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This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

Information Theory · Computer Science 2015-01-13 Di Li , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor , Shuguang Cui

The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Jieming Ke , Xiaodong Lu , Yanlong Zhao , Ji-Feng Zhang

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

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

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

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

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We consider the problem of selecting an optimal set of sensor precisions to estimate the states of a non-linear dynamical system using an Ensemble Kalman filter and an Unscented Kalman filter, which uses random and deterministic ensembles…

Signal Processing · Electrical Eng. & Systems 2020-03-16 Niladri Das , Raktim Bhattacharya

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

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…

Systems and Control · Computer Science 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Xiaolei Bian , Huimin Chen , X. Rong Li

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…

Systems and Control · Electrical Eng. & Systems 2024-09-13 Haoying Li , Xinghan Li , Shuaiting Huang , Chao yang , Junfeng Wu

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

This paper presents a distributed Koopman operator learning framework for modeling unknown nonlinear dynamics using sequential observations from multiple agents. Each agent estimates a local Koopman approximation based on lifted data and…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Ali Azarbahram , Shenyu Liu , Gian Paolo Incremona

Multi-agent systems cooperation to achieve global goals is usually limited by sensing, actuation, and communication issues. At the local level, continuous measurement and actuation is only approximated by the use of digital mechanisms that…

Optimization and Control · Mathematics 2016-11-18 Eloy Garcia , Yongcan Cao , David W. Casbeer

In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…

Optimization and Control · Mathematics 2015-12-09 Atte Aalto

Event-triggered Control (ETC) presents a promising paradigm for efficient resource usage in networked and embedded control systems by reducing communication instances compared to traditional time-triggered strategies. This paper introduces…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Zeyad M. Manaa , Ayman M. Abdallah , Mohamed Ismail , Samil El Ferik

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

Information Theory · Computer Science 2017-01-11 Subhro Das , José M. F. Moura

Today's power generation and distribution networks are quickly moving toward automated control and integration of renewable resources - a complex, integrated system termed the Smart Grid. A key component in planning and managing of Smart…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Shervin Mehryar , Moe Z. Win

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar