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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

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

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

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

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Tongjia Zheng , Hai Lin

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…

Information Theory · Computer Science 2016-10-14 Subhro Das , José M. F. Moura

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…

Systems and Control · Computer Science 2018-10-08 Jiahu Qin , Jie Wang , Ling Shi , Yu Kang

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Xinyi Wang , Devansh R. Agrawal , Dimitra Panagou

State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…

Signal Processing · Electrical Eng. & Systems 2025-03-13 Weizhi Chen , Yaowen Li , Yu Liu , You He

In this paper we propose a novel partition-based distributed state estimation scheme for non-overlapping subsystems based on Kalman filter. The estimation scheme is designed in order to account, in a rigorous fashion, for dynamic coupling…

Systems and Control · Computer Science 2015-07-27 Marcello Farina , Ruggero Carli

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

This paper proposes a decentralized dynamic state estimation scheme for microgrids. The approach employs the voltage and current measurements in the dq0 reference frame through phasor synchronization to be able to exclude orthogonal…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Bang L. H. Nguyen , Tuyen V. Vu , Tuan A. Ngo

Accurate state estimates are required for increasingly complex systems, to enable, for example, feedback control. However, available state estimation schemes are not necessarily real-time feasible for certain large-scale systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

We derive a reduced-order state estimator for discrete-time infinite dimensional linear systems with finite dimensional Gaussian input and output noise. This state estimator is the optimal one-step estimate that takes values in a fixed…

Optimization and Control · Mathematics 2014-10-08 Atte Aalto

In this paper, we address a partition-based distributed state estimation problem for large-scale general nonlinear processes by proposing a Kalman-based approach. First, we formulate a linear full-information estimation design within a…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Xiaojie Li , Adrian Wing-Keung Law , Xunyuan Yin
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