Diffusion Kalman filtering based on covariance intersection
This paper is concerned with distributed Kalman filtering for linear time-varying systems over multiagent sensor networks. We propose a diffusion Kalman filtering algorithm based on the covariance intersection method, where local estimates are fused by incorporating the covariance information of loc...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/99369 http://hdl.handle.net/10220/13504 |
| _version_ | 1826112232952430592 |
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| author | Hu, Jinwen Xie, Lihua Zhang, Cishen |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Hu, Jinwen Xie, Lihua Zhang, Cishen |
| author_sort | Hu, Jinwen |
| collection | NTU |
| description | This paper is concerned with distributed Kalman filtering for linear time-varying systems over multiagent sensor networks. We propose a diffusion Kalman filtering algorithm based on the covariance intersection method, where local estimates are fused by incorporating the covariance information of local Kalman filters. Our algorithm leads to a stable estimate for each agent regardless of whether the system is uniformly observable locally by the measurements of its neighbors which include the measurements of itself as long as the system is uniformly observable by the measurements of all the agents and the communication is sufficiently fast compared to the sampling. Simulation results validate the effectiveness of the proposed distributed Kalman filtering algorithm. |
| first_indexed | 2024-10-01T03:03:37Z |
| format | Journal Article |
| id | ntu-10356/99369 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T03:03:37Z |
| publishDate | 2013 |
| record_format | dspace |
| spelling | ntu-10356/993692020-03-07T14:02:43Z Diffusion Kalman filtering based on covariance intersection Hu, Jinwen Xie, Lihua Zhang, Cishen School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering This paper is concerned with distributed Kalman filtering for linear time-varying systems over multiagent sensor networks. We propose a diffusion Kalman filtering algorithm based on the covariance intersection method, where local estimates are fused by incorporating the covariance information of local Kalman filters. Our algorithm leads to a stable estimate for each agent regardless of whether the system is uniformly observable locally by the measurements of its neighbors which include the measurements of itself as long as the system is uniformly observable by the measurements of all the agents and the communication is sufficiently fast compared to the sampling. Simulation results validate the effectiveness of the proposed distributed Kalman filtering algorithm. 2013-09-16T08:50:46Z 2019-12-06T20:06:31Z 2013-09-16T08:50:46Z 2019-12-06T20:06:31Z 2011 2011 Journal Article Hu, J., Xie, L., & Zhang, C. (2011). Diffusion Kalman Filtering Based on Covariance Intersection. IEEE Transactions on Signal Processing, 60(2), 891-902. 1053-587X https://hdl.handle.net/10356/99369 http://hdl.handle.net/10220/13504 10.1109/TSP.2011.2175386 en IEEE transactions on signal processing © 2011 IEEE |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering Hu, Jinwen Xie, Lihua Zhang, Cishen Diffusion Kalman filtering based on covariance intersection |
| title | Diffusion Kalman filtering based on covariance intersection |
| title_full | Diffusion Kalman filtering based on covariance intersection |
| title_fullStr | Diffusion Kalman filtering based on covariance intersection |
| title_full_unstemmed | Diffusion Kalman filtering based on covariance intersection |
| title_short | Diffusion Kalman filtering based on covariance intersection |
| title_sort | diffusion kalman filtering based on covariance intersection |
| topic | DRNTU::Engineering::Electrical and electronic engineering |
| url | https://hdl.handle.net/10356/99369 http://hdl.handle.net/10220/13504 |
| work_keys_str_mv | AT hujinwen diffusionkalmanfilteringbasedoncovarianceintersection AT xielihua diffusionkalmanfilteringbasedoncovarianceintersection AT zhangcishen diffusionkalmanfilteringbasedoncovarianceintersection |