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We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu

We study distributed filtering for a class of uncertain systems over corrupted communication channels. We propose a distributed robust Kalman filter with stochastic gains, through which upper bounds of the conditional mean square estimation…

Systems and Control · Electrical Eng. & Systems 2021-04-05 Xingkang He , Karl Henrik Johansson , Haitao Fang

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

Methodology · Statistics 2020-06-11 Toni Karvonen , Silvère Bonnabel , Eric Moulines , Simo Särkkä

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear…

Systems and Control · Computer Science 2017-11-22 Damian Marelli , Mohsen Zamani , Minyue Fu

We consider the problem of distributed Kalman filtering for sensor networks in the case there are constraints in data transmission and there is model uncertainty. More precisely, we propose two distributed filtering strategies with…

Optimization and Control · Mathematics 2022-09-12 Davide Ghion , Mattia Zorzi

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

Systems and Control · Computer Science 2017-11-15 Xingkang He , Wenchao Xue , Haitao Fang

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

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

Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…

Systems and Control · Computer Science 2018-10-19 Damián Marelli , Tianju Sui , Eduardo Rohr , Minyue Fu

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SEC). First, under a time-based consensus communication protocol, applying a modified projection operator and the…

Systems and Control · Computer Science 2019-03-12 Xingkang He , Chen Hu , Yiguang Hong , Ling Shi , Haitao Fang

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

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

This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…

General Literature · Computer Science 2017-03-22 Dan Stefanoiu , Janetta Culita

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…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Sunsoo Kim , Vedang M. Deshpande , Raktim Bhattacharya

The emergence of large-scale multi-agent systems has led to controller synthesis methods for sparse communication between agents. However, most sparse controller synthesis algorithms remain centralized, requiring information exchange and…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Ingyu Jang , Ethan J. LoCicero , Leila Bridgeman

This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…

Signal Processing · Electrical Eng. & Systems 2019-10-08 Xingkang He , Wenchao Xue , Xiaocheng Zhang , Haitao Fang

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Optimization and Control · Mathematics 2017-04-12 Mathias Hudoba de Badyn , Mehran Mesbahi
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