Related papers: Gossip and Distributed Kalman Filtering: Weak Cons…
Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…
Distributed Kalman filter approaches based on the maximum correntropy criterion have recently demonstrated superior state estimation performance to that of conventional distributed Kalman filters for wireless sensor networks in the presence…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…
The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…
This paper studies the stability of covariance-intersection (CI)-based distributed Kalman filtering in time-varying systems. For the general time-varying case, a relationship between the error covariance and the observability Gramian is…
In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…
We propose a distributed cooperative positioning algorithm using the extended Kalman filter (EKF) based spatio-temporal data fusion (STDF) for a wireless network composed of sparsely distributed high-mobility nodes. Our algorithm first…
This paper is concerned with the convergence and the error analysis for the feedback particle filter (FPF) algorithm. The FPF is a controlled interacting particle system where the control law is designed to solve the nonlinear filtering…
Nowadays, experimental techniques allow scientists to have access to large amounts of data. In order to obtain reliable information from the complex systems which produce these data, appropriate analysis tools are needed}. The Kalman filter…
We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…
Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…
This paper presents a novel approach to distributed pose estimation in the multi-agent system based on an invariant Kalman filter with covariance intersection. Our method models uncertainties using Lie algebra and applies object-level…
Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…
In real applications, non-Gaussian distributions are frequently caused by outliers and impulsive disturbances, and these will impair the performance of the classical cubature Kalman filter (CKF) algorithm. In this letter, a modified…
This paper is concerned with the convergence and long-term stability analysis of the feedback particle filter (FPF) algorithm. The FPF is an interacting system of $N$ particles where the interaction is designed such that the empirical…
Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…