Related papers: Consensus optimization approach for distributed Ka…
The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…
This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on…
This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…
The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…
This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…
In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…
State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and…
This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a…
This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional,…
Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…
Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…
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…
The massive integration of distributed energy resources changes the operational demands of the electric power distribution system, motivating optimization-based approaches. The added computational complexities of the resulting optimal power…
This paper studies the distributed dimensionality reduction fusion estimation problem with communication delays for a class of cyber-physical systems (CPSs). The raw measurements are preprocessed in each sink node to obtain the local…
Simulation-based Dynamic Traffic Assignment models have important applications in real-time traffic management and control. The efficacy of these systems rests on the ability to generate accurate estimates and predictions of traffic states,…
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…
Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…
This paper represents the novel high precision localization approach for Automated Driving (AD) relative to 3D map. The AD maps are not necessarily flat. Hence, the problem of localization is solved here in 3D. The vehicle motion is modeled…
We study the Extended Kalman Filter in constant dynamics, offering a bayesian perspective of stochastic optimization. We obtain high probability bounds on the cumulative excess risk in an unconstrained setting. In order to avoid any…