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This article is concerned with the convergence of the state estimate obtained from the discrete time Kalman filter to the continuous time estimate as the temporal discretization is refined. We derive convergence rate estimates for different…

Optimization and Control · Mathematics 2015-12-10 Atte Aalto

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…

Systems and Control · Computer Science 2014-10-03 Sithan Kanna , Dahir H. Dini , Yili Xia , Ron Hui , Danilo P. Mandic

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Machine Learning · Computer Science 2021-02-11 Lingzhou Hong , Alfredo Garcia , Ceyhun Eksin

This paper addresses distributed parameter estimation in randomized one-hidden-layer neural networks. A group of agents sequentially receive measurements of an unknown parameter that is only partially observable to them. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Yinsong Wang , Shahin Shahrampour

Formation control (FC) of multi-agent plays a critical role in a wide variety of fields. In the absence of absolute positioning, agents in FC systems rely on relative position measurements with respect to their neighbors. In distributed…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Martijn van der Marel , Raj Thilak Rajan

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

This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…

Methodology · Statistics 2025-02-18 Rutger-Jan Lange

The robust distributed state estimation for a class of continuous-time linear time-invariant systems is achieved by a novel kernel-based distributed observer, which, for the first time, ensures fixed-time convergence properties. The…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Pudong Ge , Peng Li , Boli Chen , Fei Teng

This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close…

Robotics · Computer Science 2019-03-12 Reza Khodayi-mehr , Yiannis Kantaros , Michael M. Zavlanos

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

Systems equipped with modern sensing modalities such as vision and lidar gain access to increasingly high-dimensional measurements with which to enact estimation and control schemes. In this article, we examine the continuum limit of…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Maxwell Varley , Timothy L. Molloy , Girish N. Nair

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

We propose a novel framework for estimating the parameters of an aggregated distributed energy resources (der_a) model. First, we introduce a rigorous method to determine whether all model parameters are estimable. When they are not, our…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Bukunmi Gabriel Odunlami , Marcos Netto

This paper presents a new approach to distributed linear filtering and prediction. The problem under consideration consists of a random dynamical system observed by a multi-agent network of sensors where the network is sparse. Inspired by…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Subhro Das

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

The distributed filtering problem sequentially estimates a global state variable using observations from a network of local sensors with different measurement models. In this work, we introduce a novel methodology for distributed nonlinear…

Multiagent Systems · Computer Science 2023-10-31 Daniel Grange , Ricardo Baptista , Amirhossein Taghvaei , Allen Tannenbaum , Sean Phillips

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Neural and Evolutionary Computing · Computer Science 2021-04-30 Beren Millidge , Alexander Tschantz , Anil Seth , Christopher Buckley

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov
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