Distributed Kalman-filtering: Distributed optimization viewpoint

K Ryu, J Back - 2019 IEEE 58th Conference on Decision and …, 2019 - ieeexplore.ieee.org
We consider the Kalman-filtering problem with multiple sensors which are connected
through a communication network. If all measurements are delivered to one place called …

Consensus optimization approach for distributed Kalman filtering: performance recovery of centralized filtering with proofs

K Ryu, J Back - arXiv preprint arXiv:2208.09328, 2022 - arxiv.org
This paper investigates the distributed Kalman filtering (DKF) from distributed optimization
viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation …

Consensus optimization approach for distributed Kalman filtering: Performance recovery of centralized filtering

K Ryu, J Back - Automatica, 2023 - Elsevier
This paper investigates the distributed Kalman filtering (DKF) from distributed optimization
viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation …

An improved distributed consensus kalman filter design approach

A Priel, D Zelazo - 2021 60th IEEE Conference on Decision and …, 2021 - ieeexplore.ieee.org
This paper proposes an improved design approach for distributed consensus Kalman
filtering (DCKF). We provide an improved consensus gain factor compared to the sub …

Distributed optimal consensus-based Kalman filtering and its relation to MAP estimation

S Wang, H Paul, A Dekorsy - 2018 IEEE International …, 2018 - ieeexplore.ieee.org
In this paper, we address the problem of distributed state estimation, where a set of nodes
are required to jointly estimate the state of a linear dynamic system based on sequential …

Distributed Kalman filtering with minimum-time consensus algorithm

Y Yuan, L Shi, J Liu, Z Chen, HT Zhang… - arXiv preprint arXiv …, 2017 - arxiv.org
Fueled by applications in sensor networks, these years have witnessed a surge of interest in
distributed estimation and filtering. A new approach is hereby proposed for the Distributed …

ECO-DKF: Event-Triggered and Certifiable Optimal Distributed Kalman Filter under Unknown Correlations

E Sebastián, E Montijano… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
This paper presents ECO-DKF, the first E vent-Triggered and C ertifiable O ptimal D
istributed K alman F ilter. Our algorithm addresses two major issues inherent to Distributed …

Distributed consensus-based extended kalman filtering: A bayesian perspective

S Wang, A Dekorsy - 2019 27th European Signal Processing …, 2019 - ieeexplore.ieee.org
In this paper, we study the distributed state estimation problem where a set of nodes
cooperatively estimate the hidden state of a nonlinear dynamic system based on sequential …

Kalman-consensus filter: Optimality, stability, and performance

R Olfati-Saber - Proceedings of the 48h IEEE Conference on …, 2009 - ieeexplore.ieee.org
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 …

Diffusion Kalman filter based on local estimate exchanges

Y Zhang, C Wang, N Li… - 2015 IEEE International …, 2015 - ieeexplore.ieee.org
We consider the problem of distributed Kalman filter design for a linear state-space model,
where a set of nodes is required to collectively estimate the unknown state in real time, only …