Related papers: Distributed Kalman Estimation with Decoupled Local…
Intelligent vehicles in autonomous driving and obstacle avoidance, the precise relative state of vehicles put forward a higher demand. For a vehicle-borne sensor network with time-varying transmission delays, the problem of coordinate…
Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…
This paper studies the stability of covariance-intersection (CI)-based distributed Kalman filtering in time-varying systems. For the general time-varying case, a relationship between the error covariance and the observability Gramian is…
Cooperative localization and target tracking are essential for multi-robot systems to implement high-level tasks. To this end, we propose a distributed invariant Kalman filter based on covariance intersection for effective multi-robot pose…
A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…
We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
This paper studies the synchronization of stochastic linear systems which are subject to a general class of noises, in the sense that the noises are bounded in covariance but might be correlated with the states of agents and among each…
We consider the problem of distributed Kalman filtering for sensor networks in the case there is a limit in data transmission and there is model uncertainty. More precisely, we propose a distributed filtering strategy with event-triggered…
This paper studies the problem of distributed state estimation (DSE) over sensor networks on matrix Lie groups, which is crucial for applications where system states evolve on Lie groups rather than vector spaces. We propose a…
We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line…
In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…
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…
State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…
The sustainability of modern cities highly depends on efficient water distribution management, including effective pressure control and leak detection and localization. Accurate information about the network hydraulic state is therefore…
Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…
This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…
Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…
This paper presents an estimation method for time-varying graph signals among multiple sub-networks. In many sensor networks, signals observed are associated with nodes (i.e., sensors), and edges of the network represent the inter-node…
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…