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We present a consensus-based distributed particle filter (PF) for wireless sensor networks. Each sensor runs a local PF to compute a global state estimate that takes into account the measurements of all sensors. The local PFs use the joint…

Applications · Statistics 2011-09-29 Ondrej Hlinka , Franz Hlawatsch , Petar M. Djuric

The decentralized particle filter (DPF) was proposed recently to increase the level of parallelism of particle filtering. Given a decomposition of the state space into two nested sets of variables, the DPF uses a particle filter to sample…

Machine Learning · Statistics 2012-03-13 Mohamed Osama Ahmed , Pouyan T. Bibalan , Nando de Freitas , Simon Fauvel

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

Robotics · Computer Science 2026-01-13 Ziyu Wan , Lin Zhao

Particle probability hypothesis density filtering has become a promising means for multi-target tracking due to its capability of handling an unknown and time-varying number of targets in non-linear non-Gaussian system. However, its…

Computation · Statistics 2015-03-13 Wang Junjie , Zhao Lingling , Su Xiaohong , Ma Peijun

This paper proposes a novel consensus-based distributed filter over directed graphs under the collectively observability condition. The distributed filter is designed using an augmented leader-following information fusion strategy, and the…

Systems and Control · Electrical Eng. & Systems 2026-03-16 Xiaoxu Lyu , Guanghui Wen , Yuezu Lv , Zhisheng Duan , Ling Shi

For consensus on measurement-based distributed filtering (CMDF), through infinite consensus fusion operations during each sampling interval, each node in the sensor network can achieve optimal filtering performance with centralized…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Jiachen Qian , Peihu Duan , Zhisheng Duan , Guanrong Chen , Ling Shi

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

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 Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

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…

Probability · Mathematics 2018-09-24 Amirhossein Taghvaei , Prashant G. Mehta

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…

Computation · Statistics 2020-11-23 Santeri Karppinen , Matti Vihola

Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be…

Multiagent Systems · Computer Science 2018-12-04 Mark R. Leonard , Abdelhak M. Zoubir

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework…

Optimization and Control · Mathematics 2016-10-14 Saptarshi Bandyopadhyay , Soon-Jo Chung

In distributed target tracking for wireless sensor networks, agreement on the target state can be achieved by the construction and maintenance of a communication path, in order to exchange information regarding local likelihood functions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-20 Vladimir Savic , Henk Wymeersch , Santiago Zazo

State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…

Signal Processing · Electrical Eng. & Systems 2022-07-05 Karthik Comandur , Yunpeng Li , Santosh Nannuru

This paper addresses distributed multi-target tracking (DMTT) over a network of sensors having different fields-of-view (FoVs). Specifically, a cardinality probability hypothesis density (CPHD) filter is run at each sensor node. Due to the…

Systems and Control · Electrical Eng. & Systems 2020-06-26 Guchong Li , Giorgio Battistelli , Luigi Chisci , Wei Yi , Lingjiang Kong

We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their…

Machine Learning · Computer Science 2018-05-31 Rico Jonschkowski , Divyam Rastogi , Oliver Brock

The conditional posterior Cramer-Rao lower bound (PCRLB) is an effective sensor resource management criteria for large, geographically distributed sensor networks. Existing algorithms for distributed computation of the PCRLB (dPCRLB) are…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-23 Arash Mohammadi , Amir Asif , Xionghu Zhong , A. B. Premkumar

The Distributed Diffusion Kalman Filter (DDKF) algorithm in all its magnitude has earned great attention lately and has shown an elaborate way to address the issue of distributed optimization over networks. Estimation and tracking of a…

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