Several real experiments are conducted to evaluate their performance, which is compared in terms of accuracy, robustness and execution time of the estimation. The results show that a solution based on the UKF can perform as good as particle filters and can be often a better choice when computational efficiency is a key issue