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In this paper, we analyze the adverse effects of cyber-physical attacks as well as mitigate their impacts on the event-triggered distributed Kalman filter (DKF). We first show that although event-triggered mechanisms are highly desirable,…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Aquib Mustafa , Majid Mazouchi , Hamidreza Modares

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by…

Machine Learning · Statistics 2015-09-16 Badong Chen , Xi Liu , Haiquan Zhao , José C. Príncipe

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

We consider cooperative localization technique for mobile agents with communication and computation capabilities. We start by provide and overview of different decentralization strategies in the literature, with special focus on how these…

Robotics · Computer Science 2015-10-06 Solmaz S. Kia , Stephen Rounds , Sonia Martinez

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…

Signal Processing · Electrical Eng. & Systems 2019-02-20 Wenzhi Fan , Kai Chen , Jing Lu , Jiancheng Tao

Real-time visual analysis tasks, like tracking and recognition, require swift execution of computationally intensive algorithms. Visual sensor networks can be enabled to perform such tasks by augmenting the sensor network with processing…

Computer Vision and Pattern Recognition · Computer Science 2017-05-24 Emil Eriksson , György Dán , Viktoria Fodor

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

We present an innovative interpretation of Kalman Filter (KF, for short) combining the ideas of Schwarz Domain Decomposition (DD) and Parallel in Time (PinT) approaches. Thereafter we call it DD-KF. In contrast to standard DD approaches…

Numerical Analysis · Mathematics 2023-12-04 Luisa D'Amore , Rosalba Cacciapuoti

This paper investigates the problem of linear spatial collaboration for distributed estimation in wireless sensor networks. In this context, the sensors share their local noisy (and potentially spatially correlated) observations with each…

Information Theory · Computer Science 2016-11-17 Mohammad Fanaei , Matthew C. Valenti , Abbas Jamalipour , Natalia A. Schmid

In the Internet of Things (IoT) paradigm, distributed sensors and actuators can observe and act on their environment, communicating wirelessly. In this context, filtering the observations and tracking the network and environment state over…

Signal Processing · Electrical Eng. & Systems 2019-09-13 Federico Chiariotti

This paper investigates the state estimation problem for unknown linear systems subject to both process and measurement noise. Based on a prior input-output trajectory sampled at a higher frequency and a prior state trajectory sampled at a…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Peihu Duan , Tao Liu , Yu Xing , Karl Henrik Johansson

The discrete-time Distributed Bayesian Filtering (DBF) algorithm is presented for the problem of tracking a target dynamic model using a time-varying network of heterogeneous sensing agents. In the DBF algorithm, the sensing agents combine…

Systems and Control · Computer Science 2018-07-10 Saptarshi Bandyopadhyay , Soon-Jo Chung

In this paper, a cooperative diffusion-based molecular communication system is considered where distributed receivers collaboratively determine a transmitter's signal. In this system, the receivers first make local hard decisions about the…

Information Theory · Computer Science 2017-03-20 Yuting Fang , Adam Noel , Nan Yang , Andrew W. Eckford , Rodney A. Kennedy

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

In this article, we present a structured Kalman filter associated with the transformation matrix for observable Kalman canonical decomposition from conventional Kalman filter (CKF) in order to generate a more accurate time scale. The…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Yuyue Yan , Takahiro Kawaguchi , Yuichiro Yano , Yuko Hanado , Takayuki Ishizaki

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Systems and Control · Electrical Eng. & Systems 2021-12-14 Ningyuan Wang , Daniel B. Forger

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

Robotics · Computer Science 2026-05-13 Tara Mina , Lindsey Marinello , John Christian

We describe the Median K-Flats (MKF) algorithm, a simple online method for hybrid linear modeling, i.e., for approximating data by a mixture of flats. This algorithm simultaneously partitions the data into clusters while finding their…

Computer Vision and Pattern Recognition · Computer Science 2010-05-10 Teng Zhang , Arthur Szlam , Gilad Lerman

Parameter estimation in cognitive communications can be formulated as a multi-user estimation problem, which is solvable under maximum likelihood solution but involves high computational complexity. This paper presents a time-sharing and…

Information Theory · Computer Science 2011-11-17 Pengkai Zhao , Cong Shen