Title
Kalman-Consensus Filter : Optimality, stability, and performance
Abstract
One of the fundamental problems in sensor networks is to estimate and track the state of targets (or dynamic processes) of interest that evolve in the sensing field. Kalman filtering has been an effective algorithm for tracking dynamic processes for over four decades. Distributed Kalman Filtering (DKF) involves design of the information processing algorithm of a network of estimator agents with a two-fold objective: (1) estimate the state of the target of interest and (2) reach a consensus with neighboring estimator agents on the state estimate. We refer to this DKF algorithm as Kalman-Consensus Filter (KCF). The main contributions of this paper are as follows: (i) finding the optimal decentralized Kalman-Consensus filter and showing that its computational and communication costs are not scalable in n and (ii) introducing a scalable suboptimal Kalman-Consensus Filter and providing a formal stability and performance analysis of this distributed and cooperative filtering algorithm. Kalman-Consensus Filtering algorithm is applicable to sensor networks with variable topology including mobile sensor networks and networks with packet-loss.
Year
DOI
Venue
2009
10.1109/CDC.2009.5399678
Shanghai
Keywords
Field
DocType
Kalman filters,communication complexity,distributed algorithms,mobile radio,stability,state estimation,wireless sensor networks,cooperative filtering algorithm,distributed Kalman filtering,distributed algorithm,dynamic process tracking,formal stability,information processing algorithm,mobile sensor networks,neighboring estimator agents,optimal decentralized Kalman-consensus filter,performance analysis,scalable suboptimal Kalman-consensus Filter,state estimation,topology,Kalman-Consensus filtering,distributed Kalman filtering,distributed data fusion,sensor networks
Mobile radio,Mathematical optimization,Computer science,Control theory,Filter (signal processing),Communication complexity,Kalman filter,Distributed algorithm,Wireless sensor network,Estimator,Scalability
Conference
ISSN
ISBN
Citations 
0191-2216 E-ISBN : 978-1-4244-3872-3
978-1-4244-3872-3
124
PageRank 
References 
Authors
5.33
10
2
Search Limit
100124
Name
Order
Citations
PageRank
Reza Olfati-Saber18066549.43
Olfati-Saber, R.21245.33