Related papers: Consistent distributed state estimation with globa…
The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…
This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…
The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…
The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…
Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…
This paper investigates the problem of distributed target tracking via underwater wireless sensor networks (UWSNs) with fading channels. The degradation of signal quality due to wireless channel fading can significantly impact network…
A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distributed framework, the sensor nodes may…
Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…
The frequency-domain Kalman filter (FKF) has been utilized in many audio signal processing applications due to its fast convergence speed and robustness. However, the performance of the FKF in under-modeling situations has not been…
The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…
State estimation has long been a fundamental problem in signal processing and control areas. The main challenge is to design filters with ability to reject or attenuate various disturbances. With the arrival of big data era, the…
This paper addresses the secure state estimation problem for continuous linear time-invariant systems with non-periodic and asynchronous sampled measurements, where the sensors need to transmit not only measurements but also sampling…
This paper presents ECO-DKF, the first Event-Triggered and Certifiable Optimal Distributed Kalman Filter. Our algorithm addresses two major issues inherent to Distributed Kalman Filters: (i) fully distributed and scalable optimal estimation…
In the classical Kalman filter(KF), the estimated state is a linear combination of the one-step predicted state and measurement state, their confidence level change when the prediction mean square error matrix and covariance matrix of…
This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…
Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…
The problem of faulty sensor detection is investigated in large sensor networks where the sensor faults are sparse and time-varying, such as those caused by attacks launched by an adversary. Group testing and the Kalman filter are designed…
This report derives a generalized, converted measurement Kalman filter for the class of filtering problems with a linear state equation and nonlinear measurement equation, for which a bijective mapping exists between the state and…