Related papers: Consensus optimization approach for distributed Ka…
The Kalman filter provides an optimal estimation for a linear system with Gaussian noise. However when the noises are non-Gaussian in nature, its performance deteriorates rapidly. For non-Gaussian noises, maximum correntropy Kalman filter…
This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…
We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…
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…
The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…
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…
This paper presents an implementation and evaluation of a Distributed Kalman--Consensus Filter (DKCF) for Multi-Object Tracking (MOT) in mobile robot networks operating under partial observability and heterogeneous localization uncertainty.…
The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…
The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…
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…
Recently the primal-dual method of multipliers (PDMM), a novel distributed optimization method, was proposed for solving a general class of decomposable convex optimizations over graphic models. In this work, we first study the convergence…
The Kalman filter (KF) provides optimal recursive state estimates for linear-Gaussian systems and underpins applications in control, signal processing, and others. However, it is vulnerable to outliers in the measurements and process noise.…
Distributed Kalman filter approaches based on the maximum correntropy criterion have recently demonstrated superior state estimation performance to that of conventional distributed Kalman filters for wireless sensor networks in the presence…
We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…
This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…
In this paper, the information-weighted consensus filter (ICF) with partial information exchange is proposed to reduce the bandwidth of the signals transmitted between the sensor nodes and guarantee its convergence to the centralized Kalman…
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…
This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…
In conventional distributed Kalman filtering, employing diffusion strategies, each node transmits its state estimate to all its direct neighbors in each iteration. In this paper we propose a partial diffusion Kalman filter (PDKF) for state…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…