Multi-Rate Distributed Unscented Kalman Filtering Under Collective Detectability
Abstract
We develop a multi-rate distributed unscented Kalman filter for nonlinear networks without a fusion center. Local continuous-discrete UKFs run on a common base grid, update at their own sampling instants, and exchange estimates within one-hop neighborhoods. Under a windowed collective-detectability condition, diffusion of information matrices gives uniformly bounded quotient covariances although no individual node need be observable. When the collectively invisible subspace is trivial and the statistical-linearization discrepancies satisfy an explicit coherence bound, the information weighted fused mean yields exponentially bounded mean-square errors without a contraction-mixing condition. This contrasts with the arithmetic diffusiojn mean, which requires one. A distributed variant uses a fixed attenuation penalty. A finite-prefix feasibility check and the one-hop detectability Gramian yield a uniform regularized-information margin - an explicit local-contraction-mixing condition then yields mean-square error boundedness. The developed methods are tested on a stochastic nonlinear benchmark and a three-inertia network in which every node misses at least one mode. Information diffusion is more accurate than five-round covariance-averaging consensus at one fifth of its communication. It remains stable under 3:2 multi-rate sampling, where the covariance-averaging consensus and the diffusion mean both diverge, and it keeps the quotient covariances bounded.
Keywords
Cite
@article{arxiv.2608.10921,
title = {Multi-Rate Distributed Unscented Kalman Filtering Under Collective Detectability},
author = {Mohammad Ali Abooshahab and Morten Hovd},
journal= {arXiv preprint arXiv:2608.10921},
year = {2026}
}
Comments
12 pages, 3 figures