Related papers: Distributed Kalman Estimation with Decoupled Local…
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…
Fusing and sharing information from multiple sensors over a network is a challenging task, partly due to the absence of a foundational rule for fusing probability distributions that preserves the independence of sources. To address this, we…
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…
This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…
In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…
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)…
Given a plant subject to delayed sensor measurement, there are several approaches to compensate for the delay. An obvious approach is to address this problem in state space, where the $n$-dimensional plant state is augmented by an…
In the presence of renewable resources, distribution networks have become extremely complex to monitor, operate and control. Furthermore, for the real time applications, active distribution networks require fast real time distribution state…
This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a…
The information transmission between nodes in a wireless sensor networks (WSNs) often causes packet loss due to denial-of-service (DoS) attack, energy limitations, and environmental factors, and the information that is successfully…
In this paper we tackle distributed detection of a non-cooperative target with a Wireless Sensor Network (WSN). When the target is present, sensors observe an unknown random signal with amplitude attenuation depending on the distance…
This manuscript derives locally weighted ensemble Kalman methods from the point of view of ensemble-based function approximation. This is done by using pointwise evaluations to build up a local linear or quadratic approximation of a…
Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…
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…
Compressed Estimation approaches, such as the Generalised Compressed Kalman Filter (GCKF), reduce the computational cost and complexity of high dimensional and high frequency data assimilation problems; usually without sacrificing…
It is often convenient to separate a state estimation task into smaller "local" tasks, where each local estimator estimates a subset of the overall system state. However, neglecting cross-covariance terms between state estimates can result…
In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…
Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize…
Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…
This paper presents a scalable Bayesian technique for decentralized state estimation from multiple platforms in dynamic environments. As has long been recognized, centralized architectures impose severe scaling limitations for distributed…